Sprechstunde

Nach Vereinbarung (bitte kurze Anmeldung per E-Mail)

Kurz-Lebenslauf

• 03/2020: Doktor der Wirtschaftswissenschaften (Dr. rer. pol.), Universität Ulm, Institut für Versicherungswissenschaften, Prof. Chen
• 07/2018: Master of Science in Wirtschaftsmathematik, Universität Ulm
• seit 10/2017: Wissenschaftlicher Mitarbeiter am Institut für Versicherungswissenschaften, Universität Ulm
• 08/2017: Master of Science in Mathematics, Illinois State University, IL, USA

Lehrtätigkeit

• Sommersemester 2020: Topics in Life and Pension Insurance (Prof. Chen)
• Sommersemester 2020: Special Aspects of Insurance Economics (Prof. Chen)
• Wintersemester 2019/20: Life-, Health- and Pension-Mathematics (Prof. Zwiesler)
• Sommersemester 2019: Finanzierung (Prof. Chen)
• Sommersemester 2019: Special Aspects of Insurance Economics (Prof. Chen)
• Sommersemester 2019: Qualitatives Risikomanagement in der Versicherung (Prof. Diers)
• Wintersemester 2018/19: WiMa-Praktikum A (Prof. Diers)
• Wintersemester 2018/19: Special Aspects of Insurance Economics (Prof. Chen)
• Wintersemester 2018/19: Life-, Health- and Pension-Mathematics (Prof. Zwiesler)
• Wintersemester 2017/18: Ausgewählte Aspekte der Versicherungswirtschaft (Bachelorseminar, Prof. Chen)

Publications

• Optimal collective investment: The impact of sharing rules, management fees and guarantees (with An Chen and Thai Nguyen). Journal of Banking and Finance, 123, DOI: 10.1016/j.jbankfin.2020.106012, 2021. [Link]

• Current developments in German pension schemes: What are the benefits of the new target pension? (with An Chen). European Actuarial Journal, forthcoming. DOI: 10.1007/s13385-020-00247-w, 2020. [Link]

• Optimal retirement products under subjective mortality beliefs (with An Chen and Peter Hieber). Insurance: Mathematics and Economics, in Press. DOI: 10.1016/j.insmatheco.2020.07.002, 2020. [Link]

• On the optimal combination of annuities and tontines (with An Chen and Thorsten Sehner). ASTIN Bulletin: The Journal of the IAA, 50(1):95-129, DOI: 10.1017/asb.2019.37, 2020. [Link]

• Options on tontines: An innovative way of combining tontines and annuities (with An Chen). Insurance: Mathematics and Economics, 89:182-192, DOI: 10.1016/j.insmatheco.2019.10.004, 2019. [Link]

• Die zentrale Renteninfo kann (und sollte) kommen (with Gundula Dietrich, André Geilenkothen and Hans-Joachim Zwiesler). Aktuar Aktuell, 47:14-15, 2019. [Link]

• Konzeptionelle Grundlagen für eine säulenübergreifende Altersvorsorgeinformation (with Gundula Dietrich, André Geilenkothen, Hans-Joachim Zwiesler and many others). Bundesministerium für Arbeit und Soziales (BMAS), 2019. [Studie, Zusammenfassung]

Current research

• A collective investment problem in a stochastic volatility environment: The impact of sharing rules (with An Chen and Thai Nguyen)

• Fees in tontines (with An Chen and Montserrat Guillen)

• Optimal bequest-embedded retirement products (with An Chen)

Doctoral Thesis

Optimal Design of Private and Occupational Retirement Plans [Link]

Conference and Workshop Presentations

• 10/2020: DGVFM-Workshop für junge Mathematiker, Reisensburg.

• 10/2020: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

• 02/2020: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

• 07/2019: 23rd International Congress on Insurance: Mathematics and Economics, München.

• 03/2019: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

• 03/2019: Workshop on Fair valuation at Université Libre de Bruxelles, Brussels, Belgium.

• 11/2018: Wima-Kongress 2018, Ulm.

• 09/2018: European Actuarial Journal Conference, Leuven, Belgium.

• 03/2018: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

Other Activities

• Journal referee: ASTIN Bulletin: The Journal of the IAA

• Actuary qualification: Successfully completed all necessary examinations of the German Actuarial Association (DAV) to become a qualified actuary.