Research

Main research interests: extreme value theory and stochastic processes

 

Current work

  • 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)

Articles

  • 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: