Welcome to your site! This is your homepage, which is what most visitors will see when they come to your site for the first time.
My name is Alexander von Felbert.
I am a passionate mathematician, computer scientist and risk manager living with my family in Munich (Germany). I have studied math and computer science at the University of Hagen and Bonn, respectively. I won a main prize of a German-wide competition of the German Mathematical Society called Studierendenkonfernz for my diploma thesis in 2010.
I have been working as a risk manager in several financial institutions since almost a decade, gathering expertise in all main risk types. Maybe this is the reason why I tend to use examples that are related to the finance sector.
I discovered statistical and machine learning as another passion, that combines math, statistics and computer science in a very productive way.
Let us assume we have a sample of two random variables and at hand, and we would like to know more about how both variables are interrelated to each other. The elements of the sample of size of both random variables shall be denoted as a tuple with . The empirical (bivariate) copula is defined …