From Statistics to Mathematical Finance Festschrift in Honour of Win
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide var
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tistics to Mathematical Finance Festschrift in Honour of Winfried Stute
From Statistics to Mathematical Finance
Dietmar Ferger Wenceslao González Manteiga Thorsten Schmidt Jane-Ling Wang •
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Editors
From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute
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Editors Dietmar Ferger Institute of Mathematical Stochastics Technische Universität Dresden Dresden Germany
Thorsten Schmidt Institute of Mathematics University of Freiburg Freiburg Germany
Wenceslao González Manteiga Faculty of Mathematics University of Santiago de Compostela Santiago de Compostela Spain
Jane-Ling Wang Department of Statistics University of California Davis, CA USA
ISBN 978-3-319-50985-3 DOI 10.1007/978-3-319-50986-0
ISBN 978-3-319-50986-0
(eBook)
Library of Congress Control Number: 2017945698 © Springer International Publishing AG 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Foreword
Scenes from my Life—Winfried Stute I was born on 20 November 1946, in Bochum (West Germany), a city which is located in the Ruhr Valley, a heavily industrialized region comprising around 40 cities, whose economic basis at that time was the coal and steel industry. People from the area take pride in their working-class background, though they do not usually talk much about it. What they do make known is their passion for football, and wearing a shirt with the right team colours is almost a matter of religion. In the early 1950s, family apartments were still small, so to meet friends one had to play in the streets or the ruins left over from the war. I had no brothers and sisters, but my cousins all lived in the same neighbourhood. What I remember
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