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Short CV

Education: 
 
  • Diploma Studies in Mathematics and Business Science (Wirtschaftsmathematik), University of Karlsruhe, Germany, 1986-1991, Thesis: Bayes-Modelle für sequentielle Verkaufsprobleme (Bayesiand models for sequentiel asset selling problems). Supervisor: Prof. Hinderer
  • Ph.D. in Mathematics, University of Karlsruhe, Germany, Februar 1995, Dissertation: Integralindizierte Ordnungen und Metriken auf Mengen von Wahrscheinlichkeitsmaßen mit Anwendungen bei Markoffschen Entscheidungsprozessen. (Stochastic Orders and Probability metrics generated by integrals: with applications to Markov Decision Processes). Supervisor: Prof. Hinderer
  • Habitilation, University of Karlsruhe, Jan. 2000, Thesis: Stochastic orders and the comparison of size, variabilty and dependency of risks.

 

 Positions:

  • Oct. 1988 - Sept. 1991, Teaching Assistant, University of Karlsruhe 
  • Oct. 1991 - Sept. 1995, Research Assistant, University of Karlsruhe 
  • Oct. 1995 - Sept. 2000, Lecturer (wiss. Assistent (C1)), University of Karlsruhe 
  • Oct. 2000 - Sept. 2006, Reader (Hochschuldozent (C2)), University of Karlsruhe 
  • Oct. 2006 - March 2007, Temporary Professor (Vertretungsprofessur), Department Mathematik, University of Siegen
  • April 2007 - March 2008, Senior Lecturer, Department Actuarial Science and Statistics Heriot-Warr University, Edinburgh, UK
  • April 2008 - today, Professor, Department Mathematik, University of Siegen

 

Main Research Interests:

Stochastic order relations and modelling dependence, theory of copulas and Lévy copulas, actuarial and financial mathematics, stochastic models for electricity markets and electricity derivatives, stochastic models for sea level and flood data, risk measures, Markov decision processes, optimal stopping problems, decisions under risk and uncertainty 

 

Editorial Activities:

 

Institutional Service:

  • Vice Dean of the Department Mathematik, University of Siegen (2010-2012)
  • Dean of the Department Mathematik, University of Siegen (2012-2014)
  • Head of the Ph.D. Examination Board (Promotionsfachausschuss Dr. rer. nat.), University of Siegen, since 2018
  • Member of the Board of Deutsche Gesellschaft für Versicherungs. und Finanzmathematik (DGVFM)
  • Head of the Jury of the Gauss-Preis