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Research Disciplines

STATISTICS

  • 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 

BIOSTATISTICS

  • Survival analysis

  • Statistics for clinical trials

  • Frequentist and bayesian modeling of biological processes

  • Chemometrics

  • Quality control

  • Design of experiments

ACTUARIAL SCIENCES

  • 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