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.
Topics of Interest
- Applied probability
- Quantitative Risk
- Rare events and extremes
- Statistical Inference for Stochastic Processes
- Stochastic simulation