Find expertise

The current research in the department of mathematics, statistics and actuarial sciences can be categorized into four directions, with the following research subjects: Actuarial Sciences and Finance - stochastic models in finance - exact calculations for distributions of actuarial and financial quantities under stochastic interest rates - approximation methods for distributions of actuarial quantities under stochastic interest rates or ...

The research topic of our group is the development, analysis and application of numerical methods. Here our main focus is on time-dependent partial differential equations - PDEs, for short. PDEs are of key importance in mathematics and a broad variety of application areas. The mathematical models in present-day science and engineering almost always have multiple underlying variables, leading to PDEs that are multidimensional. In our research, we ...