Talks

Selected given talks

A selection of lectures given by members of the chair.

2024-

• Müller, A.
  Stochastic Orders Under Uncertainty.
  Munich Risk and Insurance Days 2024.
  Munich (Germany), 10 October 2024.
• Müller, A.
  Stochastic Orders Under Uncertainty.
  European Actuarial Journal Conference 2024.
  Lisbon (Portugal), 11 September 2024.
• Müller, A.
  Stochastic Orders Under Uncertainty.
  11th International Conference on Soft Methods in Probability and Statistics.
  Salzburg (Austria), 3 September 2024.
• Müller, A.
  Conditions for the Multivariate Stochastic Order Under Dependence Uncertainty.
  11th International Conference on Soft Methods in Probability and Statistics.
  Salzburg (Austria), 3 September 2024.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  Convention A Europe.
  [Online], 19 March 2024.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  University of Liverpool: Financial and Actuarial Mathematics Seminars.
  Liverpool (UK), 18 March 2024.
• Müller, A.
  Multivariate Almost Stochastic Dominance: Transfer Characterizations and Sufficient Conditions Under Dependence Uncertainty.
  14th International Workshop on Stochastic Models and Control.
  Graz (Austria), 28 February 2024.

2022-2023

• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  Munich Risk and Insurance Days 2023.
  Garching (Germany), 5 October 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  DEMO2023 - Workshop on Dependence Modelling with Applications in Finance, Insurance and Pensions.
  Agistri (Greece), 13 September 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  26th International Congress on Insurance: Mathematics and Economics.
  Edinburgh (UK), 6 July 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Multivariate Almost Stochastic Dominance.
  40th Linz Seminar on Fuzzy Set Theory: Copulas - Theory and Applications.
  Linz (Austria), 6 June 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  Vienna Seminar in Mathematical Finance and Probability.
  Vienna (Austria), 30 March 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  Recent Global Challenges in Insurance.
  Cologne (Germany), 13 March 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  16th German Probability and Statistics Days (GPSD).
  Essen (Germany), 8 March 2023.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  Institut für Mathematische Wirtschaftsforschung: Math. Finance Seminar.
  Bielefeld (Germany), 26 October 2022.
• Müller, A.
  A Copula-Based Time Series Model for Global Horizontal Irradiation.
  International Ruhr Energy Conference (INREC).
  Essen (Germany), 28 September 2022.
• Müller, A.
  Lp-Norm Spherical Copulas.
  Recent Developments in Dependence Modelling.
  Agistri (Greece), 14 September 2022.
• Müller, A.
  A Copula-Based Time Series Model for Global Horizontal Irradiation.
  Conference on Climate, Weather and Carbon Risk in Energy and Finance.
  Oslo (Norway), 1 June 2022.
• Müller, A.
  Decisions Under Uncertainty: Sufficient Conditions for Almost Stochastic Dominance.
  One World Actuarial Research Seminar.
  [Online], 23 March 2022.

2020-2021

• Müller, A.
  Statistical Analysis of Clocks.
  Astronomical Observatories and Chronometry: Time, Science and Instruments (18th-20th Century).
  La Chaux-de-Fonds (Switzerland), 2 December 2021.
• Müller, A.
  Dependence Uncertainty Bounds for the Energy Score and the Multivariate Gini Mean Difference.
  DGVFM-Workshop für junge Mathematiker.
  Schloss Reisensburg (Germany), 30 October 2020.
• Müller, A.
  Dependence Uncertainty Bounds for the Energy Score and the Multivariate Gini Mean Difference.
  University of Waterloo: Actuarial Science and Financial Mathematics Seminar Series.
  [Online], 16 October 2020.
• Müller, A.
  Dependence Uncertainty Bounds for the Energy Score and the Multivariate Gini Mean Difference.
  Seminars Lyon-Lausanne: 69e Journée de Séminaires Actuariels.
  [Online], 3 June 2020.
• Müller, A.
  Dependence Uncertainty Bounds for the Energy Score.
  Libera Università Internazionale degli Studi Sociali Guido Carli: Seminari a.a. 2019-2020.
  Rome (Italy), 20 February 2020.
• Müller, A.
  Dependence Uncertainty Bounds for the Energy Score.
  Karlsruher Institut für Technologie: AG Stochastik.
  Karlsruhe (Germany), 7 January 2020.

