Jonas Brehmer

Jonas Brehmer

Research Assistant / GRK „RTG 1953“
University of Mannheim
Fakultät für Wirtschafts­informatik und Wirtschafts­mathematik
B6, 26 – Room B 3.14
68159 Mannheim

Teaching

  • HWS 2020: Extremwerttheorie (Vorlesung)
  • FSS 2019: Mathematische Methoden der Big Data Analytics II (Übung)
  • HWS 2018: Extremwerttheorie (Übung)
  • HWS 2017: Zeitreihenanalyse und Räumliche Statistik (Übung)

Publications

Articles

  • Brehmer, J. R. and Strokorb, K. (2019). Why scoring functions cannot assess tail properties. Electronic Journal of Statistics, 13 (2) 4015-4034. Journal, arXiv
  • Brehmer, J. R. and Gneiting, T. (2020). Properization: constructing proper scoring rules via Bayes acts. Annals of the Institute of Statistical Mathematics, 72 (3) 659-673. Journal, arXiv.
  • Brehmer, J. R. and Gneiting, T. (2020). Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval. Preprint. arXiv, Short talk at OWS

Theses

  • Brehmer, J. R. (2017). Elicitability and its Application in Risk Management. Master thesis, University of Mannheim. Available here.