Juan-Juan Cai
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Econometrics, Risk Management
Website
Biography
Juan-Juan Cai is an Associate Professor at the department of econometrics and data science of Vrije Universiteit Amsterdam. Before joining VU Amsterdam, she was an assistant professor at the applied mathematics department at Delft University of Technology. She received her PhD in statistics from Tilburg University.
Her research mainly focuses on developing statistical methods for extreme events, with applications in risk management in finance, in extreme weather forecasting (statistical post-processing), in survival analysis.