Mathematical statistics
> non- and semi-parametric regression
> time series and wavelets
> extreme value theory
> copulas
> incomplete data analysis
> resampling methods
> modeling of multivariate data in high dimension
> applications to signal and image treatment, econometrics, efficiency analysis, prediction, treatment of censored data
Biostatistics
> survival analysis
> statistics for clinical trials
> frequentist and bayesian modeling of biological processes
> chemometrics
> quality control
> design of experiments
Probabilistic and statistical analysis of insurance and financial risks
> stochastic dominance and inequalities
> financial econometrics
> modeling and impact of dependence
> mathematical risk theory
> quantification of risks through extreme value theory
> mathematical finance
> pension theory