معرفی
Prof. Axel Bücher holds the Chair of Mathematical Statistics at Ruhr-Universität Bochum, part of the Faculty of Mathematics. He specializes in extreme value statistics, copula models, and time series analysis. His research bridges theoretical advancements with practical applications in insurance risk, climate science, and financial modeling. Bücher has been recognized with the GAUSS Prize (2024) for his work on claim reserving models with Alexander Rosenstock.
Education: Studied mathematics at Ruhr-Universität Bochum (2003–2008), earned his PhD in statistics there in 2011 under Prof. Holger Dette. Postdoctoral work at Université catholique de Louvain (Belgium) followed, before interim professorships at Heidelberg and Dortmund universities. Served as full professor at Heinrich-Heine-Universität Düsseldorf (2018–2023) before returning to Bochum in 2023.
Research focuses on extreme value theory, nonparametric methods, and statistical applications in actuarial science. His recent work includes developing novel copula-based models and neural network approaches for predicting insurance claims. Current projects include ClimXtreme, analyzing extreme weather events' statistical patterns under climate change.
Publications highlight contributions to extreme value copulas, tail dependence estimation, and block maxima methods. Over 70 peer-reviewed papers appear in top journals like Annals of Statistics and Bernoulli. Serves as associate editor for Journal of Statistical Planning and Inference, Bernoulli Journal, and Statistical Inference for Stochastic Processes.
Advising: Supervised doctoral student Alexander Rosenstock (GAUSS Prize co-recipient). Engaged in promoting early-career researchers through collaborative projects and interdisciplinary initiatives.
