Persönlicher Status und Werkzeuge

Prof. Dr. Claudia Czado

Associate Professor

Mathematical Statistics

Department

Mathematics

Contact Details

Business card at TUMonline

Academic Career and Research Areas

The research activities of Prof. Czado (b. 1959) center on the field of statistics. Her focus lies on modeling complex dependencies including regression effects and time/space structures. Multivariate distributions are constructed for risk management purposes. They allow asymmetrical dependencies which are different for each pair. Computer-aided processes are developed/optimized for adaptation. Applications can be found in the finance and insurance industries. A number of cooperation agreements with various international scientists and industry representatives are in place.

After studying in Göttingen, Prof. Czado received her doctorate from Cornell University in 1989. She then became assistant professor and, in 1995, associate professor at York University, Toronto. In 1998, she joined TUM. Prof. Czado has been published over 75 times. She is the co-founder/coordinator of the “WomenForMathScience” young scientists program and since 1998 has held the position of (acting) women’s representative for the department. Prof. Czado has held the Chair of Mathematical Statistics since 2008. She has headed up the HR committee of the Department of Mathematics since 2009.

Awards

  • Fulbright Travel Grant for Senior Scientists (2001)
  • Mathematica Sciences Institute Fellowship, Cornell University (1986)

Key Publications

Smith M, Min A, Almeida C, Czado C: “Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence” Journal of the American Statistical Association. Ahead of print.

Min A, Czado A: “Bayesian Inference for Multivariate Copulas using Pair-copula Constructions”. Journal of Financial Econometrics. 2010; 8(4): 511-546.

Abstract

Aas K, Czado C, Frigessi A, Bakken H: “Pair-copula constructions of multiple dependence”. Insurance, Mathematics and Economics. 2009; 44(2): 182-198

Abstract

Czado C, Erhardt V, Min A, Wagner S: “Zero-inflated generalized Poisson models with Regression Effects on the Mean, Dispersion and Zero-inflation Level Applied to Patent Outsourcing Rates”. Statistical Modelling. 2007; 7: 125-153.

Abstract

Newton M, Czado C, Chappell R: “Semiparametric Bayesian Inference for Binary Regression”. The Journal of the American Statistical Association. 1996; 91: 142-153.