Research

My research operates in a dynamic circle that connects theory, methods, and applications. I focus on developing statistical inference methods for multivariate extremes through copula and extreme value theory (EVT), to address the challenges in risk management across finance, insurance, and environmental science.

The three main themes of my current research are

• Theoretical studies on copula and extreme value theory

• Methodological improvements for modeling high-dimensional extremes

• Systemic risk management for industrial applications