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
