Faculty

Faculty & Research

Stefanescu-Cuntze, Catalina

ESMT European School of Management and Technology, Berlin
Director of Research (since 2010) and assistant professor (since 2009).

London Business School
Assistant Professor of Decision Science 2002-2009

Courses: 
  • Primer on Business Statistics
CV: 
application/pdf iconCATALINA STEFANESCU cv.pdf
Publication: 

Research interest

Design, analysis, and application of statistical models and methods for managerial decision making:
demand modeling and forecasting for revenue management, statistical models for credit risks, and methodologies for correlated binary and survival data with biostatistical applications.

Awards and honors

  • 2008 Best Paper Award at the 48th AGIFORS Annual Symposium in Montreal, Canada for the paper “Upgrades, Upsells and Pricing in Revenue Management.”
  • 2008 Best Paper Award at the AGIFORS Revenue Management Conference in Tahiti for the paper “Upgrades, Upsells and Pricing in Revenue Management.”
  • 2006 Best Paper Award of the INFORMS Financial Services Section at the INFORMS Annual Meeting in Pittsburgh, Pennsylvania, USA for the paper “The Credit Rating Process and Estimation of Transition Probabilities: A Bayesian Approach.”
  • 2005 Best Paper Award, Honorable Mention of the INFORMS Financial Services Section at the INFORMS Annual Meeting in San Francisco, California, USA for the paper “Modeling Expected Loss.”
  • 2002 Best Paper Award, second winner of the Biopharmaceutical Section at the 2002 Joint Statistical Meetings of the American Statistical Association for the paper “A More Powerful Average Bioequivalence Analysis for the 2x2 Crossover Design.”

Recent Publication

  • Chava, S., C. Stefanescu, and S. Turnbull (2011-Forthcoming). Modeling the loss distribution. Management Science.
  • Stefanescu, C., and B. W. Turnbull (2009). Likelihood inference for exchangeable continuous data: Use of the Farlie–Gumbel–Morgenstern Model. Statistical Methodology 6(5): 503–512.
  • Stefanescu, C., R. Tunaru, and S. Turnbull (2009). The credit rating process and estimation of transition probabilities: A Bayesian approach. Journal of Empirical Finance 16(2): 216–234.
  • Stefanescu, C., and D. V. Mehrotra (2008). A more powerful average bioequivalence analysis for the 2x2 crossover. Communications in Statistics – Simulation and Computation 37(1): 212–221.
  • Gallego, G., and C. Stefanescu (2010-Forthcoming). Service engineering: The future of service feature design and pricing. In Handbook of Pricing Management, ed. R. Phillips and O. Ozer. Oxford, UK: Oxford University Press.