Brief Curriculum Vitae of Holger Drees

1965           :  born in Hagen (Westf.)

1985 - 1990:  study of mathematics at the University of Dortmund;
                       diploma thesis on the "Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise"
                       under supervision of H. Milbrodt

1990 - 1993:  "wissenschaftlicher Mitarbeiter" (scientific co-worker) at the University of Siegen;
                        PhD-thesis on "Refined estimation of the extreme value index" under supervision of R.-D. Reiss

1993 - 1994:  "wissenschaftlicher Mitarbeiter" at the University of Cologne

1994 - 2000:  "wissenschaftlicher Assistent" (scientific assistant) at the University of Cologne

1998            :  habilitation with thesis "Estimating the extreme value index"

1999            :  venia legendi in mathematics by the Faculty of Mathematics and Natural Sciences of the University of Cologne

04/2000 -
  03/2002     :  Heisenberg-grant by DFG at the University of Heidelberg

04/2001
  -03/2002   :  substitute for a chair at the Mathematical Institute of the University of Cologne

04/2002
  -09/2003   :  professor for applied mathematics at the University of Saarland 

10/2003 -    :  professor for mathematics, in particular insurance mathematics, at the University of Hamburg
 
 
 

Visits
 
08/95 - 01/96 L. de Haan, Erasmus University Rotterdam, supported by a DFG-grant
08/96 R. Leadbetter, University of North Carolina at Chapel Hill
09/97 L. de Haan, Erasmus University Rotterdam
08-10/98 H. Rootzén, Chalmers University Gothenburg
09/99 L. de Haan, Erasmus University Rotterdam

 
 

Teaching
 
WS 1993/94 Schwache Konvergenz stochastischer Prozesse     (Weak Convergence of Stochastic Processes)
SS 1996 Einführung in die univariate Extremwertstatistik 
(Introduction to Univariate Extreme Value Statistics)
WS 1998/99 Einführung in die Mathematische Statistik    (Introduction to Mathematical Statistics)
SS 1999 Asymptotische Statistik     (Asymptotic Statistics)
WS 1999/2000 Einführung in die Finanzmathematik     (Introduction to Financial Mathematics)
SS 2001 Personenversicherungsmathematik     (Life Insurance Mathematics)
Einführung in die Extremwertstatistik   (Introduction to Extreme Value Statistics)
WS 2001/02 Elementare Wahrscheinlichkeitsrechnung und Statistik    (Elementary Probability Theory and Statistics)
SS 2002 Elementare Wahrscheinlichkeitstheorie        (Elementary Probability Theory)
WS 2002/03
Mathematische Statistik I  (Mathematical Statistics I)
Einführung in die Finanzmathematik (Introduction to Financial Mathematics)
SS 2003
Mathematische Statistik II: Asymptotische Statistik
    (Mathematical Statistics II: Asymptotic Statistics)
Modellierung von Finanzzeitreihen       (Modelling of financial time series)
WS 2003/04
Versicherungsmathematik I      (insurance mathematics I)
Versicherungsmathematik III: Modellierung von Finanzzeitreihen
    (insurance mathematics III: modelling of financial time series)

 
 

Cooperation with Business

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Last modified:    May 4, 2004

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