Prof Dr Konstantin Pankrashkin

+49 (0)441 798-3215

W1 2-208



+49 (0)441 798-3004

Antje Hagen

+49 (0)441 798-3247

W1 1-115

Desislava German

+49 (0)441 798-3241

W1 1-120

Equal Opportunities Officer

Carolin Lena Danzer

+49 (0)441 798-3227

W1 1-104

Dr Birte Julia Specht

+49 (0)441 798-3607

W1 1-110

Dr Sandra Stein

+49 (0)441 798-3237

W1 2-214

Ombudsperson for issues of discrimination and sexual harassment

Antje Hagen

+49 (0)441 798-3247

W1 1-115


University of Oldenburg School V - School of Mathematics and Science Institute of Mathematics Ammerländer Heerstraße 114 - 118 26129 Oldenburg (Oldb)

How to find us

Cooperations and graduates

Co-operations and graduates

Research projects

  • "Robust Risk Estimation" at VW Foundation
    • Specialised general approach of infinitesimal, robust statistics to requirements in extreme value statistics
    • Applications in operational risk, health economics and hydrology
    • Position P.R.: Coordinator
    • Co-applicants: R. Korn, Fraunhofer ITWM, Kaiserslautern and TU Kaiserslautern,
    • M. Kohl, Furtwangen University,
    • B. Spangl, BOKU Vienna,
    • S. Desmettre, TU Kaiserslautern
    • Period 2011-2015 (first phase), extended 2015-2016
  • "Regimeswitching in continuous-time financial market models: Statistics and problem-specific model selection"
    • Position P.R.: Coordinator at the Fraunhofer ITWM, Kaiserslautern
    • Co-applicants: J. Sass, J. Franke (both TU Kaiserslautern),
    • Period 2013-2014

Graduates since 2011

  • Bachelor thesis Katarina Cavar (2012): Choice of optimisation methods for the calibration of a SABR model according to design of experiments principlesLucas Alfasser (2012): Choice of optimisation methods for the calibration of a Heston model according to design of experiments principles
  • Master's/Diploma thesesMarcoProchnow (2017): Genetic algorithms in robust statistics.Marius Pluhar (2017): Modern model selection criteria for predictive models in the insurance context.Ercan Topaloglu (2017): Model selection in predictive models with heterogeneous data, especially with structural missings.Christopher Schwarting (2017): Statistical problem reduction techniques for fMRI data.Eduard Schweizer (2017): Statistical anonymisation at the collective level -- an empirical study.Cathia Göbel (2017): Applications of multivariate statistics in statistical model selection in chemical engineering under positivity and sparseness constraints.Eva-Maria Ficker (2017): Mixed models and their application to optically recorded neural data.Benedikt Bekermann (2016): Quantiles and convexity: transferability of corresponding statements from the expected value to the median.Nils Koschollek (2016): Inclusion of intraday volatility in GARCH models.Daniel Bauer (2013): Dynamic Principal Component Analysis Applied to Term Structure Models.Berta Zeiler (2012): Elliott's Filter Algorithm For HMM's With Correlated Observations. Judith Koyoeu (2012): Robust regression in generalised linear models.
  • Doctoral thesesDariaPupashenko (2015): Robustness for regression models with asymmetric error distributions with applications in extreme value statistics. Nataliya Horbenko (2011): Robust approaches for operational risks of banks. Published by Dr Hut, 2011.
(Changed: 28 Feb 2024)  | 
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