Henryk Zähle

Henryk Zähle is a Full Professor of Stochastics at Saarland University's Department of Mathematics, where he has held a W3 position since 2014. He previously served as a W2 Professor (2013-2014) and W1 Junior Professor (2010-2012) at Saarland, and earlier at TU Dortmund University (2007-2010). He earned his Ph.D. in Mathematics from Technical University Berlin (2004) and a Diploma in Mathematics from University of Göttingen (2000).

His research focuses on

• statistical robustness of risk measures
• asymptotic theory for empirical processes
• quantitative risk management
• Markov decision models
• insurance and financial mathematics

with methodological contributions to bootstrapping, quasi-Hadamard differentiability, and sensitivity analysis.

Article trends show sustained engagement with

• stochastic process theory
• nonparametric estimation
• robust statistical functionals
• applications to insurance and finance
• asymptotic error distributions
• time series analysis

spanning both theoretical and applied domains.

Scientific awards include

• Marie Curie Fellowship (University of Warwick, 2001)
• DFG Fellowship (2000-2003)

He has supervised numerous Ph.D., Master's, and Bachelor's theses on topics like

• risk measure asymptotics
• empirical process convergence
• copula robustness
• Markov decision sensitivity
• nonparametric risk estimation
• statistical bootstrap methods

and serves as Associate Editor for Metrika.