Chair of Statistics - Maria Osipenko
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E-mail: |
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| Phone: | +49 30 2093-1470 | |
| Skype: | maria_osipenko | |
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Office: Office hours: |
SPA 1, room 311 upon agreement |
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Postal address: |
Ladislaus von Bortkiewicz Chair of Statistics
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Teaching
- Statistik II (WS 2009/2010)
- Statistik I (SS 2010)
- Statistical Tools in Finance and Insurance (WS 2010/2011)
- Statistical Programming Languages: R (SS 2011)
- What is statistics? - From a historical perspective (SS 2013)
Research field
Methods
- Multivariate Analysis, Spatial Analysis
- Dimension Reduction Methods, Quantiles and Expectiles
Applications
- Risk Management, Insurance
- Weather Derivatives, Weather Extremes, Electricity
- Real Estate Prices
Discussion Papers
Publications
- Härdle, W. and Osipenko, M. (2012) Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity, The Energy Journal, 33(2), p.149-170. DOI 10.5547/01956574.33.2.7.
- Akdeniz-Duran, E., Härdle, W. and Osipenko, M. (2012) Difference based Ridge and Liu type Estimators in Semiparametric Regression Models, Journal of Multivariate Analysis, 105(1), p.164-175. DOI 10.1016/j.jmva.2011.08.018.
- Härdle, W. and Osipenko, M. (2012) Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives, submitted.
Projects
- Principal Components in an Asymmetric Norm, started 2013 (with Ngoc Mai Tran and Wolfgang K. Härdle)
- Multi-year Index-based Crop Insurance, started 2012 (with Zhiwei Chen and Martin Odening)
- Semiparametric Spatial Autoregression for Real Estate Prices, started 2013 (with Rainer Schulz and Wolfgang K. Härdle)
Interests
Altai, Baikal
Gesellschaftstanz
Dachshunde
Sportabzeichen
'Master and Margaritta' M. Bulgakow, 'Roadside Picnic', 'Hard to be a God' A. and B. Strugatsky
'Solaris' S. Lem , 'The Odor of Thought' R. Sheckley.