The research team focuses on the development and analysis of statistical, reliability, and statistical-economic models and methodologies, both at a general level and at an application level tailored to the needs of individual clients. Basic research focuses primarily on the study of stochastic models for the valuation of financial derivatives and also on the investigation of two-dimensional probability models with strong and weak dependence, which are used in forecasting and preventing default situations.
Within applied research, the team primarily processes and analyzes medical and demographic data using both standard and newly developed statistical and statistical–economic methods.