- Past Members of ACEMS
- Leonardo Rojas-Nandayapa
Dr Leonardo Rojas-Nandayapa
I am a mathematician working in applied probability. My main research interests are on rare events, heavy-tailed distributions and extremes, with certain emphasis on efficient rare-event simulation. I also have interests in risk theory, stochastic simulation, queueing theory, extreme value theory, stability and statistical inference for stochastic processes.
Currently, I am a Lecturer at the Institute of Financial and Applied Mathematics at the University of Liverpool. In the past I was a recipient of an ARC Discovery Early Career Research Award for the period 2013-2016. Before that, I held lecturer positions at the School of Mathematics and Physics of The University of Queensland, Brisbane, Australia and the Statistics Department at ITAM, Mexico