Assistant at Vienna University of Technology
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Reform proposals for occupational plans and state pension schemes.
One World Actuarial Research Seminar,
Optimale Steuerung in der Versicherungsmathematik: von Renten bis Ruinwahrscheinlichkeiten.
The Problem With Negative Interest Rates.
University of Leeds,
Optimal Consumption under an Ornstein-Uhlenbeck Process as a Short Rate.
Technical University of Munich,
The Challenge of a Stochastic Interest Rate in Non-life Insurance.
University of Siegen,
Deterministic Income under a Stochastic Interest Rate.
Jahrestagung 2015 DAV / DGVFM,
Optimal consumption under deterministic income.
German Probability and Stochastic Days,
Maximising Exponential Utility of Restricted Dividend Payments in a Brownian Risk Model.
IME conference in Copenhagen,
Asymptotic Optimal Investment under Interest Rate for a Class of Subexponential Distributions.
Optimal investment and dividend strategies for an insurance company.
IME conference in Triest,
Optimal control of capital injections by reinsurance with constant rate of interest in the classical risk model and its diffusion approximation.
University of Haifa,
Optimal control of capital injections by reinsurance with constant rate of interest.
University of Edinburgh,
Optimal control of capital injections by reinsurance and investments in a Cramer-Lundberg model.
6th Conference in Actuarial Science and Finance on Samos,
Minimierung der diskontierten Kapitalzuführung durch Rückversicherung im klassischen Modell.
4th Cologne-Duesseldorf Seminar on Stochastics,
Optimal control of reinvestments by reinsurance.
Cologne Workshop of Actuarial Mathematics, Cologne (Germany),