3 papers in the archive (2023–2026), average empirical rigor 3.8/10, average math complexity 7.8/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in Insurance & Actuarial Risk, Fixed Income & Interest Rates.
Frequent co-authors: Florian Gach (2), Jonas Ingmanns (1), Nicole Kastanek (1), Eva Kienbacher (1), Gabriel Schachinger (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Existence and uniqueness of solutions to the multi-dimensional mean-field Libor market model (introduced by [7]) is shown. This is used as the basis for a numerical asset-liability management (ALM) model capable of calculating future discretionary benefits in accordance with Solvency~II regulation.
This article is concerned with the asymptotic shape of quantile surfaces, defined as the set of quantiles at a given level $α$ generated by a controlled one-dimensional distribution. Specifically, when the distribution arises as a linear combination of log-normal random variables and the control is
We are concerned with the market-consistent valuation of lifelong health insurance products, which are subject to adjustments derived from the actuarial equivalence principle and driven by (medical) inflation. Such products are well-established in the European national markets, and the dynamics of t