Assistant Professor of Mathematical Sciences
Ph.D., Statistics with concentration in Actuarial Science/Financial Mathematics, University of Iowa, USA, 2020
M.S., Statistics, University of Iowa, USA 2016
M.S., Probability and Random Models, Pierre and Marie Curie University (Paris VI)/ Sorbonne University, France, 2013
B.S., Mathematics, University of Picardie Jules Verne, France, 2010
B.S., Mathematics, Huazhong University of Science and Technology, China, 2010
Associate of the Society of Actuaries (ASA), Society of Actuaries, USA, June 2022
My research has focused on the sub-area of tail dependence within extreme value theory concerning the realization problem of Tail Dependence Matrix (TDM) and the subsets of TDMs which can be generated by some commonly used copula families.
Shyamalkumar, N.D.,; Tao, S. t-copula from the viewpoint of tail dependence matrices. Journal of Multivariate Analysis, (2022): 105027.
Shyamalkumar, N.D.; Tao, S. On tail dependence matrices- The realization problem for parametric families. Extremes, 23 (220), no. 2, 245-285.