معرفی
Prof. Dr. Anja Janßen is a university lecturer and professor at the Faculty of Mathematics, Otto von Guericke University Magdeburg since 2020. She was previously an Associate Professor at KTH Royal Institute of Technology Stockholm (2017-2020), Postdoctoral Researcher at University of Copenhagen (2015-2017), and held postdoctoral and teaching roles at University of Hamburg (2011-2015). She earned her Doctoral Degree in Mathematics (2010) and Diploma in Business Mathematics (2006) from University of Göttingen and Hamburg respectively.
- Doctoral Degree, Mathematics, University of Göttingen (2010)
- Diploma in Business Mathematics, University of Hamburg (2006)
Anja Janßen specializes in Extreme Value Theory and Dependence Modeling. Her research focuses on analyzing rare events in multivariate observations and time series, particularly how model assumptions like GARCH/SV financial models or regular variation frameworks shape extreme event structures. She develops extremal inference techniques that incorporate these structures into estimation methods.
Her recent publications (2020-2024) investigate threshold selection procedures, k-means clustering applications for extremes, spectral tail processes, and max-stable approximations for regularly varying time series. These works span statistical methodology, probability theory, and financial mathematics applications.
- Associate Editor for Extremes Journal
- Associate Editor for Stochastic Models Journal
She teaches courses including Stochastic Processes, Extreme Value Statistics, Probability Theory, and Statistical Methods, with a focus on e-learning formats since 2020. Office hours are by appointment via email.