2018-2019

• Müller, A.
  A Time Series Model for Global Horizontal Irradiation Based on Extreme Value Theory and Copulas.
  12th International Conference of the ERCIM WG on Computational and Methodological Statistics.
  London (UK), 16 December 2019.
• Müller, A.
  Dependence Uncertainty Bounds for the Energy Score.
  University of Liverpool: Financial and Actuarial Mathematics Seminars.
  Liverpool (UK), 11 December 2019.
• Müller, A.
  A Copula-Based Time Series Model for Global Horizontal Irradiation.
  Workshop "Statistics, Risk & Optimization".
  Vienna (Austria), 27 September 2019.
• Müller, A.
  A Copula-Based Time Series Model for Global Horizontal Irradiation.
  Recent Developments in Dependence Modelling with Applications in Finance and Insurance.
  Agistri (Greece), 16 September 2019.
• Müller, A.
  Prognose von Szenarien der Solareinspeisung basierend auf Satellitendaten.
  BayWa r.e.
  Leipzig (Germany), 5 September 2019.
• Müller, A.
  A Copula-Based Time Series Model for Global Horizontal Irradiation.
  Workshop on Vine Copulas and their Applications.
  Munich (Germany), 8 July 2019.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  Universidad de Cádiz.
  Cádiz (Spain), 27 September 2018.
• Müller, A.
  Bounds for the Energy Score for Distributions With Given Marginals.
  3. StAnDS-Workshop.
  Siegen (Germany), 5 September 2018.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  Stochastic Analysis, Financial and Insurance Mathematics.
  Accra (Ghana), 20 August 2018.
• Reuber, M.
  Modellierung der Abhängigkeitsstruktur stündlicher Strahlungsdaten mithilfe von Copula basierten Zeitreihenmodellen.
  14. Doktorandentreffen Stochastik.
  Essen (Germany), 1 August 2018.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  31st International Congress of Actuaries.
  Berlin (Germany), 8 June 2018.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  13th German Probability and Statistics Days (GPSD).
  Freiburg (Germany), 27 February 2018.
• Reuber, M.
  Stochastic Models for Hourly Photovoltaic Yields.
  13th German Probability and Statistics Days (GPSD).
  Freiburg (Germany), 27 February 2018.

2016-2017

• Müller, A.
  Expektile, Omega Ratios and stochastische Dominanz.
  Kolloquium zur Versicherungsmathematik und Vergabe des Frommknecht-Preises.
  Dortmund (Germany), 11 December 2017.
• Reuber, M.
  Stochastische Modelle für tägliche und stündliche PV-Erträge.
  2. StAnDS-Workshop.
  Freiburg (Germany), 29 September 2017.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  6th NUS Workshop on Risk and Regulation.
  Singapore, 20 September 2017.
• Reuber, M.
  Stochastic Models for Photovoltaic Systems.
  13. Doktorandentreffen Stochastik.
  Kaiserslautern (Germany), 2 August 2017.
• Müller, A.
  On Consistency of Expectiles and the Omega Ratio With Stochastic Dominance Rules.
  21st International Congress on Insurance: Mathematics and Economics.
  Vienna (Austria), 3 July 2017.
• Müller, A.
  Measuring and Comparing Risks.
  Technische Universität Kaiserslautern.
  Kaiserslautern (Germany), 6 June 2017.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  Recent Developments in Dependence Modelling with Applications in Finance and Insurance.
  Aegina (Greece), 22 May 2017.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  Innovations in Insurance, Risk- and Asset Management.
  Munich (Germany), 6 April 2017.
• Berk, K.
  Modeling Electricity Load with Inhomogeneous Markov Switching Models.
  13th Workshop on Stochastic Models, Statistics and Their Applications.
  Berlin (Germany), 24 February 2017.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  Salzburg Workshop on Dependence Models & Copulas.
  Salzburg (Austria), 20 September 2016.
• Müller, A.
  Expectiles, Omega Ratios and Stochastic Dominance.
  3rd European Actuarial Journal (EAJ) Conference.
  Lyon (France), 5 September 2016.
• Berk, K., & Müller, A.
  Modeling Electricity Load with Inhomogeneous Markov-Switching Models.
  Energy & Commodity Finance Conference.
  Paris (France), 23 June 2016.
• Berk, K.
  Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models.
  12th German Probability and Statistics Days (GPSD).
  Bochum (Germany), 1 March 2016.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  12th German Probability and Statistics Days (GPSD).
  Bochum (Germany), 1 March 2016.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  Actuarial and Financial Mathematics Conference.
  City of Brussels (Belgium), 2 February 2016.

