معرفی
Prof. Mitja Stadje is a Professor at the University of Ulm's Department of Insurance Science. Previously, he served as a tenured Associate Professor at Tilburg University's Department of Econometrics and Operations Research (since November 2014) and held an Assistant Professor position there from 2010. Earlier, he was a Postdoctoral Fellow at Eurandom, Technical University of Eindhoven (2009–2010).
Education: PhD in Operations Research and Financial Engineering from Princeton University (May 2009, advised by Prof. Patrick Cheridito), with a Graduate School Fellowship. Master of Arts from Princeton (July 2007).
Research focuses on Optimal Control Theory applications in Insurance/Finance, Dynamic Mortality Modelling, Risk Measure Axiomatization, Portfolio Selection in Incomplete Markets, Levy Processes, Optimal Entry/Exit Decisions, and Hedging under Market Impacts. His work bridges theoretical mathematics with practical financial/insurance applications.
Publications are accessible via his website. Office: Helmholtzstrasse 20, Room 1.50. Contact via email预约.
