Main research interests: extreme value theory and stochastic processes
- On Max-stable Processes and the Functional D-norm, 2011; submitted (arXiv:1107.5136v3). Joint with Stefan Aulbach and Michael Falk.
- On the Hitting Probability of Max-Stable Processes, 2012; submitted (arXiv:1206.5913)
- Sojourn Times and the Fragility Index, Stochastic Processes and their Applications 122 (2012); 1110-1128. Joint with Michael Falk.
- The multivariate Piecing-Together approach revisited, , Journal of Multivariate Analysis (2012) to appear. joint with Stefan Aulbach and Michael Falk.
Contributions to Workshops and Conferences:
- Poster "Sojourn times above a high threshold function", presented at the workshop "Risk and Extreme Values in Insurance and Finance" in Lisbon, June 6th-7th, 2011.
- Talk "D-Norm of Extreme Value Processes and Functional Domain of Attraction", given at the "7th Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications" in Lyon, June 27th-July 1st, 2011.