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Bero Roos

Lecturer in Applied Mathematics

 

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!

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