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Short CV
In October 2013, Florian Brück began his studies in business mathematics at the Ludwig-Maximilians-University Munich. In October 2017, he moved to the Master's program Mathematical Finance and Actuarial Science at the Technical University of Munich. He completed his master's degree in July 2019 with a master's thesis on "Clarke's Test For Non-Nested Model Comparison". As part of his studies Florian completed a year abroad at California State University San Marcos and gained practical experience through internships at PwC, Deutsche Bank and Munich Re. In September 2019, Florian Brück started his PhD at the Chair of of Mathematical Finance.
Brück F., Mai J. and Scherer M.: Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes. Extremes, 2022 more…
Brück, F., Fermanian, J.-D. and Min, A.: A corrected Clarke test for model selection and beyond. Journal of Econometrics, 2022 more…
Brück, Florian: Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences. Journal of Multivariate Analysis, 2022 more…
