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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
Holger Drees



consultation-hour: Tuesday 10-11 am and on appointment
Sprechstunde: Dienstag 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:



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