Research Disciplines

 

Mathematical
statistics

Biostatistics 

  • non- and semi-parametric regression

  • time series and wavelets

  • extreme value theory

  • copulas

  • incomplete data analysis

  • resampling methods

  • modeling of multivariate data
    in high dimension

  • applications to signal and
    mage treatment, econometrics,
    efficiency analysis, prediction, treatment of censored data 

  • survival analysis

  • statistics for clinical trials

  • frequentist and bayesian modeling of biological processes

  • chemometrics

  • quality control

  • design of experiments

Probabilistic and 
statistical analysis of 
insurance and financial risks

 
  • stochastic dominance and inequalities

  • financial econometrics

  • modeling and impact of dependence

  • mathematical risk theory

  • quantification of risks through extreme value theory

  • mathematical finance

  • pension theory