Profile

Research in probability theory, mathematical and applied statistics, finance and insurance mathmatics

Research topics

Applied statistics

  • biomedical research (clinical trials, lifetime models),  
  • exploratory data analysis 
  • forecasting models
  • statistical modelling (generalized linear models)

Asymptotic statistics and probability theory

  • limit theorems
  • stationary processes
  • structural breaks
  • financial time series (GARCH-models)

Finance and insurance

  • risk & ruin theory
  • interest rate  model
  • stochastic control
  • Monte Carlo simulation

Functional data analysis

  • forecasting
  • dimension reduction 
  • preprocessing by factor models
  • dependencies

 

Funding

Our basic research is partely funded by two ongoing FWF-projects:

Contact
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Institute of Statistics
Kopernikusgasse 24/III
8010 Graz
Tel.: +43 (0) 316 / 873 - 6475
Fax: +43 (0) 316 / 873 - 6977
www.statistics.tugraz.at