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

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

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
  • AStA: Advances in Statistical Analysis
  • European Actuarial Journal
  • Extremes
  • Journal of the Royal Statistical Society, Series B

Further information

• brief curriculum vitae

• list of publications

Links to local pages in English

• Department of Mathematics

• University of Hamburg