Interests:

Probabilistic Risk Assessment

Reliability Analysis

Monte Carlo Analysis

Distribution Theory

Financial Engineering

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Introduction:

General themes of my research have been the development of formal methods integrating expert judgment, available data and Monte Carlo Methods, specifically, Markov Chain Monte Carlo Methods, Monte Carlo Integration for Uncertainty Analysis and Maritime Traffic Simulation.

The research spanned over a period of more than 10 years and was funded by The National Science Foundation (2002-2004);The San Francisco Bay Water Transit Authority (2002);The PWS Regional Citizen Advisory Council (2002); FEMA (2000-2002); a Dutch dredging company (HAM) (1999); The Washington State Department of Transportation (1998-1999); The Prince William Sound (PWS) Shipping Companies (amongst them are BP, ExxonMobil and Chevron) (1995-1996) ; The United States (US) Coast Guard (1995-1996); US Air Force Electronic Systems Center at Hanscom AFB (1991,1993); The National Aerospace Laboratory in Amsterdam (1992) and a Dutch Chemical Multinational DSM (1992). My responsibilities ranged from organizing and overseeing data analysis efforts; developing, validating and integrating various mathematical/statistical models to creating presentations/reports describing technical findings in ways for both experts and lay persons. The success of these projects depended to a large extent on the successful integration and coordination of the work of a team of analysts/researchers.

Research domains of special interest to me include Probabilistic Risk Assessment, Reliability Analysis, Monte Carlo Analysis and Distribution Theory. My most recent research interest is in the area of Financial Engineering. The links to the left organize my journal papers, book chapter, conference proceedings and technical reports according to these subject areas. As publications may fall into multiple domains, the same publication may appear under multiple categories. If you are interested in a chronological listing of my publications separated by the categories journal papers, book chapter, conference proceedings and technical reports you should visit my publications page.