# Mathematics, statistics, probability

# Stochastics, optimization, MFF

# Insurance, analysis, finance

# Biostatistics, bioinformatics

# Stochastic geometry, stochastic processes

# Risk management

„Our expertise in theoretical probability, statistics and optimization can be applied in finance, insurance, biomedical sciences and industry.“

Offer

- Analysis and modeling of complex data structures

- Applications of stochastic models in time and/or space

- Solutions to optimization problems

- Assessment of financial and insurance products

- Design and analysis of randomized and observational studies

- Development of creative designs for scientific and industrial experiments that save resources and increase precision

- Application of advanced analytical techniques and models in order to improve decision making in diverse types of practical problems

Expertise

- Statistics: analysis of complex high-dimensional data, functional data analysis, dynamic models, time series, analysis of extremes, change-point analysis, supervised and unsupervised classification

- Biostatistics and Bioinformatics: analysis of biomedical, genetic and high-dimensional data, design of clinical studies, methods for analysis of data from observational and randomized studies

- Stochastic Processes: point processes, stochastic calculus, random fields

- Stochastic Geometry: random closed sets, spatial and space-time point processes, stereology

- Optimization/Operation Research: asset-liability management, revenue management, simulation, facility planning, scheduling, portfolio optimization, sensitivity and output analysis

- Financial & Insurance Mathematics: risk management, credit scoring, derivatives pricing, rate-making, optimal pricing in insurance, reserving, stress testing

Research Areas & Excellence

- We conduct research and education in scientific fields that deal with randomness and uncertainty.

- We develop mathematical models which include random components, investigate them theoretically and apply them to solve practical problems.

- The department provides a unique combination of expertise in topics ranging from theoretical probability, statistics and optimization to applications in finance, insurance, biomedical sciences and industry.

Partnerships & Collaborations