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About me

My Life (CV, 2013):

View my CV in German and the List of my Publications and Talks

Affiliations

Scientific and Professional Affiliations

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

Publications, talks and presentations

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