Catalina Stefanescu Cuntze

Professor of Management Science, Deutsche Post DHL Chair, and Dean of Faculty, ESMT Berlin at ESMT

Biography

ESMT

Catalina is the dean of faculty, professor of management science, and the first holder of the Deutsche Post DHL Chair. She joined ESMT European School of Management and Technology in November 2009 as an associate professor and served as the director of research between September 2010 and October 2012. Previously she was an assistant professor of Decision Sciences at London Business School. Catalina received her PhD and MS in Operations Research from Cornell University, in 2002 and 2000 respectively. She also holds a BS in Mathematics from the University of Bucharest.

Catalina's research focuses on the design, analysis, and application of statistical models and methods for managerial decision making. She has worked on three different areas: demand modeling and forecasting for revenue management, statistical models for credit risk, and methodologies for correlated binary and survival data with biostatistical applications.

She teaches MBA and EMBA courses on Managerial Statistics and Operations Management, and PhD seminars on introductory and advanced Statistical Research Methods.

Education

PhD (Cornell University)

Research

Credit and financial risk, managerial decision making, revenue management, forecasting, statistics, and operations research

Teaching

She teaches MBA and EMBA courses on Managerial Statistics and Operations Management, and PhD seminars on introductory and advanced Statistical Research Methods.

Expertise

Topics

credit risk, decision making, financial engineering, financial risk, forecasting, managerial decision making, operations research, revenue/yield management, statistics

Languages

Romanian, English, French, Italian

Publications

Journal Article Pricing and revenue management: The value of coordination Management Science 60(3): 730–752 Ayse Kocabiykoglu, Ioana Popescu, Catalina Stefanescu (2014)

Journal Article Modeling the loss distribution Management Science 57(7): 1267–1287 Sudheer Chava, Catalina Stefanescu, Stuart Turnbull (2011)

Journal Article Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes: Use of the Farlie-Gumbel-Morgenstern model Statistical Methodology 6(5): 503–512 Catalina Stefanescu, Bruce W. Turnbull (2009)

Journal Article The credit rating process and estimation of transition probabilities: A Bayesian approach Journal of Empirical Finance 16(2): 216–234 Catalina Stefanescu, Radu Tunaru, Stuart Turnbull (2009)

Journal Article A more powerful average bioequivalence analysis for the 2x2 crossover Communications in Statistics - Simulation and Computation 37(1): 212–221 Catalina Stefanescu, Devan V. Mehrotra (2008)

Journal Article The analysis of stratifed 2x2 contingency tables Biometrical Journal 48(6): 992–1007 Vance W. Berger, Catalina Stefanescu, Yan Yan Zhou (2006)

Journal Article Multivariate frailty models for exchangeable survival data Technometrics 48(3): 411–417 Catalina Stefanescu, Bruce W. Turnbull (2006)

Journal Article On the multivariate probit model for exchangeable binary data with covariates Biometrical Journal 47(2): 206–218 Catalina Stefanescu, Bruce W. Turnbull (2005)

Journal Article Likelihood inference for exchangeable binary data with varying cluster sizes Biometrics 59(1): 18–24 Catalina Stefanescu, Bruce W. Turnbull (2003)

Journal Article Leukemia clusters and TCE waste sites in upstate New York: How adding covariates changes the story Environmetrics 12(7): 659–672 Christina Ahrens, Naomi Altman, George Casella, Malaika Eaton, T. J. Gene Hwang, John Staudenmayer, Catalina Stefanescu (2001)

Journal Article Simulation of a multitype Galton-Watson chain Simulation Practice and Theory 6(7): 657–663 Catalina Stefanescu (1998)

Journal Article Computational complementarity for mealy automata European Association for Theoretical Computer Science Bulletin 66: 139–149 Catalina Stefanescu, Christian Calude, Elena Calude (1998)

Journal Article A Markov process of sequential allocation Journal of Universal Computer Science 1(12): 821–827 Catalina Stefanescu (1995)

Book Chapter Services engineering: Design and pricing of service features In The Oxford handbook of pricing management, ed. Özalp Özer, Robert Phillips, 713–737. Oxford: Oxford University Press. Guillermo Gallego, Catalina Stefanescu (2012)

Book Chapter Yates' Correction In The Encyclopedia of Statistics in Behavioral Science, ed. Brian W. Everitt, David C. Howel, Hoboken: Wiley. Catalina Stefanescu, Vance W. Berger, Scott L. Hershberger (2005)

Book Chapter Probits In The Encyclopedia of Statistics in Behavioral Science, ed. Brian W. Everitt, David C. Howel, 1–6. Hoboken: Wiley. Catalina Stefanescu, Vance W. Berger, Scott L. Hershberger (2003)

Working Paper Pricing and revenue management: The value of coordination INSEAD Working Paper Published in Management Science 60(3): 730–752. Ayse Kocabiykoglu, Ioana Popescu, Catalina Stefanescu (2013)

Work in progress

Credit rating transitions and non-Markovian effects Catalina Stefanescu, Stuart Turnbull

Upgrades, upsells and pricing in revenue management Catalina Stefanescu, Guillermo Gallego

Courses Taught

Read about executive education

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