- Professor, Tenure Track
Biography
My current research investigates extreme value theory for general spaces through the lens of group invariance, particularly as manifested in the copula theory for multivariate extremes. This theoretical framework enables the development of limiting theorems for coherent risk measures and Choquet capacities in general spaces.
Education
- Ph.D. (Probability Theory and Convex Analysis), University of Arizona, 1994
Select publications can be found on Google Scholar.