Research directions
Insurance Mathematics
First-passage time problems, ruin theory
Optimal control / optimal asset allocation
Risk Management and Risk Sharing
(Mutual) risk sharing schemes in Life and Pension
(pooled annuities, collective defined contribution plans, tontines)
Solvency, guaranty funds
Actuarial Science
Life and Pension insurance
Valuation in Finance and Insurance
Mortality modeling
Actuarial Data Science
Insurance analytics, risk projections
