I will move to University of Trier shortly. Please use the new contact details, which can later be found on my homepage there.

Research

My main research interests are in the area of distributional approximations in probability theory and its applications. Motivated by the need for explicit approximation results for aggregate claims distributions in mathematical risk theory, I developed new techniques or improved existing methods for estimating the accuracy of distributional approximations mainly for compound distributions.

For approximations in probability theory, explicit smoothness or concentration bounds of probability distributions are often needed. We derived several new upper bounds or improvements of some existing inequalities. One of the goals was to give best possible constants, whenever possible.

Further interests lie in the area of stochastic point processes, extreme values, order statistics and records, stochastic orders, insurance and financial mathematics, theory of complex functions, and general inequalities.

List of papers

Teaching

From semester 2 of the academic year 2007/08, I will teach the Financial Mathematics II course.

Previous lectures and seminars
(taught at Universities at Hamburg, Dresden, Cologne, Halle, and Oldenburg)

Useful (?) links

Use at your own risk! I am not responsible for the content of external websites!

• My former homepage at University of Hamburg
• download THE book about generating functions: "Generatingfunctionology" by Herbert Wilf
• download the comprehensive treatise about Measure Theory by David H. Fremlin
• further online books can be found through: AMS Books Online - Göttinger Digitalisierungszentrum - Historical Math Monographs at Cornell University Library
• Listings Services for rare, used, and out-of print books:
  Bookfinder.com - Abebooks.com - ChooseBooks.com (ZVAB)
• Probability and Statistics Journals on the Web at UCLA
• The Mathematics Genealogy Project
• HTML Validation Service. A free service that checks documents like HTML and XHTML for conformance to W3C Recommendations and other standards.
• Puzzle World at www.johnrausch.com. Information about many of the finest handcrafted mechanical puzzles in the world.
• The Gathering for Gardner Web Site. Information about Puzzles, Recreational mathematics, Geometry, Mazes, Illusions, Magic, and Gambling.