2014-2015

• Müller, A.
  Ordnung beim Warten.
  Festkolloquium zu Ehren von Prof. Dr. Dietrich Stoyan.
  Freiberg (Germany), December 2015.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  Dependence & Risk Measures.
  Milan (Italy), 12 November 2015.
• Müller, A.
  Risk Measures and Comparing Risks.
  Frontiers in Risk Management.
  Schloss Reisensburg (Germany), 8 October 2015.
• Müller, A.
  Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models.
  10th Energy and Finance Conference "Energy Finance - Challenges and Opportunities".
  London (UK), 10 September 2015.
• Müller, A.
  Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models.
  38th Conference on Stochastic Processes and their Applications.
  Oxford (UK), 13 July 2015.
• Berk, K.
  Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models.
  1. StAnDS-Workshop.
  Siegen (Germany), 3 July 2015.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  1. StAnDS-Workshop.
  Siegen (Germany), 3 July 2015.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  19th International Congress on Insurance: Mathematics and Economics.
  Liverpool (UK), 25 June 2015.
• Müller, A.
  Between First and Second Order Stochastic Dominance.
  9th International Conference on Mathematical Methods in Reliability.
  Tokyo (Japan), 2 June 2015.
• Müller, A.
  Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models.
  University of Bristol: School of Mathematics.
  Bristol (UK), 13 March 2015.
• Müller, A.
  Expectiles as Risk Measures.
  University of Liverpool: Department of Mathematical Sciences.
  Liverpool (UK), 3 October 2014.
• Müller, A.
  Modeling and Forecasting Medium-Term Electricity Demand of Companies From Various Business Sectors.
  Energy & Commodity Finance Conference.
  Erice (Italy), 25 September 2014.
• Müller, A.
  Multivariate Stochastic Orders and the Principle of Transfers.
  Joint Meeting of the German Mathematical Society (DMV) and the Polish Mathematical Society (PTM).
  Poznań (Poland), 19 September 2014.
• Müller, A.
  Modeling, Measuring and Comparing Dependent Risks.
  2nd European Actuarial Journal (EAJ) Conference & Educational Workshop.
  Vienna (Austria), 8+9 September 2014.
• Müller, A.
  Generalized Quantiles as Risk Measures.
  11th German Probability and Statistics Days (GPSD).
  Ulm (Germany), 4 March 2014.
• Müller, A.
  Expectiles as Risk Measures.
  Humboldt-Universität zu Berlin: Economic Risk Seminar.
  Berlin (Germany), 2014.
• Hoffmann, A., & Berk, K.
  Modeling Electricity Demand.
  Humboldt-Universität zu Berlin: Economic Risk Seminar.
  Berlin (Germany), 2014.
• Müller, A.
  Duality Theory for Stochastic Order Relations.
  INSEAD.
  Singapore, 2014.
• Berk, K., & Hoffmann, A.
  Modeling and Forecasting Electricity Demand.
  Brandenburgische Technische Universität Cottbus-Senftenberg: Mathematisches Kolloquium.
  Cottbus (Germany), 2014.

