Profile
Research in probability theory, mathematical and applied statistics, finance and insurance mathematics
Research topics
Applied statistics
- biomedical research (clinical trials, lifetime models),
- exploratory data analysis
- forecasting models
- statistical modelling (generalized linear models)
Asymptotic statistics and probability theory
- limit theorems
- stationary processes
- structural breaks
- financial time series (GARCH-models)
Finance and insurance
- risk & ruin theory
- interest rate model
- stochastic control
- Monte Carlo simulation
Functional data analysis
- forecasting
- dimension reduction
- preprocessing by factor models
- dependencies
Statistical modelling and data science
- data-driven stochastic modelling of micro- and nanostructures
- machine learning
- spatial statistics
- statistical image analysis
Funding
Our basic research is partely funded by two ongoing FWF-projects: