Institute of Mathematical Statistics and Actuarial Science

Past presentations

2017

  • SIAM Workshop on Mathematical Modelling in Finance (MMF) 2017.
    "Higher order elicitability of expected shortfall"
    31 August-1 September 2017, Imperial College, London, United Kingdom.
  • Interdisziplinäres Statistik-Kolloquium der Universitäten Gießen und Marburg.
    "Higher order elicitability"
    4 July 2017, University of Gießen, Gießen, Germany.
  • 19th Workshop on Stochastic Geometry, Stereology and Image Analysis (SGSIA).
    "Estimating particle shape and orientation using volume tensors"
    15-19 May 2017, CIRM (Centre International de Rencontres Mathématiques), Marseille, France.
  • Workshop on Risk Quantification and Extreme Values in Applications.
    "How is elicitability relevant for backtesting?"
    15-17 February 2017, EPFL, Lausanne, Switzerland.
  • Mathematisches Kolloquium.
    "Higher order elicitability"
    27 January 2017, University of Ulm, Ulm, Germany.

2016

  • Seminar.
    "How is elicitability relevant for backtesting?"
    4 March 2016, University of Lausanne, Lausanne, Switzerland.
  • Seminar.
    "How is elicitability relevant for backtesting?"
    8 February 2016, University of Milano Bicocca, Milan, Italy.

2015

  • Oberwolfach Workshop on "The Mathematics and Statistics of Quantitative Risk Management."
    "How is elicitability relevant for backtesting?"
    20-26 September 2015, Oberwolfach, Germany.
  • European Meeting of Statisticians 2015.
    "Estimating particle shape and orientation using volume tensors."
    6-10 July 2015, Amsterdam, The Netherlands.
  • Kolloquium.
    "Estimating particle shape and orientation using volume tensors."
    3 June 2015, University of Osnabrueck, Osnabrueck, Germany.
  • Swiss Probability Seminar.
    "Risk measures with the CxLS property."
    6 May 2015, University of Bern, Bern, Switzerland.
  • Oberwolfach Workshop on "Copulae: On the Crossroads of Mathematics and Economics."
    "Copula Calibration."
    12-18 April 2015, Oberwolfach, Germany.

2014

  • Extremes 2014.
    "Elicitable Risk Measures."
    6-7 October 2014, Schloss Herrenhausen, Hannover, Germany.
  • FINMA, technical seminar.
    "Coherence and Elicitability."
    20 March 2014, FINMA, Bern, Switzerland.
  • Nomura Seminar.
    "Coherence and Elicitability."
    27 February 2014, University of Oxford, United Kingdom.
  • Mini-Workshop on New Trends in Risk Measures.
    "Coherence and Elicitability."
    28 January 2014, University of Milano-Bicocca, Milano, Italy.
  • Graduate Seminar Financial- and Actuarial Mathematics LMU and TUM.
    "Coherence and Elicitability."
    13 January 2014, Munich, Germany.

2013

  • Finance & Stochastics seminar.
    "Coherence and Elicitability."
    6 November 2013, Imperial College, London, United Kingdom.
  • Minisymposium: Evaluating Probabilistic Forecasts of Multivariate Quantities.
    "Copula calibration."
    30 October 2013, Heidelberg Univeristy, Germany.
  • Workshop Probabilistic Modelling in Science and Philosophy.
    "Notions of Calibration and Sharpness of Probabilistic Forecasts."
    11-12 October 2013, University of Bern, Switzerland.
  • Joint Statistical Meetings 2013.
    "Copula calibration."
    3-8 August 2013, Montréal, Quebec, Canada.
  • 17th Workshop on Stochastic Geometry, Stereology and Image Analysis.
    "Local stereology of tensors."
    11-14 June 2013, Torun, Poland.
  • Research Seminar in Mathematical Econometrics, Stochastics and Finance.
    "Coherence and Elicitability."
    30 April 2013, University of Mannheim, Germany.
  • Swiss Statistics Seminar.
    "Coherence and Elicitability."
    26 April 2013, University of Bern, Switzerland.
  • Institute Seminar.
    "Coherence and Elicitability."
    13 March 2013, University of Bern, Switzerland.
  • Séminaires de l'Institut de Statistique.
    "Local stereology of tensors."
    28 February 2013, University of Neuchatel, Switzerland.
  • CSGB Mini-Symposium on Sampling and Stereology.
    "Precision estimation for stereological volumes."
    31 January 2013, Aarhus, Denmark.

