Welcome to my personal web page!
Until not so long ago I worked as pre-doctoral researcher at the UC3M, in Madrid, where I did my doctoral research on topics related with the use of maxentropic methodologies for the estimation of the capital requirements for banks. The methodology that I used has several applications in insurance (premium calculations), finance(pricing) and statistics (density estimation, clustering, …), between others. I am built this webpage (still work in progress) to show my work along, with applications and examples of this methodology (also work in progress).
This webpage is in its initial stage, so there aren’t many things on here yet; but you’ll find a little bit about my work, figures and articles that I put up here and that are mostly a result of little experiments that I read, hear or perform in the past.
This website was built using R Markdown, 2017.