Research Area H: ‘Stochastic market models and aggregation’

Advanced methods of probability theory, stochastics and econometrics have become indispensable tools for the analysis of financial markets and contemporary macroeconomic models. Research Area H tackles new challenges in the fields of

  • insurance and post-crisis financial markets,
  • addresses heterogeneity and
  • resulting aggregation problems in macroeconomic and econometric models.

Theoretical development goes hand in hand with practical implementations and empirical data analysis.

To find out more, read a detailed description of the Research Area's achievements and goals.

Leaders of the Research Area