2012

  • Mathematical Colloquium.
    "Isotropic random fields and positive definite functions on spheres."
    17 December 2012, Bern, Switzerland.
  • 7th International Conference on Stereology, Spatial Statistics and Stochastic Geometry.
    "Lévy based isotropic random fields on spheres."
    25-28 June 2012, Prague, Czech Republic.
  • ISOR Colloquium. Invited talk.
    "Lévy based isotropic random fields on spheres."
    19 March 2012, Vienna, Austria.
  • 10th German Probability and Statistics Days. Contributed talk.
    "Stereological modelling of random particles."
    6-9 March 2012, Mainz, Germany.
  • CSGB Seminar. Invited talk.
    "Lévy based isotropic random fields on spheres."
    1 March 2012, Aarhus, Denmark.

2011

  • 17th European Young Statisticians Meeting. Contributed talk.
    "Precision estimation for stereological volumes."
    5-9 September 2011, Lisbon, Portugal.
  • McGill Statistics Seminar. Invited talk.
    "Precision estimation for stereological volumes."
    31 August 2011, Department of Mathematics and Statistics, McGill University, Montreal, Canada.
  • Statistics seminar. Invited talk.
    "Inference in multivariate Archimedean copula models."
    7 July 2011, Arbeitsgruppe Statistik, Technical University Kaiserslautern, Germany.
  • DYNSTOCH 2011. Invited talk.
    "Inference in multivariate Archimedean copula models."
    16-18 June 2011, Heidelberg, Germany.
  • 16th Workshop on Stochastic Geometry, Stereology and Image Analysis. Invited lecture.
    "Precision estimation for stereological volumes."
    5-10 June 2011, Sandbjerg Manor, Denmark.
  • Statistics seminar. Invited talk.
    "Precision estimation for stereological volumes."
    28 April 2011, Institute of Applied Mathematics, Heidelberg University, Germany.
  • CSGB Seminar. Invited talk.
    "Stereological analysis of volume tensors for particle distributions."
    16 March 2011, Centre for Stochastic Geometry and Advanced Bioimaging, Aarhus University, Denmark.
  • EPFL Statistics Seminar. Invited talk.
    "Precision estimation for stereological volumes."
    4 March 2011, EPF Lausanne, Switzerland.

2010

  • Seminar für Statistik. Invited talk.
    "Distribution estimators and confidence intervals for stereological volumes."
    1 September 2010, ETH Zurich, Switzerland.
  • 28th European Meeting of Statisticians. Contributed talk.
    "Distribution estimators and confidence intervals for stereological volumes."
    17-22 August 2010, University of Piraeus, Greece.
  • Statistics Seminar of the Department of Mathematics and Statistics. Invited talk.
    "Distribution estimators and confidence intervals for stereological volumes."
    6 July 2010, University of Melbourne, Australia.
  • 9th German Open Conference on Probability and Statistics. Contributed talk.
    "Stereological estimation of surface area from digital images."
    2-5 March 2010, University of Leipzig, Germany.

2009

  • PhD defense.
    "Stereological analysis of spatial structures."
    10 December 2009, ETH Zurich, Switzerland.
  • Talk at the RiskLab Lunch meeting.
    "Recovering a multivariate Archimedean copula from its Kendall distribution."
    16 November 2009, ETH Zurich, Switzerland.
  • 10th European Congress of Stereology and Image Analysis. Contributed talk.
    "Systematic sampling with errors in sample locations."
    22-26 June 2009, University of Milan, Italy.
  • Talk at the RiskLab Lunch meeting.
    "Systematic sampling with errors in sample locations."
    16 February 2009, ETH Zurich, Switzerland.

2008

  • Talk at the Thiele Lunch Meeting.
    "Estimation of surface area of three-dimensional sets from digitizations."
    2 September 2008, University of Aarhus, Denmark.
  • Thiele Seminar. Invited talk.
    "Systematic sampling with errors in sample locations."
    29 April 2008, University of Aarhus, Denmark.

2007

  • 14th Workshop on Stochastic Geometry, Stereology and Image Analysis. Poster presentation.
    "Estimation of surface area and surface area measure of three-dimensional sets from digitizations."
    23-28 September 2007, Friedrich-Schiller-University Jena, Neudietendorf, Germany.