Holger Drees

Prof. Dr. Holger Drees is a Professor of Actuarial Mathematics at the University of Hamburg, affiliated with the Faculty of Mathematics, Computer Science and Natural Sciences. He holds a position in the Department of Mathematics, specializing in the ST – Mathematical Statistics and Stochastic Processes research group. His office is located at Bundesstraße 55, Room T15 in Hamburg.

He earned his diploma in mathematics from the University of Dortmund (1990), his PhD from the University of Siegen (1993), and his habilitation from the University of Cologne (1998). His research focuses on extreme value theory, actuarial mathematics, financial time series modeling, and non/semiparametric statistics. He is a member of the Hamburger Zentrum für Versicherungswissenschaft (HZV) and serves as an Associate Editor for *Bernoulli* and *Extremes* journals.

His recent research emphasizes statistical inference on extreme value dependence structures, cluster-based methods for time series extremes, and dimension reduction techniques for multivariate extremes. His work bridges theoretical advancements in extreme value analysis with practical applications in finance and insurance.

Teaching activities include advanced courses on extreme value theory and actuarial mathematics. Professional contributions include editorial roles and collaborative projects on statistical methodologies for extremes. His research has been supported by grants such as the DFG Heisenberg grant (2000–2002). He maintains an active international research network, collaborating with institutions like the University of Cologne and the University of Heidelberg.