Institute of Mathematical Statistics and Actuarial Science

Research Groups

Research at IMSV covers a broad spectrum of Statistics and Probability Theory. Currently, IMSV comprises the following research groups:

Forecasting theory and applications (Prof. Dr. J. Ziegel)

Geometric methods in probability theory (Prof. Dr. I. Molchanov)

Uncertainty quantification and spatial statistics (Prof. Dr. D. Ginsbourger)

Computational methods for stochastic models and directional statistics (Prof. Dr. R. Gatto)

Nonparametric and multivariate statistics (Prof. Dr. L. Dümbgen)

There is substantial interaction between the groups, for instance in the following areas:

Risk measures in finance and insurance (Molchanov, Ziegel)
ISO-COW (Dümbgen, Ziegel)
Statistics for Climate and Meteorology (Ginsbourger, Ziegel)
Kernel methods (Dümbgen, Ginsbourger)
Density estimation (Dümbgen, Ginsbourger, Ziegel)
Set estimation (Ginsbourger, Molchanov)

These collaborations are reflected by reading group activities, joint publications, and joint supervisions within theoretical frameworks as well as applied ventures with further institutes and partners.

The research group leaders at IMSV:

Prof. Dr. Riccardo Gatto, Prof. Dr. Lutz Dümbgen, Prof. Dr. David Ginsbourger, Prof. Dr. Ilya Molchanov, Prof. Dr. Johanna Ziegel.