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    Lehrstuhl für Mathematik VIII - Statistik

    Curriculum Vitae of Prof. Dr. Michael Falk

    Curriculum Vitae
    Prof. Dr. Michael Falk
    Institute of Mathematics
    University of Würzburg, Germany


    Born 17th of June, 1954, in Essen (Germany), German citizen
    married to Gabriele Falk, two children

    Adresses:

    Private: Forststrasse 5, D-85122 Hitzhofen, Germany

    Work: Institute of Mathematics, University of Würzburg, Am Hubland, D-97074 Würzburg, Germany

    1  Education

    University of Bochum, Germany

    Diploma in Mathematics

    1978

    University of Siegen, Germany

    Dr. rer. nat. (MATH)

    1982

    University of Siegen, Germany

    Habilitation (MATH)

    1986

    2  Employment

    University of Würzburg, Germany

    Full Professor of Mathematics

    2002-date

    Catholic University of Eichstätt, Germany

    Associate Professor

    1989-2002

    University of Marburg, Germany

    Associate Professor

    1989

    University of Siegen, Germany

    Assistant Professor

    1986-1989

    University of Siegen, Germany

    Research Assistant

    1978-1986

    3  Research Interests

    Extreme value theory and its applications, multivariate extreme value theory, multivariate peaks-over-threshold modelling

    4  Membership of Professional Societies

    • Institute of Mathematical Statistics (IMS)
    • American Statistical Association (ASA)
    • Bernoulli Society
    • German National Mathematical Society (DMV)

    5  Professional Activities

    5.1  Editorial Duties

    • Associate Editor of TEST, 2009-2016
    • Associate Editor of EXTREMES, 2010-2014

    5.2  Conferences 

    • Member of the Scientific Program Committee and organizer of the section Multivariate Extremes at the 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), 9-11 December 2016, University of Seville, Spain.
    • Organizer of the section Multivariate Extremes at the 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015), 12-14 December 2015, Senate House, University of London, UK.  Tutorial and the CRoNoS Winter Course on An Offspring of Multivariate Extreme Value Theory: D-Norms  given 9-11 December 2015.
    • Invited organizer of the section Multivariate Extremes at the 9th EVA conference on Extreme Value Analysis, June 15-19, 2015, Ann Arbor, USA
    • Member of the Scientific Program Committee of the 7th international conference of the ERCIM WG on Computing & Statistics (ERCIM'14), 6-8 December 2014, University of Pisa, Italy
    • Member of the Scientific Program Committee of the 6th international conference of the ERCIM WG on Computing & Statistics (ERCIM'13), 14-16 December 2013, Senate House, University of London, UK
    • Invited organizer of the section Multivariate Extremes at the workshop  EVT 2013 in honour of Ivette Gomes, 8-11 September 2013, Vimeiro, Portugal
    • Invited organizer of the section Extremes and Dependence at the 5th international conference of the ERCIM WG on Computing & Statistics (ERCIM'12), 1-3 December 2012, Conference Centre, Oviedo, Spain
    • Invited organizer of the section Extreme Value Theory and Applications at the 4th international conference of the ERCIM WG on Computing & Statistics (ERCIM'11), 17-19 December 2011, Senate House, University of London, UK
    • Co-organizer of the training week Statistics for Teachers, October 31 – November 6 2010, at the Mathematisches Forschungsinstitut Oberwolfach (MFO), ID 1044 b.
    • Organizer of the Workshop on Economathematics 2009, Würzburg, Germany, October 16, 2009
    • Co-organizer of the section on Stochastics at the 2003 annual meeting of the DMV, Rostock, Germany, September 14-20, 2003
    • Organizer of the Invited Paper Session Laws of Small Numbers: Extremes and Rare Events at the 1992 Joint Annual Meeting of IMS, JASA, ENAR & WNAR, Boston, USA, August 09-13, 1992
    • Co-organizer of the DMV Seminar on Laws of Small Numbers: Extremes and Rare Events, Catholic University of Eichstätt, Germany, October 20-27, 1991

    5.3  Functions within the University

    • Dean of the Faculty of Mathematics and Computer Science, University of Würzburg, October 1, 2013 - September 30, 2015
    • Vice-Dean of the Faculty of Mathematics and Computer Science, University of Würzburg, 2011-2013
    • Speaker of the board of examiners of Economathematics, University of Würzburg, 2003 to date
    • Chairman of the Institute of Applied Mathematics and Statistics, University of Würzburg, Germany, 2003
    • Member of the board (kollegiale Leitung), Institute of Mathematics, 2001-date
    • Several times member of the Council of the Faculty of Mathematics and Geography, Catholic University of Eichstätt, Germany, and of the Faculty of Mathematics and Computer Science, University of Würzburg, Germany
    • Vice-Dean of the Faculty of Mathematics and Geography, Catholic University of Eichstätt, Germany, 1998-1999

