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Department of Statistics
Doctoral Student

M.Sc. Julia Steinmetz

Contact

TU Dortmund University
Department of Statistics
Chair of Business and Social Sta­tis­tics
CDI Building, Room 3
44221 Dort­mund
Germany

E-Mail: steinmetzstatistik.tu-dortmundde
Phone: +49 231 755 4676

Portrait photo of Julia Steinmetz © Felix Schmale​/​TU Dortmund
  • since October 2018: Doctoral Student
  • 2016-2018: M.Sc. Business Mathematics, Ulm University
    Master Thesis: Vergleich von parametrischen und nicht-parametrischen Verfahren zur Bestimmung des Reserverisikos
  • 2017-2018: M.Sc. Mathematics and Statistics, University of West Florida
  • 2012-2015: B.Sc. Business Mathematics, University of Mannheim
    Bachelor Thesis: On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

Non-life insurance mathematics

  • Modeling and statistical inference of the reserve risk
  • Steinmetz, J. and Jentsch, C. (2022). Asymptotic Theory for Mack's Model. Insurance: Mathematics and Economics 107, 223-268. DOI.
  • Jentsch, C. and Steinmetz, J. (2016). A Connectedness Analysis of German Financial Institutions during the Financial Crisis in 2008. Banks and Bank Systems 11(4). DOI.
  • Bootstrap Consistency for the Mack Bootstrap. Actuarial Colloquia 2022. Online (06/2022).
  • Bootstrap Consistency for the Mack Bootstrap. European Congress of Actuaries 2022. Madrid, Spain (06/2022). Pre-recording.
  • Asymptotic Theory for Mack's Model. German Probability & Statistics Days Mannheim. Online (09/2021). Pre-recording.
  • Asymptotic Theory for Mack's Model. International Congress on Insurance: Mathematics and Economics 2021. Online (07/2021). Pre-recording.
  • Asymptotic theory and bootstrap inference for Mack's model. CMStatistics 2020. Online (12/2020).
  • Optimalität bei Schätzern und Tests (SuSe 2022)
  • Reading Course Probability (SuSe 2022, WiSe 2022/21, SuSe 2021, WiSe2020/21)
  • Statistical Theory (Probability) (WiSe 2022/21, WiSe 2021/20, WiSe 2020/19)
  • Wahrscheinlichkeitsrechnung (SuSe 2021)
  • Econometrics (SuSe 2020)
  • Bootstrapverfahren (SuSe 2019)
  • Risikotheorie in der Versicherungsmathematik (WiSe 2018/19)