Uwe Schmock

Uwe Schmock is a Full Professor at the Vienna University of Technology, leading research in Financial and Actuarial Mathematics within the Institute for Statistics and Mathematical Methods in Economics. His work bridges theoretical probability with practical financial and insurance risk modeling.

• Research interests include large deviations theory, risk aggregation, credit risk models, and stochastic integration.
• He has contributed to insurance mathematics through catastrophe bond analysis (e.g., WinCAT coupons) and annuity valuation tables.

His recent publications focus on U-empirical measures, Panjer's recursion, and exotic options under market constraints. Scientific awards include the Charles A. Hachemeister Prize and the David Garrick Halmstad Memorial Prize. He actively collaborates with institutions like ETH Zurich and the American Casualty Actuarial Society.