Before coming to the Department of Mathematics, University of Pau, I have worked in reverse chronological order in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, in the Operations Research Center at MIT, in Departmento de Estatistica, Universidade de Campinas, Brazil, the departments of mathematics at Utah State in Logan, and at Northeastern University, Boston (eight years), Cornell, Purdue and Chapel Hill.
My principal research interests are probability and optimization, especially as applied to ruin theory, stochastic networks, mathematical finance and statistics.
Guest Editor of Special Issue "Exit Problems for Levy and Markov Processes with One-Sided Jumps and Related Topics" in Risks Journal, 30 April 2019 http://www.mdpi.com/journal/risks/special_issues/Exit_Problems_Levy_Markov