Prof. Dr. Mitja Stadje
__________________Prof. Dr.__________Mitja__________Stadje_________
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Institut f眉r Versicherungswissenschaften
__Universit盲t Ulm
_______Universit盲t Ulm
____89069____Ulm___
_______________Prof. Dr. Mitja Stadje
Sprechstunde
By email appointment.
Further information can be found on my .
Employment & Education History
Tilburg University
- tenured Associate Professor, November 2014
- Assistant Professor (tenure track), September, 2010
- Department of Econometrics and Operations Research
Eurandom, Technical University of Eindhoven
- Postdoctoral Fellow, starting July, 2009
- Multivariate Risk Modelling Group
- Department of Mathematics and Computer Sciences
Princeton University
- PhD: May 2009
- Department of Operations Research and Financial Engineering
- Advisor: Professor Patrick Cheridito
- Graduate School Fellowship
- Master of Arts: July 2007
Current Research Interests
- Optimal Control Theory and its Applications in Insurance and Finance
- Dynamic Mortality Modelling
- Axiomatization and Aggregation of Risk Measures in Time-Consistent and Market-Consistent Directions
- Portfolio Selection and Valuations in Incomplete Markets
- Levy Processes and their Applications in Finance and Insurance
- Optimal Entry and Exit decisions and the Pricing of American Options
- Hedging under Endogenous Market Impacts
Publications
See my webpage