• Extreme Value Theory
    Describe and understand quantifiable rare events.
  • Market and Term Structure Models
    Realistic modelling of financial portfolios requires comprehensive models taking all components of the portfolio into account.
  • Risk/Performance Measures, Capital Allocation
    Objective methods to quantify the risk or performance of a financial portfolio or entire company.
  • Life Insurance
    New life insurance products have radically transformed the once conservative business to a risk-aware business that heavily depends on sophisticated methods.
  • Stochastic Simulation
    Simulations (e.g. of future scenarios) help gathering deeper insights on the behaviour of complex systems.
back to top