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
The broad aim to develop mathematical models for population dynamics that account for local population behaviour, individual variation, spatial structure, and differing migration patterns, and to calibrate these models to real data.