Doctoral theses

Schenk, L.: Graphical Time Series Models.
(2024, V. Fasen-Hartmann)

Steffen, M.: Multivariate estimation in nonparametric models: Stochastic neural networks and Lévy processes.
(2024, M. Trabs)

Göll, T.: Expected Utility Maximization for Competitive Agents.
(2023, N. Bäuerle)

Schulz, B.: Statistical Postprocessing of Numerical Weather Prediction Forecasts using Machine Learning.
(2023, T. Gneiting, S. Lerch)

Resin, J.: Model Diagnostics meets Forecast Evaluation: Goodness-of-Fit, Calibration, and Related Topics.
(2023, T. Gneiting)

Eberl, A.: Quantification of location, dispersion, skewness and kurtosis.
(2022, B. Klar)

Betsch, S.: A point process theoretic study of Gibbs measures in abstract state spaces.
(2022, G. Last)

Mayer, C.: Whittle estimation and the functional integrated periodogram for MCARMA processes.
(2021, V. Fasen-Hartmann)

Glauner, A. H.: Robust and Risk-Sensitive Markov Decision Processes with Applications to Dynamic Optimal Reinsurance.
(2020, N. Bäuerle)

Herold, F.: Random mosaics in hyperbolic space.
(2020, D. Hug)

Otto, M.: Extremale Eigenschaften zufälliger Mosaike und Graphen.
(2020, G. Last)

Schilling, J.: Untersuchungen zur Asymptotik und zum Erwartungswert im verallgemeinerten Coupon-Collector-Problem.
(2020. N. Henze)

Leimcke, G.: Bayesian Optimal Investment and Reinsurance to Maximize Exponential Utility of Terminal Wealth.
(2020, N. Bäuerle)

Nestmann, F.: Zentrale Grenzwertsätze im Random Connection Model.
(2019, G. Last)

Vogel, P.: Assessing Predictive Performance: From Precipitation Forecasts over the Tropics to Receiver Operating Characteristic Curves and Back.
(2019, T. Gneiting)

Schmithals, D. M.: Contributions to model-independent finance via martingale optimal transport.
(2019, N. Bäuerle)

Müller, D.: Central Limit Theorems for Geometric Functionals of Gaussian Excursion Sets.
(2018, D. Hug, G. Last)

Weis, J. A.: Tensorial Curvature Measures in Integral Geometry.
(2017, D. Hug)

Schrempp, M.: Limit laws for the diameter of a set of random points from a distribution supported by a smooth bounded set.
(2017, N. Henze)

Weber, S.: Change-Point Procedures for Multivariate Dependent Data.
(2017, C. Kirch)

Gieringer, F.: Konzentrationsungleichungen für Poisson-und Binomialfunktionale in der Stochastischen Geometrie.
(2016, G. Last)

Grether, S.: Turnpike-Aussagen in der Portfolio-Optimierung.
(2016, N. Bäuerle)

Kimmig, S.: Model Selection Criteria for CARMA Processes.
(2016, V. Fasen)

Lange, D.: Cost Optimal Control of Piecewise Deterministic Markov Processes under Partial Observation.
(2017, N. Bäuerle)

Lerch, S.: Probabilistic forecasting and comparative model assessment, with focus on extreme events.
(2016, T. Gneiting)

Popp, A.: Risk-sensitive stopping problems for Continuous-Time Markov chains.
(2016, N. Bäuerle)

Reichenbacher, A.: Random tessellations: Stereological formulae in Euclidean space and Kendall's Problem in spherical space.
(2016, D. Hug)

Scholz, M.: Cointegrated MCARMA Processes.
(2016, V. Fasen)

Ziesche, S.: Perkolation auf zufälligen Mosaiken und im Booleschen Modell.
(2016, G. Last)

Ziebarth, I.: Lokales Verhalten konvexer Körper und Approximation.
(2015, D. Hug)

Häfner, F.: The moving Fourier transformation of locally stationary processes with application to bootstrap procedures.
(2014, C. Kirch)

Hörrmann, J.: The method of densities for non-isotropic Boolean models.
(2014, D. Hug)

Riess, V.: Gasspeicherbewertung: Strukturelle Analyse und Algorithmen.
(2014, N. Bäuerle)

Ochsenreither, E.: Geometrische Kenngrößen und zentrale Grenzwertsätze stetiger Perkolationsmodelle.
(2014, G. Last)

Joos, D.: Interbank Lending in a Generalized Walras Equilibrium.
(2013, N. Bäuerle)

Muhsal, B.: Change-Point Methods for Multivariate Autoregressive Models and Multiple Structural Breaks in the Mean.
(2013, C. Kirch)

Li, Z.: Optimal portfolios in Wishart Models and effects of discrete rebalancing on portfolio distribution and strategy selection.
(2012, N. Bäuerle)

Ebert, S.: Stochastische Modellierung einer Klasse wachstumsmaximaler Keim-Korn-Modelle.
(2012, G.Last)

Urban, S.: Compensation, Incentives and Risk-Taking in Principal-Agent Models.
(2012, L. A. M. Veraart)

Gentner, D.: Palm Theory, Mass-Transports and Ergodic Theory for Group-Stationary Processes.
(2011, G.Last)

Ott, J.: A Markov Decision Model for a Surveillance Application and Risk-Sensitive Markov Decision Processes.
(2010, N.Bäuerle)

Lao, W.: Some weak limit laws for the diameter of random point sets in bounded regions.
(2010, N.Henze)

Pfeiffer, R.: State price density models for the term structure of interest rates: Applications to insurance and expansions to the stock market and macroeconomic variables.
(2010, N.Bäuerle)

Ebner, B.: Zur Asymptotik eines mit quadratischen Abhängigkeiten operierenden Tests auf multivariate Normalverteilung.
(2010, N.Henze)

Kampf, J.: Das Parallelvolumen und abgeleitete Funktionale.
(2009, D.Hug, G.Last)

Blatter, A.: Optimal control and dependence modeling of portfolios with Levy dynamics.
(2009, N.Bäuerle)

Mundt, A.: Dynamic risk management with Markov decision processes.
(2007, N.Bäuerle)

Baumstark, V.: Stoppmengen und Palmsche Maße für Poissonsche Modelle der Stochastischen Geometrie.
(2007, G.Last)

Lautensack, C.: Random Laguerre Tessellations.
(2007, G.Last)

Somayasa, W.: Model-Checks Based on Least Squares Residual Partial Sums Processes.
(2007, W. Bischoff, N. Henze)

Ender, P.: Ein Anpassungstest für Kopulafunktionen.
(2005, N. Henze)

Heveling, M.: Bijective point maps, point-stationarity
and characterization of Palm measures. (2005, G. Last)

Miller, F.: Optimale Versuchspläne bei Einschränkungen
in der Versuchspunktwahl. (2002, W. Bischoff)

Bader, G.: Asymptotik von Regressionsmodellen. (2001, W. Bischoff)

Gürtler, N.: Asymptotische Untersuchungen zur Klasse der
BHEP-Tests auf multivariate Normalverteilung mit festem und
variablem Glättungsparameter. (2000, N. Henze)