Associate Professor at Vienna University of Technology
Home | Publications | Talks| FAM Home Page| TU Vienna
Suboptimal Dividend Controls in a Brownian Risk Model with Exponential Utility.
University of Jena,
February 2023
A Proposal for Occupational Plans with No Guarantees and Related Reputational Risks.
CONVENTION A,
September 2022
Dividend Maximisation with Negative and Positive Preference Rates.
German Probability and Stochastics Days,
September 2021
Reform Proposals for Occupational Plans and State Pension Schemes.
One World Actuarial Research Seminar,
November 2020
Optimale Steuerung in der Versicherungsmathematik: von Renten bis Ruinwahrscheinlichkeiten.
DGVFM Nachwuchsworkshop,
October 2019
The Problem With Negative Interest Rates.
University of Leeds,
April 2018
Optimal Consumption under an Ornstein-Uhlenbeck Process as a Short Rate.
Technical University of Munich,
May 2017
The Challenge of a Stochastic Interest Rate in Non-life Insurance.
University of Siegen,
May 2016
Deterministic Income under a Stochastic Interest Rate.
Jahrestagung 2015 DAV / DGVFM,
April 2015
Optimal consumption under deterministic income.
German Probability and Stochastics Days,
March 2014
Maximising Exponential Utility of Restricted Dividend Payments in a Brownian Risk Model.
IME conference in Copenhagen,
July 2013
Asymptotic Optimal Investment under Interest Rate for a Class of Subexponential Distributions.
University Lausanne,
November 2012
Optimal investment and dividend strategies for an insurance company.
IME conference in Triest,
June 2011
Optimal control of capital injections by reinsurance with constant rate of interest in the classical risk model and its diffusion approximation.
University of Haifa,
November 2010
Optimal control of capital injections by reinsurance with constant rate of interest.
University of Edinburgh,
July 2010
Optimal control of capital injections by reinsurance and investments in a Cramer-Lundberg model.
6th Conference in Actuarial Science and Finance on Samos,
June 2010
Minimierung der diskontierten Kapitalzuführung durch Rückversicherung im klassischen Modell.
4th Cologne-Duesseldorf Seminar on Stochastics,
January 2009
Optimal control of reinvestments by reinsurance.
Cologne Workshop of Actuarial Mathematics, Cologne (Germany),
March 2008