TO MAGNIFICO RETTORE OF UNIVERSITA DEGLI STUDI DI MILANO
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1 TO MAGNIFICO RETTORE OF UNIVERSITA DEGLI STUDI DI MILANO Sebastian Fuchs CURRICULUM VITAE PERSONAL INFORMATION Surname Fuchs Name Sebastian Date of birth PRESENT OCCUPATION Appointment Research Assistant (PostDoc) Structure Faculty of Economics and Management, Free University of Bozen-Bolzano EDUCATION AND TRAINING Degree Course of studies University year of achievement of the degree Degree Dipl.-Math. (diploma in mathematics with minor in economics); Specialization Actuarial mathematics Technische Universität PhD Dr. rer. nat. Technische Universität VIA FESTA DEL PERDONO, 7 C.A.P C.F TEL fax
2 REGISTRATION IN PROFESSIONAL ASSOCIATIONS Date of registration Association City FOREIGN LANGUAGES Languages German English French Italian level of knowledge Mother tongue Certificate: Level C1 Certificate: Level B2 Certificate: Level A2 AWARDS, ACKNOWLEDGEMENTS, SCHOLARSHIPS Year Description of award TRAINING OR RESEARCH ACTIVITY Research interests: Copula theory; Dependence modeling with copulas; Measures of dependence; Risk measures; Distortion functions; Actuarial and financial mathematics PROJECT ACTIVITY Year Project New Directions in Dependence Modeling (NEW-DEMO) Free University of Bozen-Bolzano PATENTS Patent VIA FESTA DEL PERDONO, 7 C.A.P C.F TEL fax
3 CONGRESSES AND SEMINARS Date Title Place 07/2017 Estimators for a Class of Bivariate Measures of Concordance for Copulas. 09/2016 Copula induced Measures of Concordance. 05/2016 Measures of Concordance for Copulas and Copulas for Measures of Concordance. Contributed talk at Copulas and Their Applications Conference, Almeria Contributed talk at Salzburg Workshop on Dependence Models & Copulas, Salzburg Contributed talk at Dependence Modeling in Finance, Insurance and Environmental Science, München 04/2016 On Order Statistics and their Copulas. Invited talk at Faculty of Civil and Environmental Engineering, TU, 03/2016 A Group of Transformations on Copulas and a Nice Subgroup. 06/2015 Transformations of Copulas and Measures of Concordance. 09/2014 Bivariate Copulas: Transformations, Asymmetry and Measures of Concordance. Contributed talk at German Probability and Statistics Days, Bochum Contributed talk at Insurance: Mathematics and Economics Conference, Liverpool Contributed talk at European Actuarial Journal Conference, Wien 08/2014 Bivariate Copulas II: Konkordanzmaße. Contributed talk at Workshop TU /TU Wien, Innsbruck 11/2013 Separierung von Abwicklungsdreiecken. Invited talk at DAV/DGVFM Autumn Conference, ASTIN-Group, Stuttgart 07/2013 Consistent Loss Prediction of a Portfolio and its Subportfolios. Contributed talk at Insurance: Mathematics and Economics Conference, Copenhagen PUBLICATIONS Books VIA FESTA DEL PERDONO, 7 C.A.P C.F TEL fax
4 Articles Fuchs S: Conditioning of copulas: Transformations, invariance and measures of concordance. submitted for publication. Fuchs S, Schlotter R, Schmidt KD: On quantile risk measures and their domain. arxiv: (2017). submitted for publication Fuchs S, Schmidt KD: Estimators for a class of bivariate measures of concordance for copulas. working paper. arxiv: (2017). Fuchs S: Copula induced measures of concordance. Dependence Modeling 4, (2016). Dietz M, Fuchs S, Schmidt KD: On order statistics and their copulas. Statistics and Probability Letters 117, (2016). Fuchs S: A biconvex form for copulas. Dependence Modeling 4, (2016). Fuchs S: Multivariate copulas: Transformations, symmetry, order and measures of concordance. Kybernetika 50 (5), (2014). Fuchs S, Schmidt KD: Bivariate copulas: Transformations, asymmetry and measures of concordance. Kybernetika 50 (1), (2014). Fuchs S: Consistent loss prediction for a portfolio and its subportfolios. Scandinavian Actuarial Journal 2014 (6), (2014). Fuchs S, Ludwig A, Schmidt KD: Zur Exaktheit der Standardformel. Zeitschrift für die Gesamte Versicherungswirtschaft 102 (1), (2013). Fuchs S, Klemmt HJ, Schmidt KD: Aggregation. In: Radtke M, Schmidt KD (eds.): Handbuch zur Schadenreservierung. Karlsruhe: Verlag Versicherungswirtschaft, (2012). Congress proceedings OTHER INFORMATION Referee for international journals: Dependence Modeling, TEST 10/ /2017: Substitution of the Professorship for Applied Stochastics, Institute of Mathematical Stochastics, TU (Germany) VIA FESTA DEL PERDONO, 7 C.A.P C.F TEL fax
5 OTHER INFORMATION Experience in academic teaching: Lectures: Actuarial Mathematics - Risk Models. Lecture course for mathematics (4+0, winter 2016/17) held at TU Actuarial Mathematics and Statistics. Lecture course for mathematics (4+0, winter 2016/17) held at TU Principles of Copula Theory II. Lecture course for mathematics (2+0, summer 2016) held at TU Principles of Copula Theory I. Lecture course for mathematics (2+0, winter 2015/16) held at TU Selected Topics in Actuarial Mathematics. Lecture course for mathematics (2+0, winter 2013/14) held at TU Lectureships: Probability Theory and Statistics. (2016). Short course given for actuaries, Deutsche Aktuar- Akademie (DAA), München Financial Mathematics. (2014). Short course given for business economists, GenoAkademie, Tutorials including organization (for mathematics): Measure and Integration. (3 times) Probability Theory. (3 times) Further tutorials: Mathematics for Electrical Engineers I/2. (4 times) Mathematics for Electrical Engineers II/1. (4 times) Mathematics for Electrical Engineers II/2. (4 times) Mathematics for Biologists and Chemists. (2 times) Mathematics for Economists I. Mathematics for Economists II. Miscellaneous: Copulas - A Short Introduction. (2013) Graduate Lectures in Mathematics: Short course held at TU Assisted supervision of 13 diploma, 5 master and 12 bachelor theses. VIA FESTA DEL PERDONO, 7 C.A.P C.F TEL fax
6 Declarations given in the present curriculum must be considered released according to art. 46 and 47 of DPR n. 445/2000. The present curriculum does not contain confidential and legal information according to art. 4, paragraph 1, points d) and e) of D.Lgs n Place and date: Bozen, SIGNATURE VIA FESTA DEL PERDONO, 7 C.A.P C.F TEL fax
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