---------- 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