| 1965 |
born in Hagen (Westf.) |
| 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 |
| since 10/2003 |
professor for mathematics, in particular insurance mathematics, at the University of Hamburg |
| 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 |
| 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 |
| SS 2002 |
Elementare Wahrscheinlichkeitstheorie |
| 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) |