Holger Drees
Department of Mathematics, SPST
University of Hamburg
Bundesstr. 55
20146 Hamburg
GERMANY
room: T 15
Phone: +49 (40) 42838 4935
Fax: +49 (40) 42838 6955
Email: drees"at"math.uni-hamburg.de |
|
private phone: +49 (40) 87507055
consultation-hour: Thursday 10-11 am and on appointment
Sprechstunde: Donnerstag 10-11 und nach Vereinbarung
This professorship is part of the Hamburger
Zentrum für Versicherungswissenschaft (HZV)
Research interests:
- actuarial mathematics
- modeling of financial time series
- non- and semiparametric statistics, in particular extreme value
statistics
- empirical processes
In a joint project with Natalie Neumeyer and Markus Reiß (Humboldt University Berlin) we examine
estimation and testing problems in nonparametric regression problems with bounded support. The project
is funded by the DFG as part of the Research Unit 1735.
Teaching: You will find up-to-date information on present courses in STiNE
Professional activities:
- member of the board of the
DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathemaik - German Society for Actuarial
and Financial Mathematics)
- Associate Editor of
Further information
Links to local pages in English
| 
