Personal information
Dr. Juan Juan Cai is an associate professor at the department of Econometrics and Data Science of the Vrije Universiteit Amsterdam. She holds a PhD in Statistics from the Tilburg University (2012).
dr. Juan Juan Cai
Associate Professor, School of Business and Economics, Econometrics and Data Science
, Tinbergen Institute
Research
Juan Juan Cai's research lies at the intersection of statistical theory, methodology, and applications for rare and high-impact events. Her work focuses on the development of advanced statistical methods for modeling, quantifying, and predicting extreme risks in complex and high-dimensional settings.
A central theme of her research is Extreme Value Theory (EVT) and its applications over a wide range of domains. In finance, she develops estimation methods for systemic risk in financial systems. In the area of climate and environmental statistics, she develops statistical models for persistency of extremely high temperature (heatwaves). A significant component of her recent work concerns the post-processing and calibration of extreme weather forecasts. In survival analysis, she applies EVT with cure models to advance the estimation of cure rate and the probability of long survival, for time-to-event data.
By integrating rigorous statistical theory with practical applications, she seeks to provide robust tools for understanding and managing extreme risks in finance, environmental sciences, health, and beyond.
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Profile
Keywords
- Statistics of Extremes, Asymptotic Statistics, Non-Parametric Statistics, Surviv...
Publications
Highlighted prizes
- NWO Open competition grant for: Predicting cure chances and long term survival o...