Hamburger Zentrum für Versicherungswissenschaft

Universität Hamburg

Curriculum Vitae Prof. Dr. Holger Drees

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

Visits

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

Teaching

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: Lebensversicherungsmathematik (life insurance mathematics)
  Versicherungsmathematik III: Modellierung von Finanzzeitreihen (insurance mathematics III: modelling of financial time series)
SS 2004 Finanzmathematik in diskreter Zeit (financial mathematics in discrete time)
  Versicherungsmathematik II: Risikotheorie (risk theory)
WS 2004/05 Versicherungsmathematik I: Lebensversicherungsmathematik (life insurance mathematics)
  Versicherungsmathematik III: Rückversicherungen (mathematics of reinsurances)
SS 2005 Versicherungsmathematik II: Risikotheorie (risk theory)
WS 2005/06 Mathematische Stochastik (probability theory)
  Modellierung von Finanzzeitreihen (modelling of financial time series)
WS 2006/07 Versicherungsmathematik I: Lebensversicherungsmathematik (life insurance mathematics)
SS 2007 Versicherungsmathematik II: Risikotheorie (risk theory)
WS 2007/08 Versicherungsmathematik I: Lebensversicherungsmathematik (life insurance mathematics)
  Modellierung von Finanzzeitreihen (modelling of financial time series)
SS 2008 Versicherungsmathematik II: Risikotheorie (risk theory)
WS 2008/09 Mathematische Stochastik (probability theory)
  Versicherungsmathematik III: Rückversicherungen (mathematics of reinsurances)
SS 2009 Maßtheorie (measure theory)
  Stochastik für Informatiker (probability theory and statistics for students of computer science)
WS 2009/10 Aktuarielle Statistik (actuarial statistics)
  Lebensversicherungsmathematik (life insurance mathematics)
SS 2010 Risikotheorie (risk theory)
  Finanzmathematik in stetiger Zeit (financial mathematics in continuous time)