piwik-script

Deutsch Intern
  • Interior of the library of mathematics
  • Mathematical formulas on a blackboard
  • Close up notes
Financial Mathematics

Talks

  • Valuation in the structural model of financial networks
    • Research Seminar of the Oesterreichische Nationalbank (OeNB), May 8, 2015, pdf
    • Frankfurt MathFinance Colloquium -- Frankfurt MathFinance Institute, November 27, 2014, pdf, photo (foreground: Christoph Kühn; background: Tom Fischer; photographer: Dirk Müller)
      Original title: Valuation in the structural model of systemic interconnectedness
  • No-arbitrage pricing under systemic risk: accounting for cross-ownership
    • 10th German Probability and Statistics Days 2012 - Stochastik-Tage Mainz, Mainz, March 6-9, 2012
    • Scientific Conference of the German Association for Actuarial and Financial Mathematics (DGVFM), Bremen, April 30, 2010
  • Finanz- und Versicherungsmathematik: Einblicke & Beispiele
    • Mathematiker besuchen Ihre Schule, Bayernkolleg Schweinfurt, Schweinfurt, May 22, 2012, pdf
    • Tag der Mathematik, University of Würzburg, Würzburg, November 6, 2010
  • From fair risk contributions to fair premiums
    • First Buea Conference on the Mathematical Sciences, Buea (Cameroon), May 14, 2009
    • Students' Actuarial Society Conference, Edinburgh, February 25, 2009
  • Consumption processes and positively homogeneous projection properties
    • Cass Business School (City University), London, March 12, 2008
    • Bachelier Finance Society, Fourth World Congress, Tokyo, August 17-20, 2006
    • Frankfurter Stochastik-Tage 2006, Goethe-Universität, Frankfurt am Main, March 14-17, 2006
  • Alternative Consumption Strategies and Their Actuarial Applications
    • Presentation at the Workshop for Young Mathematicians by the Deutsche Aktuar-Akademie, Reisensburg, September 21-22, 2007
  • Project Presentation: Consumption Processes with Local Properties
    • Faculty and Institute of Actuaries, Staple Inn, London, March 19, 2007
  • Differentiability of Risk Measures: Applications, Problems, Remedies
    • Workshop "Risk Measures & Risk Management General Aspects", EURANDOM, Eindhoven, May 9-11, 2005
  • On the decomposition of risk in life insurance
    • Workshop on the Interface between Quantitative Finance and Insurance, ICMS, Edinburgh, 4-8 April 2005
    • 8th International Congress on Insurance: Mathematics and Economics, University Luiss Guido Carli, Rome, June 14-16, 2004
  • Risk and performance optimization for portfolios of bonds and stocks
    • Karlsruher Stochastik-Tage 2004, Karlsruhe University, March 23-26, 2004
    • Presentation at the European Central Bank (ECB) Frankfurt, February 13, 2004
  • An axiomatic approach to valuation in life insurance
    • Vienna University of Technology, Financial and Actuarial Mathematics Group, November 28, 2003
    • London School of Economics, Department of Statistics, October 17, 2003
    • 7th International Congress on Insurance: Mathematics and Economics hosted by I.S.F.A. in Lyon, June 25-27, 2003
  • Risk Capital Allocation by Coherent Risk Measures Based on One-Sided Moments
    • 6th Conference of the Swiss Society for Financial Market Research, Zürich / Rüschlikon, SwissRe Centre for Global Dialogue, April 4, 2003
    • 6th International Congress on Insurance: Mathematics and Economics hosted by CEMAPRE, ISEG, in Lisbon, July 15-17, 2002
  • Kohärente Risikomaße und ihre Anwendung in Versicherungsunternehmen
    • 47. Tagung der ASTIN-Gruppe der Deutschen Aktuarvereinigung e.V. (DAV), Hamburg, 15. November 2002
  • Simulation of the Yield Curve: Checking a Cox-Ingersoll-Ross Model
    • BMBF-Workshop "Energie- und Finanzwirtschaft", ZIB, 04.-05.03.2002
    • Joint seminar "Mathematical Finance" of the University of Bonn and the research center "caesar", Bonn, February 21, 2002
  • Examples of Coherent Risk Measures Depending on One-Sided Moments
    • Ph.D.-student workshop "Financial Mathematics and Statistics" at "caesar", Bonn, November 29-30, 2001
  • Differentiability of coherent risk measures
    • Lunchtime Seminar on Financial and Insurance Mathematics at ETH Zürich, July 4, 2001
  • Eine Methode zur Modellierung stochastischer Abhängigkeit von Ausfallereignissen in Kreditportfolios
    • Doktorandenseminar des Alfred-Weber-Instituts, Universität Heidelberg, 8. Mai 2001