Institute of Statistics and Mathematical Methods in Economics

Research Units

Risk Management in Financial and Actuarial Mathematics - R-FAM

Head of the Research Unit: Uwe Schmock, opens an external URL in a new window

Econometrics - EOS

Head of the Research Unit: Ulrike Schneider

Economics - ECON

Head of the Research Unit: Alexia Fürnkranz-Prskawetz, opens an external URL in a new window

Variational Analysis, Dynamics and Operations Research - VADOR

Head of the Research Unit: Aris Daniilidis, opens an external URL in a new window

Stochastic Financial and Actuarial Mathematics - S-FAM

Head of the Research Unit: Thorsten Rheinländer, opens an external URL in a new window

Computational Statistics - CSTAT

Head of the Research Unit: Peter Filzmoser, opens an external URL in a new window

Probability - PROBA

Head of the Research Unit: Fabio Toninelli, opens an external URL in a new window

Applied Statistics - ASTAT

Head of the Research Unit: Efstathia Bura

News

Thorsten Rheinländer (1967-2025)

[Translate to English:] Portrait Thorsten Rheinländer

We have to share the sad news that Univ.-Prof. Thorsten Rheinländer has passed away, unexpectedly, in October 2025. Thorsten moved to TU Wien from the London School of Economics in 2012, but his close ties with FAM (Financial and Actuarial Mathematics) at TU Wien date back far longer.

He will be remembered as a kind-hearted colleague, dedicated teacher, and for his seminal research contributions to mathematical finance. He was very well known and respected in the community, in particular for his work on hedging derivatives and minimal entropy martingale measures.

ASTAT: TU Wien Researchers develop a new approach to quantify uncertainty in Neural Networks

“Exact Upper and Lower Bounds for the Output Distribution of Neural Networks with Random Inputs, opens an external URL in a new window,” was recently accepted at the prestigious International Conference on Machine Learning (ICML) - one of the top three conferences in machine learning and artificial interlligence.

Please visit the ASTAT webpage for more info.

FAM: Vienna Congress on Mathematical Finance 2025

After two successful editions in 2016 and 2019 the third Vienna Congress on Mathematical Finance takes place in July 2025. It is again organised by the research unit FAM (Financial and Actuarial Mathematics) of TU Wien together with the scientific partners University of Vienna and WU Vienna.

https://fam.tuwien.ac.at/vcmf2025/, opens an external URL in a new window

FAM organises the workshop CCI 2024

painted handshake infront of a world map

Our research unit FAM is hosting this years "Climate Change and Insurance" workshop at TU Wien.

The workshop starts Wednesday, September 4, 2024, at 9:00 a.m. and ends Friday, September 6, 2024, approx. at 1.00 p.m.

More information about the programm, invited speakers and more can be found here:
fam.tuwien.ac.at/events/cci2024/

Head of the Institute

Associate Prof. Mag.a rer.nat.Ulrike SchneiderPhD

Phone: +43 1 58801 10523 Call Ulrike Schneider

Send email to Ulrike Schneider

Wiedner Hauptstraße 8-10 / E105, 1040 Vienna, Austria

Main Office

Raphaela Schmid

Phone: +43 1 58801 10521 Call Raphaela Schmid

Send email to Raphaela Schmid

Wiedner Hauptstr. 8-10 / E105, 1040 Vienna, Austria