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PhD and Habilitation Theses
2019
- Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 more…
2018
- Nonparametric estimation in simplified vine copula models. Dissertation, 2018 more…
2017
- Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 more…
- Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 more…
- D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 more…
- Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 more…
2015
2014
- Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 more…
2013
- Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 more…
- Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 more…
- Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 more…
2012
- Bayesian model inference in dynamic biological systems using Markov Chain Monte Carlo methods. Dissertation, 2012 more…
2011
- Dependence modelling – From regression to copulas. Habilitation, 2011 more…
2010
- Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 more…
Diploma, Master and Bachelor Theses
2018
2017
- D-Vine Copula Based Modelling and Forecasting of Exposure Limits in Reinsurance. Master thesis, 2017 more…
- Empirical study of GAM vine copula models for S&P 100 data. Master thesis, 2017 more…
- Calibration of ensemble weather forecasts using D-vine copula models. Master thesis, 2017 more…
- D-vine quantile regression for mixed discrete and continuous data with applications to bank stress testing. Master thesis, 2017 more…
2016
- Identification of Directly Imputable Missing Data Patterns Using R-vine Copulas and Application to Multiple Imputation. Master thesis, 2016 more…
- Sparse structure selection for high-dimensional vine copula models. Master thesis, 2016 more…
- Vine Copula Modeling in Operational Risk. Master thesis, 2016 more…
- Recognition of Truncated Vine Copula Models by Application of Gaussian DAG Structures. Master thesis, 2016 more…
2015
- Bayesian Analysis of the One-Factor Copula Model with Applications to Finance. Master thesis, 2015 more…
- Multivariate Survival Analysis using Vine-Copulas. Master thesis, 2015 more…
- Visualization of Trivariate Vine Copulae. Bachelor thesis, 2015 more…
- Vine Copula based analysis of online customer demand under market competition. Master thesis, 2015 more…
- Likelihood Discrimination of Three Dimensional Vine Copula Models. Master thesis, 2015 more…
2014
2013
- Nonparametric Estimation of Three Dimensional Pair-Copula Constructions. Master thesis, 2013 more…
- Return and VaR Prediction of Equity Portfolios Using DAG and R-Vine Copula Based Models. Master thesis, 2013 more…
- Copula Based Discriminant Analysis with Application. Master thesis, 2013 more…
- Modeling Dependencies among Financial Asset Returns Using Copulas. Master thesis, 2013 more…
- Properties of extreme-value copulas. Diplom thesis, 2013 more…
- Predicting Temperature Time Series Using Spatial Vine Copulae. Master thesis, 2013 more…
2012
- Sequential R-Vine Copula Selection Using Different Weights. Diplom thesis, 2012 more…
- Copula-based Analysis of Interdependence among Companies in the Banking and Insurance Sector. Diplom thesis, 2012 more…
- Modeling dependence among meteorological measurements and tree ring data. Diplom thesis, 2012 more…
- Parent orderings in pair-copula Bayesian networks. Diplom thesis, 2012 more…
- Heuristic Sequential Model Selection Strategies for R-Vine Copulas: Comparison and Applications. Master thesis, 2012 more…
- Local change point detection in time-varying R-vine copula models. Diplom thesis, 2012 more…
2011
2010
- Truncated and simplified regular vines and their applications. Diplom thesis, 2010 more…
- Statistical Inference for Regular Vines and Application. Diplom thesis, 2010 more…
- Bayesian inference for D-vine pair-copula constructions based on different bivariate families. Diplom thesis, 2010 more…
- Modelling Dependence between Loss Triangles using Copula and DVine Constructions. Diplom thesis, 2010 more…
- Selecting pair-copula families for regular vines with application to the multivariate analysis of European stock market indices. Diplom thesis, 2010 more…
- Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families. Diplom thesis, 2010 more…
2009
- Joint estimation of parameters in multivariate normal regression with correlated errors using pair-copula constructions and an application to finance. Diplom thesis, 2009 more…
2008
- Bayesian Analysis of Multivariate Time Series Models based on Pair-Copula Construction. Diplom thesis, 2008 more…
2007
- Modellierung von stochastischen Abhängigkeitsstrukturen auf Graphen. Diplom thesis, 2007 more…