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Mitja Stadje





Former PhD Students

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



Projects

  • 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).