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Curriculum Vitae
- Since 2020
Research Fellow, Institute of Actuarial and Financial Mathematics & House of Insurance, Leibniz University Hannover
- Since 2020
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Publications
- Estimating and simulating risk in complex systems
Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2025
- Adaptive Sampling for k-Nearest Neighbor Regression of Black-Box Models
(with T. Knispel and S. Weber)
- An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
(with S. Weber)
- Multinomial Backtesting of Distortion Risk Measures
(with S. Kim and S. Weber)
Insurance: Mathematics and Economics, 119, 130-145, 2024
- Estimating and simulating risk in complex systems