Research Fields

Statistics at Play

Probability Theory

Our research deals with basic problems in probability theory, stochastic models and processes, as well as with stochastic analyses and applications of stochastic models. Specific topics are

  • extreme value theory
  • stochastic geometry
  • random sets and point processes
  • multivariate probability distributions

Heads of research groups are Ilya Molchanov and Johanna F.-Ziegel.

Statistics

Specific research topics are:

  • Asymptotic approximations
  • Directional data
  • Multivariate statistics
  • Nonparametric statistics
  • Statistics in life sciences
  • Stochastic simulation
  • Uncertainty quantification and optimal design

Heads of research groups are Lutz Dümbgen, Johanna F.-Ziegel, Riccardo Gatto and David Ginsbourger.

Finance and Insurance

Specific topics are:

  • Actuarial risk theory
  • Large deviations approximations
  • Rare event simulation
  • Mathematical finance

Heads of research groups are Riccardo Gatto and Ilya Molchanov.