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Stochastics is a branch of mathematics and covers the areas of probability theory and mathematical statistics. It deals with the mathematical modeling of random phenomena and their analysis and is therefore used in virtually all empirical disciplines. Our research interests include stochastic processes, mathematical statistics and Monte Carlo methods with applications primarily in actuarial and financial mathematics.
In the winter semester 2022/23 a new study program "Actuarial and Financial Mathematics" will start. Details can be found here.