Mitja Stadje

Former PhD Students

  • Kossi Gnameho (graduated December 2016, University of Maastricht, joint supervision with Antoon Pelsser)


  • Academic Participant of the Netspar Research Grant "Design of pension contracts in incomplete markets and under uncertainty'',  Netherlands, 2018-2021
  • VENI Grant awarded by the National Dutch Science Foundation, "Valuations of Financial Positions under Ambiguity", 2013-2016

Associate Editor: Mathematical Methods of Operations Research

Publications & Papers

  • (with  F. Bosserhoff and C. Dehm) Mean-variance hedging of unit linked life insurance contracts in a Levy model, (Preprint).

  • (with  C. Dehm) Dynamic Mortality Modelling: A Causality Approach, (Preprint).