Jan Streicher

About Me
As an external PhD student (supervised by Prof. Dr. Max Nendel) at the Center for Mathematical Economics I defended by doctoral thesis in November 2024. Currently I work in the risk control unit of the Landesbank Baden-Württemberg (LBBW) in Stuttgart. My research interests concern model uncertainty in the context of default and bankruptcy risk.

Professional Experience
Senior Risk Methodologist, LBBW, 01.10.2020-
Trainee, LBBW, 01.04.2019-30.09.2020

Academic Positions
Visiting lecturer, Bielefeld University, 01.10.2021-30.09.2022
Visiting lecturer, DHBW Mannheim, January 2019
Student teaching assistent, University of Konstanz, 01.10.2014-31.03.2019

Academic Studies
Dr. rer. pol. (Mathematical Economics), Bielefeld University, 21.11.2024
M.Sc. (Mathematics with Physics as subsidiary subject), University of Konstanz, 14.12.2018
B.Sc. (Mathematics with Physics as subsidiary subject), University of Konstanz, 01.10.2014

Publications
[3] Upper comonotonicity and risk aggregation under dependence uncertainty (with C. De Vecchi and M. Nendel). To appear in Math. Finance (2025+). https://doi.org/10.1111/mafi.70008
[2] A hypothesis test for the long-term calibration in rating systems with overlapping time windows (with P. Kurth and M. Nendel). Risks 12 (2024). https://doi.org/10.3390/risks12080131
[1] An axiomatic approach to default risk and model uncertainty in rating systems (with M. Nendel). J. Math. Econom. 109 (2023), paper no. 102896. https://doi.org/10.1016/j.jmateco.2023.102896