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Furture Events

Selected Talks


  • Countermonotonicity Based on Kendall's tau.
    Contributed talk at Recent Developments in Dependence Modelling with Applications in Finance and Insurance, Aegina (Greece), 09/2018
  • Minimizer of Kendall's tau and Kendall's tau for the Order Statistic.
    Invited talk at Faculty of Mathematics, Dortmund, 06/2018
  • Characterizations of Copulas for which the Bounds of Kendalls Tau are Attained.
    Contributed talk at German Probability and Statistics Days, Freiburg, 02/2018
  • Characterizations of Copulas for which the Bounds of Kendalls Tau are Attained.
    Invited talk at Department for Mathematics, University of Salzburg, 01/2018
  • Dissimilarity Functions for Copula-based Hierarchical Clustering of Continuous Variables.
    Contributed talk at CFE-CMStatistics, London, 12/2017
  • Estimators for a Class of Bivariate Measures of Concordance for Copulas.
    Contributed talk at Copulas and Their Applications Conference, Almeria, 07/2017
  • Copula-Induced Measures of Concordance.
    Contributed talk at Salzburg Workshop on Dependence Models and Copulas, Salzburg, 09/2016
  • Measures of Concordance for Copulas and Copulas for Measures of Concordance.
    Contributed talk at Dependence Modeling in Finance, Insurance and Environmental Science, München, 05/2016
  • On Order Statistics and their Copulas.
    Invited talk at Faculty of Civil and Environmental Engineering, TU Dresden, Dresden, 04/2016
  • A Group of Transformations on Copulas and a Nice Subgroup.
    Contributed talk at German Probability and Statistics Days, Bochum, 03/2016
  • Transformations of Copulas and Measures of Concordance.
    Contributed talk at Insurance: Mathematics and Economics Conference, Liverpool, 06/2015
  • Bivariate Copulas: Transformations, Asymmetry and Measures of Concordance.
    Contributed talk at European Actuarial Journal Conference, Wien, 09/2014
  • Finanzmathematik.
    (Fachwirt BankColleg, Bankbetriebswirt BankColleg) Genossenschaftsverband, GenoAkademie, Dresden, 05/2014
  • Separierung von Abwicklungsdreiecken.
    Invited talk at DAV/DGVFM Autumn Conference, ASTIN-Group, Stuttgart, 11/2013
  • Consistent Loss Prediction of a Portfolio and its Subportfolios.
    Contributed talk at Insurance: Mathematics and Economics Conference, Copenhagen, 07/2013
  • Copulas - A Short Introduction.
    Graduate Lectures in Mathematics, Technische Universität Dresden, 05/2013
  • Solvency II und die Standardformel.
    Contributed talk at Festkolloquium 20 Jahre (neue) Versicherungsmathematik an der Technischen Universität Dresden, Dresden, 10/2011