Lehrbeauftragter am IMW im SoSe 2022: Tutorenkolloquium zu "Mathematik II" (Beleg-Nr. 310076)
About Me
I'm an external PhD student (supervised by Prof. Dr. Max Nendel) at the Center for Mathematical Economics working for the Landesbank Baden-Württemberg (LBBW) in Stuttgart. My research interests concern model uncertainty in the context of default and bankruptcy risk.
Personal Data
Born in Heilbronn on September 22nd, 1992.
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
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
Preprints and Working Papers
[1] Upper comonotonicity and risk aggregation under dependence uncertainty (with C. De Vecchi and M. Nendel), Preprint, 2024. https://arxiv.org/abs/2406.19242
Publications
[2] A hypothesis test for the long-term calibration in rating systems with overlapping time windows (with P. Kurth and M. Nendel). Forthcoming in Risks (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