---------- Forwarded message ----------
Date: Thu, 4 Dec 2003 18:27:01 +0100 (MET)
From: Claudia Klueppelberg <cklu(a)ma.tum.de>
Subject: Postdoc positions at Munich University of Technology
(...)
Opening:
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
1 postdoctoral or doctoral position (for a maximum of 3 years)
starting March 1, 2004 at the Institute of Mathematical Statistics. Salary is
at the BAT IIa level and depends on the degree, age and family status of the
applicant.
We are looking for applicants who are interested in participating within the
project "Statistical Methods for Model Selection in Regression" sponsored by
the German Science Foundation (DFG). The aim is to develop interpretable
discrepancy measures and appropriate statistical tests for model selection.
Sound knowledge in asymptotic statistics and Bayesian Statistics with Markov
Chain Monte Carlo methods are required. Multivariate and time dependence
structures of the data will be considered. The methods will be be implemented
and tested on applications from insurance and finance.
Successful applicants are expected to have a Ph.D., a M.Sc. or Diploma in
mathematics or statistics. In addition, we expect computing experience with
statistical software (SAS and/or Splus) and programming languages (C++ and/or
Matlab). German language skills are helpful, but not necessary. An interest in
learning the German language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Czado
Zentrum Mathematik
Technische Universitaet Muenchen
Boltzmannstrasse 3
85747 Garching bei Muenchen
phone: +49 89 289 17428
email: cczado(a)ma.tum.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
------------------------------------------------------------------------------
OPENINGS
The Center for Mathematical Sciences of the Munich University of
Technology invites applications for
2 postdoctoral or doctoral positions (for a maximum of 3 years)
starting April 1, 2004 or later at the Chair of Mathematical Statistic
(Prof. Dr. Claudia Kl"uppelberg). Salary is at the BAT IIa level and
depends on the degree, age and family status of the applicant.
We are looking for participation in the project
"Risk Management in Finance and Insurance" with areas of concentration
(1) Modelling, quantification and simulation of credit risk portfolios
(joint project with the HVB (HypoVereinsbank M"unchen),
or
(2) Dynamic Integrated Risk Management
(joint project with the Munich Reinsurance Company).
The aim of research project (1) is to develop an appropriate model
for a realistic credit risk management,
to test the model in simulations and to implement it as a prototype.
Close collaboration with HVB is expected.
The aim of research project (2) is an effective dynamic
modelling of insurance and financial risk within an integrated model.
Important components of this project concern the choice of a suitable
risk measure and an appropriate capital allocation.
Close collaboration with Munich Re is expected.
We are looking for applicants with interest in stochastic modelling,
statistical analysis and computational implementation. Applicants are
expected to have a Ph.D., a M.Sc. or Diploma in mathematics or statistics.
In addition, we expect computing experience with statistical software
(SAS and/or Splus) and programming languages (C++ and/or Matlab).
German language skills are convenient, but not necessary. An interest
in learning the language is however expected.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Klueppelberg
Chair of Mathematical Statistic
Center for Mathematical Sciences
Munich University of Technology
Boltzmannstrasse 3
D-85747 Garching
phone: +49 89 289 17432
e-mail: cklu(a)mathematik.tu-muenchen.de
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html