Presentations

Managing Solvency Ratios in a Volatile Environment under Solvency II, FSI Seminar on Improving the Resilience of Insurers, Financial Stability Institute (FSI) of the Bank for International Settlements and the Basel Committee on Banking Supervision, Basel, Switzerland, 20.03.-22.03.2012
Market-Consistent Valuation of Liabilities, Seminar on Solvency II and the Insurance Solvency Standards of the IAIS (Seminar für Versicherungsaufseher des Financial Stability Institute der Bank für Internationalen Zahlungsausgleich), Basel, Schweiz, 22.02.-24.02.2011.
Calculating a Risk Margin, Developing and implementing efficient internal models, London, England, 29.04.-30.04.2010.
Gruppen-SCR: Abzugs- und Aggregationsmethode, GDV-Informationsveranstaltung QIpublicationsb für Gruppen, Berlin, 05.11.2009.
Risk Modelling and beyond: Integrated Risk Management at Munich Re, CFO Symposium, Singapur, 04.09.-05.09.2008.
Quantile-based Contribution Values with Applications to Risk Allocation, 9-th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Litauen, 25.06.-30.06.2006.
Coherent Risk Allocation for Comonotonic Additive Coherent Risk Measures, AMaMeF: First Conference of Advanced Mathematical Methods for Finance, Side, Antalya, Türkei, 26.04.-29.04.2006.
Quantile-Based Contribution Values with Applications to Risk Allocation, Frankfurter Stochastik-Tage 2006, Frankfurt, 14.03.-17.03.2006.
On Coherent Variability Measures and Conditioning, ISIPTA '05: Fourth International Symposium on Imprecise Probabilities and Their Applications, Pittsburgh, PA, USA, 20.07.-23.07.2005.
A Philosophical Foundation of Non-additive Measure and Probability, FUR XI - Paris 2004: Eleventh International Conference on the Foundations and Applications of Utility, Risk and Decision Theory, Paris, Frankreich, 30.06.-03.07.2004.
Downloads: Slides, Preprint
Continuous Linear Representation of Coherent Lower Previsions, ISIPTA '03: Third International Symposium on Imprecise Probabilities and Their Applications, Lugano, Schweiz, 14.07.-17.07.2003.
A General Concept of Characterizing Classes of Cooperative Games, RUD 2003 : Risk, Uncertainty and Decision, Mailand, Italien, 07.07.-09.07.2003.
Exact Functionals, XVI. Bielefeld FOG-Meeting, Bielefeld, 05.12.-07.12.2001.
Superlineare Funktionale als Verallgemeinerung Exakter Kooperativer Spiele, Studierenden-Konferenz Mathematik 2001: Aachen, 12.09.-14.09.2001.
Coherent Lower Previsions as Exact Functionals and their (Sigma-)Core, ISIPTA '01: Second International Symposium on Imprecise Probabilities and Their Applications, Ithaca, NY, USA, 26.06.-29.06.2001.
Exact Cooperative Games and their (Sigma-)Core, FUR X: Tenth International Conference on the Foundations and Applications of Utility, Risk and Decision Theory, Turin, Italien, 30.05.-02.06.2001.