Nadine Gissibl

Technical University of Munich

Chair of Mathematical Statistics (Prof. Klüppelberg)

Postal address

Boltzmannstr. 3
85748 Garching b. München

Place of employment

Chair of Mathematical Statistics (Prof. Klüppelberg)

Parkring 11-13(8101)/II
85748 Garching b. München

Research Interests

  • Extreme value theory: max-linear models, Peaks Over Threshold method
  • Graphical models: directed acyclic graphical models, structural equation models
  • SaMSys - Safety Management System zur Verbesserung der Flugsicherheit


Gissibl, N. and Klüppelberg, C.: Max-linear models on directed acyclic graphs. Preprint/Submitted, 2015. [More]

N. Gissibl, C. Klüppelberg, and J. Mager. Big data: progress in automating extreme risk analysis. In: Pietsch, W., Wernecke, J. and Ott, M. (Hrsg.) Die Berechenbarkeit der Welt? Springer, to appear, 2017. [More]

Wang, C., Drees, L., Gissibl, N., Hoehndorf, L., Sembiring, J., and Holzapfel, F.: Quantification of incident probabilities using physical and statistical approaches. 6th International Conference on Research in Air Transportation. Istanbul, Turkey. 2014

Thorarinsdottir, T. L., Gneiting, T., and Gissibl, N.: Using proper divergence functions to evaluate climate models. SIAM/ASA Journal on Uncertainty Quantification, 1(1): 522-534, 2013

Gissibl, N.: Proper divergence functions for comparing and combining climate model outputs for extreme temperature indices, diploma thesis, Heidelberg University, 2012


  • Talk: Estimation of max-linear models on directed acyclic graphs. Conference on Conditional Independence Structures and Extremes, Munich, Germany, October 2016.
  • Talk: Max-linear models on directed acyclic graphs. 12th German Probability and Statistics Days, Bochum, Germany, March 2016.
  • Poster: Max-linear models represented by directed acyclic graphs. 9th International Conference on Extreme Value Analysis, Ann Arbor, USA, June 2015.
  • Poster: Extremes on directed acyclic graphs. Summer school on the Modelling and Prediction of Weather Extremes, Annweiler am Trifels, Germany, June 2014.
  • Poster: Verifying climate model outputs for extreme temperature indices. Workshop on Probabilistic Forecasting of High-impact Weather Events 2012, Heidelberg, Germany, April 2012.


  • Organisation for Non-Life Insurance (winter semester 16/17)
  • Generalized Linear Models, tutorials (winter semester 16/17)
  • Statistics: Basics, tutorial (summer semester 16)
  • Statistics for Civil, Geo and Environmental Engineers, tutorial (winter semester 15)
  • Using R for Statistical Data Analysis I (winter semester 14/15)
  • Extreme Risk Analysis, seminar (winter semester 14/15)
  • Mathematics for Natural and Economic Sciences, tutorial (winter semester 13/14)
  • Statistics for Business Administration, tutorials (summer semester 13, 15, 16)