Dr. Peter Hieber

By appointment (please send a short email in advance)
Ph.D., Focus: Mathematics, TU München.
M.Sc., Focus: Finance and Information Management, Universität Augsburg and TU München.
B.Sc., Focus: Mathematik, TU München.
since 10/2019: DAAD-Prime Research Fellowship Université Catholique de Louvain, Belgium.
10/2018–09/2019: Professorship (W2) "Risk and Insurance", TU Munich.
03/2018–05/2018: PostDoc Université Catholique de Louvain, Prof. Pierre Devolder, Prof. Griselda Deelstra.
since 07/2014: PostDoc researcher at the Institute of Insurance Science, Ulm University, Prof. Dr. An Chen.
04/2010–07/2014: Scientific assistant at the Chair of Mathematical Finance, TU Munich, Prof. Dr. Matthias Scherer.
03/2012–10/2012, 03/2013–04/2013, 07/2013–09/2013: Research assistant at Ryerson University, Toronto, Prof. Dr. Marcos Escobar.
04/2009–11/2009: Research and teaching assistant at the University of Toronto, Prof. Dr. Luis Seco, Prof. Dr. Marcos Escobar.
Life and Pension Insurance, Mathematical Finance, Actuarial Data Science.
Insurance contract design, contract valuation and (portfolio) risk management.
Behavioral insurance, adverse selection, moral hazard.
Optimal control, optimal asset allocation.
Actuarial Science:
Mathematical Finance:
Probability:
Hieber, P.: First-exit times and their applications in default risk management, TU München, 2013. [PDF]
Awarded with theGauß Prize for Young Researchers 2013 and the Hamburg Dissertation Award in Insurance Science 2014