Current position
- Chargé de cours at the Institut de statistique, biostatistique et sciences actuarielles of the Université catholique de Louvain
- Extramural Fellow of the CentER for Economic Research, Tilburg University
- Associate Editor:
- Journal of the Royal Statistical Society, Series B (2005–2009)
- Bernoulli
- Stochastic Processes and Their Applications
- Advances in Applied Probability
- Journal of Applied Probability
Research interests
- Extreme value theory
- Copulas
- Nonparametrics
- Financial econometrics
- Non-life actuarial risk theory