Marie Kratz

Visiting Professor

Research areas and keywords

UKÄ subject classification

  • Probability Theory and Statistics

Keywords

  • Quantitative Risk Analysis, Extreme Risks, Extreme Value Theory, Gaussian processes (non linear functionals), Stochastic Geometry, Point Processes, Time Series, Dynamical Systems

Research

My research revolves around several themes that might be classified into two domains, both related to Extreme Value Theory (EVT):

(i)  the study of random excursion sets with applications in various fields

(ii)  the analysis of extreme risk and quantitative risk management (QRM)

 

I am a visiting professor from ESSEC Business School, France