• Stochastic processes and control
• Stochastic orderings
• Finance and Insurance mathematics
• Stochastic networks

You can find a list of my publications here.

For topics of advised master thesis see here.

For topics of advised PhD thesis see here.

• Editor of the journal Stochastic Models 2000 - 2012.
• Editor of the journal Mathematical Methods of Operations Research 2007 - present.
• Editor of the journal Statistics & Risk Modeling 2011 - present.
• Editor of the Applied Probability Journals 2012 - present.
• Editor of the journal TOP 2012 - present.

• Member of the Executive Board of the DGVFM 2003 - 2011 (Deutsche Gesellschaft für Finanz- und Versicherungsmathematik).
• Member of the Executive Board of the Fachgruppe Stochastik 2010 - present.

• DFG-Project: Multidimensional Risk Theory: Modeling, Algorithms and Analysis. (with R. Grübel). 04/06 - 03/08.
• BMBF-Project REX: Risk based environment exploration for security tasks. 07/07-06/10.
• BMBF-Project ALI: Alternative Investments: Modelling, statistics, risk management and software. 07/07-06/10.

• Workshop on Stochastic Models and Control. 18.3-22.3.13, Berlin.
• ARS CONJECTANDI A celebration of 300 years of stochastics. 21.5.-24.5.13, Freiburg and Basel.
• German-Polish joint meeting on probability and mathematical statistics. 6.6.-9.6.13, Torun.