M. Sc. Justin Plückebaum
M. Sc. Justin Plückebaum
M. Sc. Justin Plückebaum
-
Curriculum Vitae
- Since 2023
Research Fellow, Institute of Actuarial and Financial Mathematics & House of Insurance, Leibniz University Hannover
- Since 2023
-
Publications
- A Conflict-Aware Extension of the Cell Transmission Model for Consistent Intersection Delay Simulation
(with Z. Feinstein and S. Weber)
To appear in: Simulation Modelling Practice and Theory
- A Modular Simulation Framework for Multidirectional Interaction Modeling in Cell Transmission Models
(with Z. Feinstein and S. Weber)
- Robust Portfolio Selection Under Recovery Average Value at Risk
(with C. Munari and S. Weber)
SIAM Journal on Financial Mathematics, 15(1), 295-314, 2024
- A Conflict-Aware Extension of the Cell Transmission Model for Consistent Intersection Delay Simulation