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Research Areas

Publications

Awards

• History of probability, statistics and actuarial science
• Survey sampling design and estimation
• Analysis of complex survey data

• Inference for stochastic processes interacting particle systems, point process
• Bootstrapping techniques
• Smoothing techniques
• Analysis of Markov chains with block-structured transition matrices
• Industrial statistics: control charts, reliability

• Energy finance
• Options pricing
• Portfolio optimization
• Real options (with application in Defence and Medicine)

• Multivariate lifetime data analysis
• Gene expression data analysis
• Analysis of longitudinal data
• Analysis of missing data
• Data mining
• Biostatistics

• Actuarial Applications of Multi-State Models
• Applications of Credibility Theory
• Insured Lives Mortality

• Inference for stochastic processes, interacting particle systems, point process
• Bootstrapping techniques
• Smoothing techniques
• Asymptotic methods in statistics

• Parallel Statistical Computing
• Spatial Statistics
• Machine Learning and Data Mining
• Statistical Applications to Forestry
• Data Visualization

• Actuarial Science
• Mathematical Finance
• Stochastic Processes

• Time series analysis and forecasting
• Changepoint and changeboundary problems
• Limit theory for partial sum sequences and for iterated partial sum sequences
• Modeling and forecasting rates of morbidity and mortality of chronic diseases
• Monitoring methods for early detection of outbreaks of infections
• Forecasting the extent of detected outbreaks of infections

• Quantitative finance
• Applications of stochastic processes to financial and actuarial modelling
• Optimal estimation of Markov-modulated models: filtering, smoothing and prediction

• Time Series analysis
• Wavelet methods for time series
• Data visualization
• Massive datasets and data mining
• Neural networks for forecasting
• Statistical computing
• Bayesian analysis
• Statistical software development

• Applied Statistics
• Bayesian Methods
• Statistical computing
• Statistical graphics
• Statistics of orientation data

• Multivariate statistical analysis
• Probabilistic models in environmental sciences
• Serial correlation
• Inference with incomplete data
• Distribution theory, special functions
• Quadratic forms, theory and applications
• Functional linear models
• Iterative techniques in actuarial science
• Tests of exponentiality

• Financial Mathematics - credit risk management and pricing

• Catastrophe insurance
• Actuarial Science
• Risk management

• Optimization
• Variational Analysis
• Financial Mathematics

• Ruin theory
• Risk theory
• Actuarial applications of reliability theory

• Statistical Computing, Parallel Programming and Rmpi
• Financial Time Series
• Stochastic Modeling and Residual Analyses
• Approximation in Statistics and Probability