Leonardo Rojas

Division of Actuarial Science, Statistics and Mathematics
Department of Actuarial Science and Insurance

Leonardo Rojas

Full time professor
National Researcher (Level II)

am a mathematician working in applied probability. My main research interests are on rare events, heavy‐tailed distributions and extremes, with certain emphasis on efficient rare‐event simulation. I also have interests in risk theory, stochastic simulation, queueing theory, extreme value theory, stability and statistical inference for stochastic processes.

Currently, I am a Lecturer at the Department Sciences and Insurance at the ITAM. In the past I held lecturer positions at the School of Mathematics and Physics of The University of Queensland, Brisbane, Australia and the Department of Mathematical Sciences, University of Liverpool, UK. I was a recipient of an ARC Discovery Early Career Research Award for the period 2013‐2016.

Academic Studies

BS Applied Mathematics, ITAM
MS Mathematical Sciences, Universidad Nacional Autónoma de México
PhD Applied Probability, Aarhus University, Denmark

Topics of Interest

  • Applied probability
  • Heavy-tails
  • Quantitative Risk
  • Rare events and extremes
  • Statistical Inference for Stochastic Processes
  • Stochastic simulation

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