RiskLab focuses on precompetitive applied research in insurance and finance with a strong mathematical background.
We develop probabilistic and statistical models and we provide guidance for their implementation in actuarial science and related fields. The aim is to get at a better understanding of modelling, pricing and managing of risks in insurance, finance and society in general. This contributes to the stability of the financial and economic system.
Our main research areas include:
- pricing of insurance products
- claims reserving methods
- valuation of insurance liabilities
- quantitative risk management
- risk quantification and aggregation
- solvency for insurance and banking
- generalized linear models
- credibility theory
- modelling of extremal events
- portfolio optimization
- financial term structure models
- numerical methods, simulation and data science
- analysis of systemic risk
For specific current research projects please visit the personal websites of the respective members of RiskLab.