On Wednesday 18 May 2022 Dr Chen Zhou will publicly accept his appointment as Professor of Mathematical Statistics and Risk Management at Erasmus School of Economics with an inaugural lecture entitled: 'A Tale of Risk'.
Chen Zhou focuses in his research on extreme value analysis and its applications in economics and finance. The field of extreme value analysis is a modern subfield of mathematical statistics starting from 1970s. It offers statistical tools for analysing rare events that happen with very low probability. A natural application of this field in economics and finance is regarding risk management. His work has been published in journals in the fields of statistics, financial econometrics and finance.
Workshop Theoretical Extreme Value Theory on 19 May
On Thursday 19 May, Professors Chen Zhou and Casper de Vries are organising a workshop entitled 'Theoretical Extreme Value Theory'. The workshop takes place at Campus Woudestein (G3-41) and is part of the course 'Market and Systemic Risk Management' and is also accessible for researchers. View the programme here.