Research

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Our research extends to a variety of fields in statistics, probability, actuarial science and quantitative finance. For detailed information about our research initiatives, please refer to the web pages of individual faculty members and research groups.

Probability, statistics and related fields

  • biostatistics and epidemiology
  • classification
  • environmental statistics
  • geometric probability
  • industrial statistics
  • quality improvement
  • longitudinal data analysis
  • multivariate analysis
  • pattern recognition
  • queueing theory
  • simulation
  • reliability
  • statistical computing
  • statistical genetics
  • statistical learning
  • stochastic process models and inference
  • survey methodology
  • survival and event history analysis
  • time series

Actuarial science and finance fields

  • financial risk management
  • insurance solvency assessment
  • risk theory
  • simulation and quasi-Monte Carlo methods
  • pensions and social security
  • pricing of financial instruments
  • stochastic modeling.

For more information on the many areas of research in our department, see research strengths.