Mathematics, Statistics and Actuarial Sciences

Organisation profile:The current research in the department of mathematics, statistics and actuarial sciences can be categorized into four directions, with the following research subjects: Actuarial Sciences and Finance - stochastic models in finance - exact calculations for distributions of actuarial and financial quantities under stochastic interest rates - approximation methods for distributions of actuarial quantities under stochastic interest rates or incomplete information - dependency of risks - options in life insurance - measuring dependence - copulas Quality improvement technology in industry - design and analysis of industrial experiments - experiments for multi-stage experimentation - multivariate statistical quality control - robust statistics Econometrics and methodology in market research and transportation economics - design and analysis of conjoint experiments - econometrics Operational Research - vehicle routing - metaheuristics

Keywords:MULTIVARIATE STATISTICS, OPTIONS, VEHICLE ROUTING PROBLEMS, ACTUARIAL MATHEMATICS, RISK ANALYSIS, DESIGN OF EXPERIMENTS, ROBUST STATISTICS, STOCHASTIC MODELS

Disciplines:Applied mathematics in specific fields, Statistics and numerical methods, Applied economics, Economic history, Macroeconomics and monetary economics, Microeconomics, Tourism