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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.

Current Submissions

Steinmetz, J. and Jentsch, C. (2023). Bootstrap Consistency for the Mack Bootstrap. arXiv.

  • 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)