Juan Juan CaiView profile
Associate Professor
Dr. Juan Juan Cai serves as an Associate Professor in the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam's School of Business and Economics and holds a Research Fellow position at the Tinbergen Institute. Her academic leadership spans statistical methodology development and interdisciplinary applications in high-impact domains. Education: PhD in Statistics from Tilburg University (2012), dissertation: "Estimation concerning risk under extreme value conditions" Research Focus: Dr. Cai pioneers advanced techniques in Statistics of Extremes and Asymptotic Statistics , specializing in probabilistic forecasting of rare events. Her work bridges theoretical rigor with practical solutions for financial risk modeling, epidemiological analysis (including SARS-CoV-2 viral load studies), and cancer survival prediction, employing non-parametric frameworks and quantile-based methodologies. Publication Trends: Recent output (2023-2025) reveals a strategic expansion from core extreme value theory into machine learning integration (e.g., gradient boosting for quantile regression) and cross-disciplinary health applications. Over 80% of her work addresses multivariate regular variation and extreme event modeling, with growing emphasis on causal inference frameworks for real-world data. Honors: NWO Open competition grant (2024) for "Predicting cure chances and long term survival of cancer patients" Research Leadership: As Principal Investigator for the NWO-funded "Startersbeurs" project (2023-2028), she directs a team advancing statistical methods for finance and survival analysis. Her grant portfolio combines theoretical innovation with translational health research, evidenced by media coverage and interdisciplinary citations. Professional Ecosystem: Through the Tinbergen Institute, she cultivates collaborations across Dutch economic research institutions, leveraging networks in both academia and public health sectors to drive methodological advancements in extreme event modeling.










