Extreme Value Theory
Extreme Value Theory investigates rare events that have severe consequences when they happen. We investigate multivariate (multidimensional) Extremes with a tool called "D-norms".
Industrial Statistics and Risk Analysis
- Industrial Statistics
- Stochastical methods for Risk Analysis, especially in Auditing
- Statistical methods for Process Controll
- Statistical methods for Fraud Detection
- Audit Sampling
- Acceptance Sampling
- Data Conformance Testing
Prof. Dr. Rainer Göb and his research group is mostly centered around the "Neuen Universität am Sanderring".
Stucture models of financial networks
Part of the Chair of Mathematics VIII is the research group "Finanzmathematik". Their focus is on structural models of financial networks. An emphasis is put on the existance and uniqueness of price equilibria, the effect of financial interdependencies on price distributions, financial contagiousness and efficient rating algorithms.
See also the course "Stochastische Modelle des Risikomanagements" for master students, which is part of the Risikomanagement-Zertifikat der Universität Würzburg (RMZ).