معرفی
Chen Zhou is a Full Professor of Mathematical Statistics and Risk Management at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam. He is a member of the Research Advisory Committee of Erasmus School of Economics and actively contributes to academic leadership and research governance.
His research focuses on extreme value statistics and financial risk management, with significant contributions to the theoretical and applied understanding of extreme events in financial and statistical contexts. His work bridges mathematical rigor with practical applications in finance and econometrics.
The recent publications highlight a strong trend in advancing methodologies for extreme value estimation, including bootstrapping techniques, tail copula modeling, dimension reduction for extremes, and semi-supervised frameworks. These works are published in high-impact journals such as the Journal of the American Statistical Association, Bernoulli, and the Journal of Finance, indicating broad disciplinary relevance across statistics, econometrics, and finance.
- Editorial work: Editor, Extremes (since 2015)
He teaches in the Bachelor program of Econometrics and Management Science and the MSc program in Quantitative Finance, and is affiliated with the Tinbergen Institute. He has supervised multiple doctoral students, reflecting his active role in academic mentorship and research training.
Chen Zhou leads a research network focused on extreme value theory, systemic risk, and statistical inference, collaborating with leading scholars in the field. His work continues to shape methodological developments in the analysis of rare and high-impact events.
