Research Interests

• Theory and applications of Laplace random variables and stochastic processes.
  
• Theory and applications of stable, geometric stable, and other heavy-tail random variables and stochastic processes.
  
• Stochastic models in actuarial science and mathematical finance. 
  
• Stochastic models in climate and hydrology.
• Extreme value theory.
• Computational statistics.
• Distribution theory.
• Mathematical statistics.
• Stability of random sums.