Fellow Chen Zhou Appointed Professor Mathematical Statistics and Risk Management
Research Fellow Chen Zhou is appointed as Professor Mathematical Statistics and Risk Management at Erasmus School of Economics, as of 1 May 2019. The Chair is based within the Department of Econometrics.
In his research,Chen Zhou focuses on extreme value analysis and its applications in economics and finance. The field of extreme value analysis is a modern subfield of mathematical statistics starting from 1970s. It offers statistical tools for analyzing rare events that happen with very low probability. A natural application of this field in economics and finance is regarding risk management.
Zhou joined Erasmus School of Economics in 2015, and became an associate professor in 2016.