Education and work experience
Work experience
Academic Positions
- Professor of Actuarial Mathematics, University of Lausanne, since 2009
- Faculty Member, Swiss Finance Institute, since 2011
- Professor of Insurance Mathematics, University of Linz, 2007-2009
- Deputy Director of the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, 2007-2009
- Group Leader "Financial Mathematics" at the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, 2005-2009
- Associate Professor at Graz University of Technology, 2005-2007
- Visiting Associate Professor at the University of Aarhus, 2005
- Assistant Professor at Graz University of Technology, 2001-2005
- Postdoctoral Research Fellow, Katholieke Universiteit Leuven, 2003-2004
- Visiting Scholar, International Institute of Applied Systems Analysis, Laxenburg, 1998
Education
- Habilitation (Venia Docendi) in Applied Mathematics, Graz University of Technology, 2005
- Ph.D. in Technical Mathematics, Graz University of Technology, 2001
- Studies of Technical Mathematics and Astronomy at Graz University of Technology, University of Limerick (Ireland) and Johns-Hopkins University Baltimore (Maryland, USA)
Others activities
Editorial Responsibilities
- Editor-in-Chief, European Actuarial Journal, since 2019
- Editor-in-Chief, Springer Actuarial Series, since 2012
- Co-Editor, Statistics & Risk Modeling, since 2011
- Associate Editor, Journal of Applied Probability, since 2009
- Associate Editor, Advances in Applied Probability, since 2009
- Member of the Editorial Board, Radon Series for Computational and Applied Mathematics, deGruyter Berlin, since 2006
- Associate Editor, Insurance: Mathematics & Economics, 2008-2009 and since 2019
- Editor, Insurance: Mathematics & Economics, 2010-2018
- Co-Editor, European Actuarial Journal, 2011-2018
- Associate Editor, Mathematical Methods of Operations Research, 2007-2011
- Editor, Bulletin of the Swiss Association of Actuaries, 2009-2010
- Associate Editor, Blaetter der DGVFM, 2007-2010
Research Projects
- Project Leader "Risk Modelling with Matrix Distributions", supported
by the Swiss National Science Foundation, 2020-2023
- Project Leader "High precision approximations in risk theory with heavy tails", supported
by the Swiss National Science Foundation, 2017-2019
- Co-Investigator "Impact 2C", EU-FP7 Grant, 2011-2015
- Project Leader "Mathematical Analysis of Insurance Risk Processes II", supported
by the Swiss National Science Foundation, 2012-2016
- Project Leader "Mathematical Analysis of Insurance Risk Processes", supported
by the Swiss National Science Foundation, 2009-2012
- Project Leader ''Mathematical Models for Insurance Risk'' supported by the Austrian Science Fund, 2006-2009
- Research Associate, "Economics of Weather and Climate Risks I", supported by the Jubilee Fund of the Austrian National Bank, 2008-2009
Competences
Actuarial Mathematics
Mathematical Finance
Stochastic Simulation
Applied Probability
