Diploma Studies in Mathematics and Business Science
(Wirtschaftsmathematik).
University of Karlsruhe (Germany), 1986 - 1991.
Thesis: Bayes-Modelle für sequentielle
Verkaufsprobleme (Bayesian models for sequentiel asset
selling problems).
Supervisor: Prof. Dr. Karl Hinderer.
PhD in Mathematics.
University of Karlsruhe (Germany), February 1995.
Dissertation: Integralinduzierte 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. Dr. Karl Hinderer.
Habilitation.
University of Karlsruhe (Germany), January 2000.
Thesis: Stochastic orders and the comparison of size,
variabilty and dependency of risks.
Positions
Teaching Assistant.
University of Karlsruhe (Germany), October 1988 - September 1991.
Research Assistant.
University of Karlsruhe (Germany), October 1991 - September 1995.
Lecturer (Wissenschaftlicher Assistent, C1).
University of Karlsruhe (Germany), October 1995 - September 2000.
Reader (Hochschuldozent, C2).
University of Karlsruhe (Germany), October 2000 - September 2006.
Substitute Professor (Vertretungsprofessor).
University of Siegen (Germany), October 2006 - March 2007.
Senior Lecturer.
Heriot-Watt University (Edinburgh, UK), Department Actuarial Science and Statistics, April 2007 - March 2008.
Professor.
University of Siegen (Germany), Department Mathematik, since April 2008.
Main Research Interests
stochastic order relations and modeling dependence
theory of copulas and Lévy copulas
actuarial and financial mathematics
stochastic models for electricity markets and electricity derivatives
