Research
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
- Stationary processes
- 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.