Estimation of Extreme/Rare Events and Statistical Extremes deal with probabilistic and statistical tools needed to estimate the rare events – also known as extreme events – that tend to be observed less often in a given sample.
Insurance Risk Sharing explains how the risk could transferred and shared equitably so that the insurance players involved in the risk sharing contract would benefit according to their objectives.
Robust decision-making is a research topic that is meant to explain how a decision-making could be made improved by keeping into account the data uncertainty for a data-driven decision process. My approach is to take advance of the robust optimisation tools and robust statistics to enhance the decision-making under data uncertainty.
Robust Machine Learning aims to enhance the performance of the machine learning algorithms by making them more resilient to data contaminated at an unknown level. Adversarial Machine Learning is one example where the objective is to increase the resilience of the machine learning algorithms when the input data are externally manipulated in a systematic manner in order to influence the decision of such algorithms.
