Current position
- Professeur at the Institut de statistique, biostatistique et sciences actuarielles of the Université catholique de Louvain
- Extramural Research Fellow of the CentER for Economic Research, Tilburg University
- Associate Editor:
- Journal of the Royal Statistical Society, Series B (2005–2009)
- Stochastic Processes and Their Applications (2009–2011)
- Bernoulli
- Advances in Applied Probability
- Journal of Applied Probability
- Journal of Statistical Planning and Inference
- Extremes
Research interests
- Mathematical statistics
- Applied probability
- Extreme value theory
- Dependence modelling via copulas
- Time series
- Non-life actuarial risk theory
- Financial econometrics