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
- Multivariate tail dependence and local stochastic dominance. Karl Friedrich Siburg, Christopher Strothmann (2023). To appear in: Journal of Multivariate Analysis. [arXiv]
- Rearranged dependence measures. Christopher Strothmann, Holger Dette, Karl Friedrich Siburg (2023). To appear in: Bernoulli. [CRAN] [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. 237248. Springer International Publishing. [DOI]
Preprints
- Comparing and quantifying tail dependence. Karl Friedrich Siburg, Christopher Strothmann, Gregor Weiß (2022). [arXiv]
Talks
- A Markov product for tail dependence functions. CMStatistics2019, Session on "Copulas and dependence modelling", London, December 14–16.
- An ordering for extremal dependence. Research seminar "Mathematical Statistics and other Probabilistic Applications", Polish Academy of Sciences, June 06.
- Copulas and dependence measures. Research seminar "Quantitative Methods in Finance", University of Warsaw, June 05.
- An ordering for extremal dependence. CMStatistics2018, Session on "Dependence models and copulas", Pisa, December 14–16.
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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