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