Research areas

Mathematical 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, i.e. signal and image 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 

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