The Department of Financial and Actuarial Mathematics’ research activities are directed towards statistical, insurance, actuarial and financial specialisations, such as:

• quantitative investments;
• valuation and trading of financial derivatives;
• computational statistics;
• extreme value theory;
• intelligent and stochastic control;
• insurance;
• machine and statistics learning;
• medical statistics and clinical trials;
• modelling operational risks;
• prediction theory and model selection;
• quantitative risk management;
• survival analysis and reliability; and
• statistical inference approaches.