Prof. Dr Ralph Schwarzkopf

+49 (0)441 798-3217

W1 1-111


List of persons



+49 (0)441 798-3004

Antje Hagen

+49 (0)441 798-3247

W1 1-115

Traute Lampke

+49 (0)441 798-3241

W1 1-120

Ombudsperson for issues of discrimination and sexual harassment

Antje Hagen

+49 (0)441 798-3247

W1 1-115


Carl von Ossietzky University Oldenburg Faculty V - Mathematics and Natural Sciences Institute for Mathematics Ammerländer Heerstraße 114 - 118 26129 Oldenburg (Oldb)




  1. D. Pfeifer, V. Langen. Insurance Business and Sustainable Development(PDF) To appear in: M. Sarfraz and L. Ivascu (Eds): Risk Management. InTechOpen, 2021

  2. D. Pfeifer, O. Ragulina. Generating unfavourable VaR scenarios with patchwork copulas(PDF)arXiv 2011.06281v5 [q-fin.RM]


  1. D. Pfeifer, Model validation using quantile-quantile plots under Solvency II(PDF) in: Zeitschrift für die Gesamte Versicherungswissenschaft (2020).
  2. Dietmar Pfeifer, O. Ragulina, Adaptive Bernstein Copulas and Risk Management(PDF) in:Mathematics 2020, 8, 2221


  1. D. Pfeifer, A. Mändle, O. Ragulina, Côme Girschig. New copulas based on general partitions-of-unity (part III) - the continuous case(PDF) in: Dependence Modeling (2019),7, 181-201.


  1. Frank Schöpfer and Dirk A. Lorenz. Linear convergence of the randomized sparse Kaczmarz Method(PDF). Mathematical Programming, 2018.
  2. Dirk A. Lorenz, Sean Rose, and Frank Schöpfer. The randomized Kaczmarz method with mismatched adjoint.(PDF) BIT Numerical Mathematics, pages 1?-20, 2018.
  3. Frederik Heber, Frank Schöpfer, and Thomas Schuster. Acceleration of sequential subspace optimization in Banach spaces by orthogonal search directions.(PDF) Journal of Computational and Applied Mathematics, 345:1-?22, 2019.
  4. D. Pfeifer, O. Ragulina. Generating VaR scenarios under Solvency II with product beta distributions(PDF) (Published in RISKS 2018,6,122).


  1. D. Grieser. Scales, blow-up and quasimode constructions(PDF)
  2. D. Pfeifer, A. Mändle, O. Ragulina.New copulas based on general partitions-of-unity and their applications to risk management (part II)(PDF)[Published in Dependence Modeling 5 (2017), 246 - 255]


  1. C. Bierig, A. Chernov. Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method(PDF)[Published in J. Comput. Physics, 314 (2016), 661-681]
  2. D. Pfeifer, H. A. Tsatedem, A. Mändle, C. Girschig. New copulas based on general partitions-of-unity and their applications to risk management(PDF)[Published in Dependence Modeling 4 (2016), 123-140]
  3. F. Schöpfer. Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions(PDF)[Published in SIAM J. Optim. 26 (2016), no. 3, 1883-1911]
  4. D. Pfeifer: Does the standard model under Solvency II deliver what it promises?(PDF) (Puiblished in: R. Koch, M. Weber, G. Winter (eds.): Der Forschung - der Lehre - der Bildung. 100 Jahre Hamburger Seminar für Versicherungswissenschaft und Versicherungswissenschaftlicher Verein in Hamburg e.V.. (2016), Verlag Versicherungswirtschaft, Karlsruhe, 767 - 788.)
(Changed: 2021-10-28)