    6  Invited Lectures since 1999

    • An offspring of multivariate extreme value theory: the max-characteristic function. Invited talk given at the 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), 9-11 December 2016, University of Seville, Spain.
    • D-norms: a leisurely look at multivariate extreme value theory. Invited talk give at the Institute for Mathematical Stochastics, University Goettingen, Germany, 29 June 2016.
    • A relaxed tour through multivariate extreme value theory via D-norms. Invited talk given at the University of Oldenburg, Germany, 18 May 2016, in the framework of the project Robust Risk Estimation.
    • An offspring of multivariate extreme value theory: D-norms. Invited talk given at the  workshop on extreme value and time series analysis, 21-23 March 2016, Karlsruhe Institute of Technology, Germany.
    • An offspring of multivariate extreme value theory: D-norms. Invited talk given at the Department of Decision Sciences, Bocconi University of Milan, Italy, October 1, 2015.  
    • The space of D-norms – an offspring of multivariate EVT.  Invited talk given at the Workshop on Extreme Value Theory with an emphasis on spatial and temporal aspects, 3-5 November 2014, Laboratoire de Mathématique Besançon, France.
    • On idempotent D-norms. Invited talk given at the section Dependence Modelling: Theory and Practice at the 6th international conference of the ERCIM WG on Computing & Statistics (ERCIM'13), 14-16 December 2013, Senate House, University of London, UK.
    • The functional D-norm revisited. Invited talk given at the section Generalized Pareto Process and Applications at the 8th Conference on Extreme Value Analysis (EVA 2013), 8-12 July 2013, Fudan University, Shanghai, China.
    • Testing for a delta-neighborhood of a generalized Pareto copulas.  Invited talk given at the section Multivariate Extremes and Regression Analysis at the 5th international conference of the ERCIM WG on Computing & Statistics (ERCIM'12), 1-3 December 2012, Conference Centre, Oviedo, Spain.
    • On generalized Pareto copulas.  Invited talk given at ISAM-TopMath Summer School on 'Dependence Modeling', July 30 to August 3, 2012, Technical University Munich, Germany.
    • On max-domain of attraction for stochastic processes and the sojourn time transformation. Invited talk given at IWAP 2012 - International Workshop on Applied Probability, June 11-14, 2012, Jerusalem, Israel.
    • The multivariate piecing-together approach revisited. Invited talk and invited discussion given at the workshop 'Copula Models and Dependence', hosted by the Centre de Recherches Mathematiques (CRM), Montreal, Canada, June 6-9, 2011.
    • On extreme value processes and the functional D-norm. Invited talk given at the meeting 'On Some Current Research Topics in Extreme Value Theory', organized by the FCT/MCTES Research Project Spatial Extremes and CEAUL on December 13, 2010, University of Lisbon, Portugal.
    • Asymptotic conditional distribution of exceedance counts (ACDEC) with application to the fragility index. Invited talk given at the retirement ceremony of  Prof. Dr. Rolf-Dieter Reiss on March 18, 2010, University of Siegen, Germany.
    • It was 30 years ago today when Laurens de Haan went the multivariate way. Invited lecture given on the occasion of Laurens de Haan's 70th birthday at the 5th International Symposium on Extreme Value Analysis: Probabilistic and Statistical Models and their Applications (EVA2007), Bern, Switzerland, July 23-27, 2007.
    • Characterization of Bivariate Extreme Value Distributions via Norms on R2. Lecture delivered at the Department of Mathematical Statistics and Actuarial Science, University of Bern, Switzerland, December 10, 2004.
    • Testing for Tail Independence in Multivariate Extreme Value Models. Lecture delivered at the VEXTRA meeting on Extremes, Risk and Resampling Techniques, Tomar, Portugal, November 20-23, 2003.
    • On the Use of Pickands Coordinates in Multivariate Extreme Value Theory. Seminar lecture delivered at the Technical University of Munich, Chair of Mathematical Statistics, June 16, 2003.
    • On Pickands Coordinates in Arbitrary Dimensions. Lecture delivered at the workshop on Dependence in Extreme Value Theory, EURANDOM, Eindhoven, the Netherlands, January 23-25, 2003.
    • Estimation of the Dependence Function in Bivariate EV and GP Models. Lecture delivered at the workshop on Recent Developments in Non- and Semiparametric Statistics, Université Catholique de Louvain, Belgium, May 8, 2001.
    • Efficient Estimators and LAN in Canonical Bivariate POT Models. Lecture delivered at the International Conference on Order Statistics & Extreme Values, University of Mysore, India, December 18-20, 2000.
    • On the Loss of Information due to Thinning. Lecture delivered at the 10th INFORMS Applied Probability Conference, University of Ulm, Germany, July 26-28, 1999.

    7  Teaching

    Courses taught at various universities include:

    • Introductory and graduate courses in Probability Theory, Stochastic Processes and Mathematical Statistics
    • Asymptotic Statistics
    • Applied Statistics
    • Multivariate Statistics
    • Time Series Analysis
    • Markov Chains
    • Stochastic Models in Operations Research
    • Calculus
    • Linear Algebra
    • Mathematics for Economists
    Kontakt

    Lehrstuhl für Mathematik VIII (Statistik)
    Emil-Fischer-Straße 30
    Campus Hubland Nord
    97074 Würzburg

    Tel.: +49 931 31-84938
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    Hubland Nord, Geb. 30