Education
- 2016: Graduation as Dr. rer. pol., University of Mannheim
- 2011: Diploma in Mathematics (M.Sc. equivalent), University of Mannheim
- 2008: Diploma in Business Administration (M.Sc. equivalent), University of Mannheim
Publications and Accepted Papers
- Risk Pooling and Solvency Regulation: A Policyholder’s Perspective (with Peter Albrecht), Journal of Risk and Insurance, 2022, Forthcoming.
- Multivariate Crash Risk (with Fousseni Chabi-Yo and Florian Weigert)
Journal of Financial Economics, 2021, Forthcoming. - The Fundamental Theorem of Mutual Insurance (with Peter Albrecht),
Insurance: Mathematics and Economics 75, July 2017, 180 – 188.
Working Papers
- Option-Implied Solvency Capital Requirements (with Jan Bauer)
- Forward-Looking Tail Risk Measures (with Chu Zhang and Ti Zhou)
- Tail Risk Hedging and Regime Switching (with Peter Albrecht and Alexandr Pekelis), Online Appendix
Teaching
- FIN 660 Quantitative Risk Management (Lecture and Exercises)
- FIN 913 Advanced Quantitative Risk Management (Case studies and Exercise Sessions)
- FIN 560 Risk Management of Insurance Companies (Exercise sessions)
- FIN 561 Investment Management of Insurance Companies (Exercise sessions)
Textbook
Finanzrisikomanagement (Financial Risk Management, in German)
P. Albrecht, M. Huggenberger, Stuttgart: Schäffer-Poeschel, 2015, 583 p.
Matlab package