Team
Contact
Office
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Team
TEAM
Dipl.-Wirtsch-Ing. Andreas Ehrentraut
| Prof. Dr Angelika May | W1-2-229
| +49 441 798 3243
|
Team assistance Anja Schiede | W1-2-231A | +49 441 798 3652 +49 441 798 3004 (institute fax) |
Doctoral candidates | ||
M. Sc. Yi-Ting Tsai
| W1-2-230 | +49 441 798 3216 |
| Dipl.-Wi-Math. Andreas Mändle | W1-2-231 | +49 441 798 3244 |
| Dr Lena Reh | W1-2-232 | +49 441 798 3729 |
External: Dipl.-Wirtsch.-Ing. Andreas Ehrentraut | ||
| Diploma students 2013 | ||
| Dipl.-Math. Jekaterina Smolina | ||
| Master students year 2010/2011 | ||
Mareike Krah | Pair copulas and application to financial data | |
Esther Schwarz | Tail dependence - modelling with copulas and estimation methods | |
Master students class 2009/2010 | ||
Dominic Lauterbach | Title of the master thesis: Modelling of dependencies in reduction models Abstract of the master thesis Activity: Research assistant and doctoral candidate at the University of Oldenburg | |
| Jan Butke | Title of Master's thesis: Hedging strategies and portfolio optimisation Occupation: Since 12/2010 at Nord LB/Hannover in risk controlling, fair value measurements of financial products, especially in the context of IFRS financial statements | |
| Marco Bunke | Title of Master's thesis: Stress tests and implementation of scenario analyses using an example insurance company Occupation: Since 10/2010 as an actuary at ERGO Versicherungsgruppe AG in Hamburg | |
| Daniel Goroll | Title of Master's thesis: Extreme value copulas in risk management and reinsurance | |
| Irene Kluge | Title of Master's thesis: Multivariate estimation methods and adjustment tests for stochastic dependency models | |
Bachelor students year 2010/2011 | ||
Okka Diddens | Maximum likelihood estimation for copula models | |
Vanessa El Haddad | Statistical estimation procedures for copulas with the method of moments | |
| Gianna Jasmin Lehmann | Empirical copulas and non-parametric estimation methods |