Dr. Arne Johannssen

Forschungsschwerpunkte

Artificial Intelligence
Business Analytics
Computational Statistics
Data Science
Industrial Statistics
Multiple Time Series Analysis
Quantitative Risk Management
Soft Computing
Statistical Inference

Fields of Application: Finance, Health, Industrial Engineering, Insurance, Operations Research, Production

Publikationen in referierten Fachzeitschriften

• The performance of the hypergeometric np chart with estimated parameter (with P. Castagliola & N. Chukhrova). European Journal of Operational Research, 2022, 296(3), pp. 873-899.
• Two-tailed hypothesis testing for the median with fuzzy categories applied to the detection of health risks (with N. Chukhrova). Expert Systems with Applications, 2022, 192, 116362.
• A number-between-events control chart for monitoring finite horizon production processes (with P. Castagliola, G. Celano & N. Chukhrova). Quality and Reliability Engineering International, 2022, in press.
• Stochastic Claims Reserving Methods with State Space Representations: A Review (with N. Chukhrova). Risks, 2021, 9(11), 198.
• Efficient algorithms for calculating the probability distribution of the sum of hypergeometric-distributed random variables (with P. Castagliola & N. Chukhrova). MethodsX, 2021, 8, 101507.
• Generalized two-tailed hypothesis testing for quantiles applied to the psychosocial status during the COVID-19 pandemic (with N. Chukhrova). International Journal of Intelligent Systems, 2021, 36(12), pp. 7412-7442.
• Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving (with N. Chukhrova). Risks, 2021, 9(6), 112.
• Non-parametric Fuzzy Hypothesis Testing for Quantiles applied to Clinical Characteristics of COVID-19 (with N. Chukhrova). International Journal of Intelligent Systems, 2021, 36(6), pp. 2922-2963.
• Fuzzy Hypothesis Testing: Systematic Review and Bibliography (with N. Chukhrova). Applied Soft Computing, 2021, 106, 107331.
• Statistical Literacy - Misuse of Statistics and its Consequences (with N. Chukhrova, F. Schmal & K. Stabenow). Journal of Statistics and Data Science Education, 2021, 29(1), pp. 54-62.
• Monitoring of High-Yield and Periodical Processes in Health Care (with N. Chukhrova). Health Care Management Science, 2020, 23(4), pp. 619-639.
• Randomized vs. Non-Randomized Hypergeometric Hypothesis Testing with Crisp and Fuzzy Hypotheses (with N. Chukhrova). Statistical Papers, 2020, 61(6), pp. 2605-2641.
• Fuzzy Hypothesis Testing for a Population Proportion based on set-valued Information (with N. Chukhrova). Fuzzy Sets and Systems, 2020, 387, pp. 127-157.
• Generalized One-Tailed Hypergeometric Test with Applications in Statistical Quality Control (with N. Chukhrova). Journal of Quality Technology, 2020, 52(1), pp. 14-39.
• Die Relevanz von Journal-Rankings im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten aus Sicht zweier Nachwuchswissenschaftler (with N. Chukhrova). AStA – Wirtschafts- und Sozialstatistisches Archiv, 2020, 14(1), pp. 99-102.
• Fuzzy Regression Analysis: Systematic Review and Bibliography (with N. Chukhrova). Applied Soft Computing, 2019, 84, 105708.
• Hypergeometric p-Chart with Dynamic Probability Control Limits for Monitoring Processes with Variable Sample and Population Sizes (with N. Chukhrova). Computers and Industrial Engineering, 2019, 136, pp. 681-701.
• Improved Control Charts for Fraction Non-Conforming Based on Hypergeometric Distribution (with N. Chukhrova). Computers and Industrial Engineering, 2019, 128, pp. 795-806.
• Improved Binomial and Poisson Approximations to the Type-A Operating Characteristic Function (with N. Chukhrova). International Journal of Quality & Reliability Management, 2019, 36(4), pp. 620-652.
• Inspection Tables for Single Acceptance Sampling with Crisp and Fuzzy Quality Limits (with N. Chukhrova). International Journal of Quality & Reliability Management, 2018, 35(9), pp. 1755-1791.
• Robustifizierung des Chain-Ladder-Verfahrens über ein skalares Zustandsraummodell (with N. Chukhrova). Zeitschrift für die gesamte Versicherungswissenschaft, 2018, 107(1), pp. 61-83.
• State Space Models and the Kalman Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing (with N. Chukhrova). Risks, 2017, 5(2), 30.

Lehrtätigkeit

Finanz- und Versicherungswirtschaft
Aktuarielle Modelle und Methoden in der Nicht-Lebensversicherung
Quantitative Finance
Quantitatives Risikomanagement
Regressionsmodelle mit Anwendungen in der Versicherungs- und Finanzwirtschaft
Seminar "Quantitatives Risikomanagement"

Mathematik
Brückenkurs zur Mathematik und Statistik für Wirtschaftswissenschaften
Mathematik für Betriebswirte I
Mathematik für Betriebswirte II
Mathematik für Wirtschaftswissenschaften
Vorkurs Mathematik
Vorkurs zur höheren Mathematik
Wirtschaftsmathematik

Statistik
Entscheidungsrechnung
Methoden zur Entscheidungsfindung
Multivariate Statistik mit Anwendungen in den Wirtschaftswissenschaften
Regressions- und Zeitreihenmodelle mit Anwendungen in den Wirtschaftswissenschaften
Statistical Literacy - Statistische Fehlanwendungen und Konsequenzen
Statistik für Betriebswirte I
Statistik für Betriebswirte II
Statistik für Lehramtstudierende
Statistik mit R
Statistik mit SPSS
Statistische Lerntheorie

Volkswirtschaftslehre
Empirische Wirtschaftsforschung und Wirtschaftspolitik
Microeconomics
Volkswirtschaftslehre

Methodenunterstützende Software
Einführung in das Textsatzsystem LaTeX
LaTeX für Fortgeschrittene