About me
My Life (CV, 2013):
View my CV in German and the List of my Publications and Talks
Affiliations
Scientific and Professional Affiliations
- Austrian Actuarial Society (AVÖ) (Anerkannter Aktuar AVÖ)
- Austrian Mathematical Society (ÖMG)
Non-Scientific Affiliations
Scientific Projects and Grants
- Generation of the Austrian Annuity Valuation Table AVÖ 2005R on behalf of the Austrian Actuarial Society (AVÖ) and the Austrian Association of Insurance Companies (VVÖ). 2004-2005.
- Research Grant P-18022 of the Austrian Science Foundation (FWF): "Robust Calibration of Jump-Type Asset Price Models"
- Christian Doppler Research Laboratory "Portfolio Risk Management" (PRisMa-Lab), Module Leader Module M9 (Quantification of counter-party risk for exotic swaps)
Conference and Workshop Organization
- Workshop on "Calibration, Lévy processes in finance, FFT, and related issues", 16. November 2007, Vienna University of Technology
- Workshop "Praxis der Finanz- und Versicherungsmathematik", 1./2. March 2010, Vienna University of Technology.
- Workshop "Praxis der Finanz- und Versicherungsmathematik", 1./2. March 2012, Vienna University of Technology.