Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...