معرفی
Volkert Paulsen is a Senior Lecturer at the Institute of Mathematical Stochastics at the University of Münster. His career spans institutions including the University of Kiel, where he completed his Habilitation (2000), Dissertation (1994), and Diplomarbeit (1989). He has taught extensively in Financial Mathematics, Stochastic Analysis, and Mathematical Statistics, supervising over 50 Bachelor, Master, and Diploma theses on topics such as risk modeling, portfolio optimization, and derivative valuation.
Research Interests: Paulsen's work focuses on Financial Mathematics (continuous-time models, American options, unit-linked insurance), Stochastic Analysis (optimal stopping, martingale methods), and Risk Modeling (credit risk, extreme value statistics). His publications include foundational studies on nonlinear observation costs in optimal stopping problems and stochastic approaches to portfolio management.
Scientific Contributions: His research spans journal articles in Stochastic Processes and their Applications and Journal of Applied Probability, with recent seminar topics covering Lévy Processes, Copula Modeling, and Stochastic Volatility. He employs R for statistical applications and integrates mathematical theory with practical finance and insurance contexts.
Contact:
- Email: Volkert.Paulsen@uni-muenster.de
- Room: 130.010, Orléans-Ring 10, 48149 Münster
- Phone: +49 251 83-33771
