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  • Interior of the library of mathematics
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Applied Stochastics

Research Areas

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

Research Areas:

  • 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.

More information about Prof. Dr. Tom Fischer and his areas of research in  financial mathematics.
 


See also the course "Stochastische Modelle des Risikomanagements" for master students, which is part of the  Risikomanagement-Zertifikat der Universität Würzburg (RMZ).