Selected guest lectures

A selection of lectures co-organized by the chair.

2020-

• Scherer, M. (Technische Universität München).
  Emil J. Gumbel (1891-1966): Mathematiker – Publizist – Pazifist.
  50 Jahre Universität Siegen: Tag der Mathematik und Physik - Wissenschaftliche Vorträge und Laborführungen.
  12 May 2022.
• Oesting, M. (Universität Stuttgart).
  Von Jahrhundertfluten und -stürmen: Statistische Modellierung extremer Wetter- und Klimaereignisse.
  50 Jahre Universität Siegen: Tag der Mathematik und Physik - Wissenschaftliche Vorträge und Laborführungen.
  12 May 2022.
• Hees, K. (Paul-Ehrlich-Institut).
  Als Mathematikerin am Paul-Ehrlich-Institut - Der komplexe Weg bis zur Zulassung eines Impfstoffes.
  50 Jahre Universität Siegen: Tage der Mathematik - Schwerpunkttag Pandemie.
  11 May 2022.
• Pesenti, S. (University of Toronto).
  Robust Distortion Risk Measures.
  4 March 2020.
• Tasche, D. (Eidgenössische Finanzmarktaufsicht (FINMA)).
  Eine Fallstudie zum Modellrisiko bei Kreditausfallschätzungen.
  Festveranstaltung im Rahmen der Verleihung einer Honorarprofessur an Dr. Carsten S. Wehn.
  31 January 2020.

2015-2019

• Klar, B. (Karlsruher Institut für Technologie).
  Altes und Neues über die Schiefe einer Verteilung.
  July 2019.
• Fischer, T. (Universität Würzburg).
  Valuation in Financial Networks: Credit Default Swaps, Puts, Debt, and Equity.
  July 2019.
• Ziel, F. (Universität Duisburg-Essen).
  Marginal-Copula-Scores for Multivariate Forecasting Evaluation.
  Stochastisches Kolloquium.
  21 June 2018.
• Bücher, A. (Ruhr-Universität Bochum).
  On a Sliding Blocks Estimator for the Extremal Index.
  Workshop über Extremwerte in Meteorologie und Hydrologie.
  15 March 2018.
• Fried, R. (Technische Universität Dortmund).
  Methods for Joint Estimation of Common Extreme Value Characteristics, With Applications to Regional Flood Frequency.
  Workshop über Extremwerte in Meteorologie und Hydrologie.
  15 March 2018.
• Schlather, M. (Universität Mannheim).
  Geostatistische Modellierung mit Random Fields.
  Oberseminar Stochastik.
  13 June 2017.
• Harms, C. (Universität Duisburg-Essen).
  Application of Structural Electricity Models for Dynamic Hedging.
  May 2017.
• Eisenberg, J. (Technische Universität Wien).
  The Challenge of a Negative Interest Rate in Non-Life Insurance.
  Oberseminar Stochastik.
  27 May 2016.

-2014

• Bernard, C. (University of Waterloo).
  Risk Equity and Catastrophe Aversion Under Dependent Risks.
  Mathematisches Kolloquium.
  6 November 2014.
• Benschop, T. (Humboldt-Universität zu Berlin).
  Volatility Modelling of CO2 Emission Allowance Spot Prices With Regime-Switching GARCH Models.
  Mathematisches Kolloquium.
  28 August 2014.
• Schulz, F. (Humboldt-Universität zu Berlin).
  Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach.
  Mathematisches Kolloquium.
  28 August 2014.
• Napel, S. (Universität Bayreuth).
  On the Democratic Weights of Nations.
  Mathematisches Kolloquium.
  10 July 2014.
• Constantinescu, C. (University of Liverpool).
  Ruin Probabilities in Risk Models With Gamma Distributed Claims.
  April 2014.