Thomas Mikosch

Department of Mathematics

University of Copenhagen

Universitetsparken 5

DK-2100 Copenhagen

Denmark

phone: +45 353 33983

e-mail: mikosch@math.ku.dk

Dr. Mikosch is a Professor at the Department. He got his Master degree in Mathematics at TU Dresden (1981), defended his PhD in Probability Theory at St. Petersburg University (1984), his Habilitation at TU Dresden (1990). Before he joined the Department on January 1, 2001, he worked at TU Dresden, ETH Zürich, ISOR Wellington, RUG Groningen.

**Modelling Extremal Events for Insurance and
Finance**
(jointly written with **P. Embrechts
**and **C.
Klüppelberg,
**Springer Verlag 1997). See
www.amazon.com.
and www.springer-ny.com.
Here
are some pages with corrected typos. In the eigth printing (2009)
these
typos will be corrected.

**Elementary Stochastic Calculus with Finance
in View** (World Scientific Singapore 1998). See
www.amazon.com.
or
www.worldscientific.com.

**Levy Processes - Theory and Applications**
(jointly edited with **O.E. Barndorff-Nielsen
**and
**S.I.
Resnick
**). See
here.

**Empirical Process Techniques
for Dependent Data**
(jointly edited with **M. Sorensen
**and
**H.G. Dehling
**). See
here.

** Non-Life Insurance Mathematics.
An Introduction with Stochastic Processes **
(Springer Verlag 2004) See
here.
Here
are some pages with corrected typos. In the second printing (2006)
these
typos were corrected.

**The Handbook of Financial Time Series**
(jointly edited with **T.G. Andersen,
R.A. Davis **and
** J.-P. Kreiss
**). See
here.

** Non-Life Insurance Mathematics.
An Introduction with the Poisson Process ** Second
Edition 2009.
See
here.

**New Frontiers in Applied Probability. A Festschrift for Soeren Asmussen
** (JAP Special Volume 48A 2011)
(jointly edited with **
P. Glynn ** and ** T. Rolski **). See
here.

**Stochastic Models with Power-Law
Tails**
(jointly written with **
D. Buraczewski ** and ** E. Damek **). See
here.

**For past events, see **
here.

**Grant DFF-4002-00435,
Large random matrices with heavy tails and dependence
**

**For the website, see here
**
here.

**For some
recent preprints see **
here.