I currently hold a Post Doctoral position at the Humboldt University Berlin.
My research fields are Stochastics, Financial Mathematics and Economic Theory.
I am particularly interested in the conceptual study of risk in a very broad sense.
In mathematical terms, this yields to the study of risk preferences where robust representation in terms of duality might be given.
These concepts were introduced and extensively studied in a joint paper with Michael Kupper "Risk Preferences and their Robust Representation" which was also part of my PhD Thesis (with the same title).
In this PhD Thesis, I also develop an axiomatic approach to conditional preferences where incomplete orders might be conditioned on additional information.
I now still work in cooperation with Michael Kupper in the Project E11 " Beyond Value at Risk: Dynamic Risk Measures and Applications" part of the DFG research center Matheon - Mathematics for key technologies.
I am a former member of the
- International Research Training Group “Stochastic Models of Complex Processes” (funded student from 10/2006 to 08/2009)
- Berlin Mathematical School