Former members: Dr. Christopher Strothmann
- Christopher joined the group in October 2016 and completed his PhD in March 2022
- His thesis entitled Extremal and functional dependence between continuous random variables can be found here
Here you find the key information about his activities while member of our group:
Research interests
- Copula theory
- Dependence modeling
- Markov operators
Peer-reviewed articles
- Comparing and quantifying tail dependence. Karl Friedrich Siburg, Christopher Strothmann, Gregor Weiß (2024). Insurance: Mathematics and Economics, Volume 118, pp. 95-103. [DOI] [arXiv]
- Multivariate tail dependence and local stochastic dominance. Karl Friedrich Siburg, Christopher Strothmann (2023). In: Journal of Multivariate Analysis, Volume 201, pp. 105267. [DOI] [arXiv]
- Rearranged dependence measures. Christopher Strothmann, Holger Dette, Karl Friedrich Siburg (2023). In: Bernoulli, Volume 30, 1055-1078. [CRAN] [DOI] [arXiv]
- A Markov product for tail dependence functions. Karl Friedrich Siburg, Christopher Strothmann (2021). In: Journal of Mathematical Analysis and Applications, Volume 498, pp. 124942. [DOI] [arXiv]
- Stochastic monotonicity and the Markov product for copulas. Karl Friedrich Siburg, Christopher Strothmann (2021). In: Journal of Mathematical Analysis and Applications, Volume 503, pp. 125348. [DOI] [arXiv]
- A Decomposition Approach for Single Allocation Hub Location Problems with Multiple Capacity Levels. Borzou Rostami, Christopher Strothmann, Christoph Buchheim (2016). In: Combinatorial Optimization, pp. 237-248. Springer International Publishing. [DOI]
Talks
- Dynamical properties of stochastically monotone copulas. CMStatistics 2021, Session über "Analytical aspects within dependence modeling".
- A Markov product for tail dependence functions. CMStatistics 2019, Session über "Copulas and dependence modeling".
- An ordering for extremal dependence. Polnische Akademie der Wissenschaften, Seminar "Mathematical Statistics and other \newline Probabilistic Applications".
- Copulas and dependence measures. Universität Warschau, Oberseminar "Quantitative Methods in Finance".
- An ordering for extremal dependence. CMStatistics 2018, Session über "Dependence models and copulas".
Teaching
- Winter term 22/23: Organisation and exercise class for Höhere Mathematik III (P/ET/AI/MP)
- Summer term 22: Organisation for Höhere Mathematik II (P/ET/AI/MP/DS)
- Winter term 21/22: Organisation and global exercise class for Höhere Mathematik I (P/ET/AI/MP/DS)
- Summer term 2021: Organisation and exercise class for Modellierung stochastischer Abhängigkeiten
- Summer term 2020: Organisation and exercise class for Modellierung stochastischer Abhängigkeiten
- Winter term 18/19: Exercise class for Analysis 1
- Summer term 2018: Co-Advisor for the seminars Proseminar zu Analysis III and Seminar zu Analysis III LA, Exercise class for Höhere Mathematik 2
- Winter term 17/18: Organisation and exercise classes for Analysis 3
- Summer term 2017: Exercise class for Analysis 2
- Winter term 16/17: Exercise classes for Analysis 1
Short CV
- 2022: PhD at TU Dortmund University
- 2019-2021: Scholarship holder of the German National Academic Foundation
- Since 2016: Research assistant and PhD student at TU Dortmund University
- 2015-2016: Scholarship holder of the German National Academic Foundation
- 2014-2016: M.Sc. Wirtschaftsmathematik at TU Dortmund University
- 2011-2014: B.Sc. Wirtschaftsmathematik at TU Dortmund University
Kontakt
Adresse
TU Dortmund
Fakultät für Mathematik
Lehrstuhl IX
Vogelpothsweg 87
44227 Dortmund
Sie finden uns auf dem sechsten Stock des Mathetowers.
Sekretariat
Janine Textor (Raum M 620)
Tel.: (0231) 755-3063
Fax: (0231) 755-5219
Mail: janine.textor@tu-dortmund.de
Bürozeiten:
Di. und Do. von 8 bis 12 Uhr
Home Office:
Mo. und Fr. von 8 bis 12 Uhr
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