Subject Area(s):
- Foundations of Probability and Statistics
- Probability and Stochastic Processes
- Biomedical
- Finance
Research Areas: Applied probability, exact distribution theory, mathematical finance, mathematical statistics, operations research, optimal stopping, queueing systems, statistical inference for stochastic processes, and stochastic control.
My research interests include:
- Theory and Methodology: Applied probability, exact distribution theory, mathematical finance, mathematical statistics, operations research, optimal stopping, queueing systems, statistical inference for stochastic processes, stochastic control, and time series analysis.
- Applications: Actuarial science, agricultural economics, climate science, portfolio management, and quantitative economics.