Humboldt University at Berlin
Department of Mathematics
Stochastics and Mathematical Finance
Home
 Publications
 Teaching
 Curriculum Vitae
 How to Find Us

Curriculum Vitae
  o   Personal data
  o   Education
  o   Positions held
  o   Research
  o   Activities
  o   Membership of professional societies
  o   Work in the field of education

Personal data:

Name: Uwe Küchler
Year of birth: 1944
Place of birth: Quedlinburg (Harz)
Nationality: German
Address: Humboldt University Berlin

Unter den Linden 6

Berlin Mitte

10099

FRG

Education:

1968 Diploma thesis

at the Mathematical Department of the University of Technology Dresden (TUD)
1970 Promotion A (Dr.rer.nat./PHD): "Vektorverbände und individuelle Ergodensätze"

at the Mathematical Department of the University of Technology Dresden (TUD)

Supervisor: Prof. Rolf Kühne

Mark: "Magna cum laude"
1970-71  
Ten-month scholarship for studies at the Lomonossov University Moscow

at the chair for Probability Theory and Mathematical Statistics, Prof. B.W. Gnedenko
1978 Promotion B (Dr. habil.) "Über parabolische Funktionen für Quasidiffusionen

und finale Sigma-Algebren für einige Klassen Markovscher Prozesse"

at the Mathematical Department of the University of Technology Dresden (TUD)

Positions held:

1968-79 Assistent and Senior-Assistent at the chairs for Probability and Mathematical Statistics

at the Mathematical Department of the University of Technology Dresden (TUD)
1979-82 Dozent (Associate Professor) for Probability and Mathematical Statistics

at the Mathematical Department of the University of Technology Dresden (TUD)
since 1982  
Professor for Probability and Mathematical Statistics

at the Humboldt University Berlin (HUB)

Specialization:    Probability, Mathematical Statistics
Topics:    Stochastic Processes, Stochastic Analysis, Mathematical Finance, Insurance Mathematics

Research:

Fields: One-dimensional diffusions and the spectral theory of their infinitesimale generators

Stochastic Functional Differential equations

Exponential Families of Stochastic Processes
Current research  : Theory and Statistics of Stochastic Processes

Applications in Mathematical Finance and Insurance

Membership of professional societies:

Bernoulli Society
Deutsche Mathematikervereinigung
Deutsche Gesellschaft für Versicherungsmathematik
Deutsche Aktuarvereinigung e.V.

Activities:

1987-91 Vice Director for research and Prodekan

1987-91 Member of the faculty of the mathematical and natural sciences of the Humboldt University Berlin
1994-2003 
Head of the Project "Term structures of interest rates and Statistics of Stochastic Processes"

within the SFB 373 "Quantification and Simulation of Economical Processes"

Humboldt University Berlin
1995-2002 Associated Editor of the Journal "Finance & Stochastics" (Springer)
since 2000 Associated Editor of the Journal "Statistical Inference for Stochastic Processes" (Kluwer)
2000-2004 Vice Dean of the Mathematical-Natural-Science Faculty II, Humboldt University Berlin
2004-2006
 Dean of the Mathematical-Natural-Science Faculty II, Humboldt University Berlin

Organizer and Coorganizer of several international Workshops on Probability, Mathematical Statistics, Probabilistic Numerics and Mathematical Finance in Berlin (1992, 1994, 1996)

Work in the field of education:

Lectures held at the Universities of Dresden and Berlin:
since 1968 Basic courses in Calculus (for mathematicians and for economists)

Basic courses in Probability and Mathematical Statistics (for mathematicians and for engineers)

Special lectures on martingale theory, Markov processes, Stochastic Analysis, Insurance Mathematics, Statistics of processes and other mathematical topics

Diploma and Doctoral Thesis:
Successful supervising of ten doctoral candidates and about 35 diploma thesis

Invitations, Talks:
Realized Invitations and Talks presented at different Universities abroad, in especial in
     Paris-Orsay, Toulouse (France), Aarhus, Aalborg, Copenhagen (Denmark)
     St. Petersburg, Moscow (Russia), Prague (Czech Republic), Warsaw (Poland),
     Zurich (Switzerland), Turku, Helsinki (Finland), Vienna (Austria), Göteborg (Sweden),
     Tokyo (Japan), Sydney (Australia)
Presented Talks on international Conferences on Probability and Mathematical Statistics, e.g. in
     Amsterdam, Barcelona, Berlin Copenhagen, Le Mans, Prague, Warsaw, Vienna

Last modification: 28.12.2006, Katja Krol