2017

  • Buhl, Sven: Statistical Modelling and Estimation of Space-Time Extremes. Dissertation, 2017 mehr… BibTeX
  • Erhardt, Tobias Michael: Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 mehr… BibTeX
  • Killiches, Matthias Markus: Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 mehr… BibTeX
  • Klepsch, Johannes: Time series analysis in Hilbert spaces – Estimation of functional linear processes and prediction of traffic. Dissertation, 2017 mehr… BibTeX

2015

  • Chong, Carsten: Tempo-Spatial Stochastic Integral Processes: Theory and Applications. Dissertation, 2015 mehr… BibTeX
  • Gruber, Lutz Fabian: Bayesian Modeling of General Multivariate Problems and High-Dimensional Time Series. Dissertation, 2015 mehr… BibTeX
  • Seifert, Miriam Isabel: Conditional extreme value analysis for random vectors using polar representations. Dissertation, 2015 mehr… BibTeX

2014

  • Schepsmeier, Ulf: Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 mehr… BibTeX
  • Zhang, Ran: Efficient Parameter Estimation in the High-Dimensional Inverse Problem of Seismic Tomography. Dissertation, 2014 mehr… BibTeX

2013

  • Bauer, Alexander: Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 mehr… BibTeX
  • Brechmann, Eike Christian: Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 mehr… BibTeX
  • Ferrazzano, Vincenzo: Turbulence modelling by time-series methods – A non-parametric approach. Dissertation, 2013 mehr… BibTeX
  • Fuchs, Florian: Spectral Analysis of High-Frequency Continuous-Time ARMA Models. Dissertation, 2013 mehr… BibTeX
  • Steinkohl, Christina Katharina: Statistical Modelling of Extremes in Space and Time Using Max-Stable Processes. Dissertation, 2013 mehr… BibTeX
  • Stöber, Jakob: Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 mehr… BibTeX
  • Ueltzhöfer, Florian Alexander Johann: On the estimation of jumps of continuous-time stochastic processes. Dissertation, 2013 mehr… BibTeX

2012

  • Fink, Holger: Stochastic processes beyond semimartingales with application to interest rates, credit risk and volatility modeling. Dissertation, 2012 mehr… BibTeX
  • Moser, Martin: Extremal Behavior of Multivariate Mixed Moving Average Processes and of Random Walks with Dependent Increments. Dissertation, 2012 mehr… BibTeX
  • Pfaffel, Oliver: Eigenvalues of Large Random Matrices with Dependent Entries and Strong Solutions of SDEs. Dissertation, 2012 mehr… BibTeX

2011

  • Esmaeili, Habib: Parameter Estimation of Multivariate Lévy Processes. Dissertation, 2011 mehr… BibTeX
  • Hepperger, Peter: Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations. Dissertation, 2011 mehr… BibTeX
  • Schlemm, Eckhard: Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries. Dissertation, 2011 mehr… BibTeX

2010

  • Erhardt, Vinzenz: Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 mehr… BibTeX

2009

  • Böcker, Klaus: Quantifying Risk: Modelling and Estimation. Dissertation, 2009 mehr… BibTeX
  • Eder, Irmingard: First passage events and multivariate regular variation for dependent Lévy processes with Applications in Insurance. Dissertation, 2009 mehr… BibTeX

2007

  • Haug, Stephan: Exponential COGARCH and other continuous time models – with applications to high frequency data. Dissertation, 2007 mehr… BibTeX
  • Stelzer, Robert Josef: Multivariate Continuous time stochastic volatility models driven by a Lévy process. Dissertation, 2007 mehr… BibTeX

2006

  • Gschlößl, Susanne: Hierarchical Bayesian spatial regression models with applications to non-life insurance. Dissertation, 2006 mehr… BibTeX
  • Kostadinov, Krassimir: Portfolio Credit Risk Modelling With Heavy-Tailed Risk Factors. Dissertation, 2006 mehr… BibTeX
  • Kostadinova, Radostina Ilieva: Integrated risk management when the stock price follows an exponential Levy process. Dissertation, 2006 mehr… BibTeX
  • Kuhn, Gabriel: On Dependence and Extremes. Dissertation, 2006 mehr… BibTeX
  • Marquardt, Tina Marie: Fractional Lévy Processes, CARMA Processes and Related Topics. Dissertation, 2006 mehr… BibTeX

2004

  • Fasen, Vicky Maria: Extremes of Lévy Driven Moving Average Processes with Applications in Finance. Dissertation, 2004 mehr… BibTeX
  • Müller, Gernot: Regression Models for Ordinal Valued Time Series – Estimation and Applications in Finance. Dissertation, 2004 mehr… BibTeX
  • Prokopenko, Sergiy: Hierarchical Binary Spatial Regression Models with Cluster Effects. Dissertation, 2004 mehr… BibTeX

2002

  • Emmer, Susanne: Optimal Portfolios with Bounded Downside Risks. Dissertation, 2002 mehr… BibTeX
  • Kunz, Andreas: Extremes of Multidimensional Stationary Diffusion Processes and Applications in Finance. Dissertation, 2002 mehr… BibTeX
  • Kühn, Christoph: Shocks and Choices - an Analysis of Incomplete Market Models. Dissertation, 2002 mehr… BibTeX

Weitere Dissertationen am Lehrstuhl

  • Högn, Ralph: Multiresolution Analysis of Long Time Series with Applications to Finance. Dissertation, 2005 mehr…
  • Severin, Martin: Modelling Delay in Claim Settlement: Estimation and Prediction of IBNR Claims. Dissertation, 2002 mehr…