My research focus lies on multivariate, spatial and temporal dependence phenomena in extreme value theory. The latter is a branch of probability and statistics that provides theoretically sound procedures for the quantitative assessment of rare and typically hazardous events (as good as possible, knowing the limitations is also an important issue). Its methods are genuinely relevant for institutions, who wish to assess risk exposures in a quantitive data-driven way. Beyond that I am interested in many more connections, for instance with graphical models, realisability problems, stochastic geometry or statistical challenges related to forecast evaluations, the latter being particularly relevant in the age of AI. 

Personal website: https://people.bath.ac.uk/ks3047