Marius Hofert
Assistant Professor
Department of Statistics and Actuarial Science
University of Waterloo
Canada
Biography
Dr. Marius Hofert is an Assistant Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Dr. Marius Hofert is mainly interested in the development of mathematical, statistical and computational tools in copula modeling. He is known for his work on high-dimensional and hierarchical copula models. Marius is also interested in various aspects of computational statistics in a broader sense and in applications to quantitative risk management. Furthermore, he is an active developer, contributor and maintainer of statistical software in R.
Publications
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Embrechts, P. and Hofert, M. (2014), Statistics and Quantitative Risk Management for Banking and Insurance, Annual Review of Statistics and Its Application, 1, 492–514
