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Short CV of Alfred Müller

Education
  • 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
  • stochastic models for sea level and flood data
  • risk measures
  • Markov decision processes
  • optimal stopping problems
  • decisions under risk and uncertainty

Editorial Activities

Institutional Services
  • Vice Dean of the Department Mathematik.
    University of Siegen (Germany), 2010 - 2012.
  • Dean of the Department Mathematik.
    University of Siegen (Germany), 2012 - 2014.
  • Head of the PhD Examination Board (Promotionsfachausschuss Dr. rer. nat.).
    University of Siegen (Germany), since 2018.
  • Member of the Board of the German Society for Insurance and Financial Mathematics (DGVFM).
  • Head of the Jury of the GAUSS Prize.
 
 
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