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Mathematical Statistics: Statistical Modelling of Extreme Values

Course • Master's level • 7.5 credits

Do you want to understand and predict the probabilities of extreme events? The course in statistical modeling of extreme values provides you with the tools to statistically analyze and manage the most unusual and critical situations.
Application dates

Start

Spring 2026

Level

Master's

Language

English

Place of study

Lund

Course code

MASM15

Application dates

The course “Statistical Modeling of Extreme Values” teaches you how to understand and apply extreme value theory. You will gain knowledge on how to model and analyze extreme events, which is important in fields such as finance, safety engineering, actuarial science, and environmental science. The course is an elective compulsory course at an advanced level for a Master’s degree in Mathematical Statistics. The teaching is conducted in English.

The studies consist of lectures, exercises, and laboratory sessions. The laboratory sessions are mandatory and integrated with other teaching activities. The examination is carried out through a written exam at the end of the course. To pass, you must have a passed exam, approved laboratory reports, and participate in all mandatory components.

Applications for this course are currently closed.

You can find information about future application opportunities here.

Prerequisites

Knowledge corresponding to MASA01 Mathematical Statistics: Basic Course, 15 ECTS credits, and MASC01 Mathematical Statistics: Probability Theory, 7.5 ECTS credits. English 6/English Course B.

Selection criteria

Seats are allocated according to: ECTS (HPAV): 100 %.

Tuition fees for non-EU/EEA citizens

Citizens of countries outside:

  • The European Union (EU)
  • The European Economic Area (EEA) and
  • Switzerland

are required to pay tuition fees. You pay an instalment of the tuition fee in advance of each
semester.

Tuition fees, payments and exemptions

Full programme/course tuition fee: SEK 21,250
First payment: SEK 21,250

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Note that you may also need to pay an application fee, or provide proof of exemption.

Application fee

No tuition fees for citizens of the EU, EEA and Switzerland

There are no tuition fees for citizens of the European Union (EU), the European Economic Area (EEA) and Switzerland.

Contact us

Director of studies

Email: studierektor@matstat.lu.se