This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.

Dietmar Ferger is a Professor at the Institute of Mathematical Stochastics, TU Dresden, Germany.Wenceslao González Manteiga is a Professor at the Department of Statistics and Operations Research, University of Santiago de Compostela, Spain.Thorsten Schmidt is a Professor at the Department of Mathematical Stochastics, University of Freiburg, Germany. Jane-Ling Wang is Distinguished Professor at the Department of Statistics, University of California, Davis, USA.