Hi, 

My name is Christian Laudagé, and I am currently a postdoctoral researcher in the Financial Mathematics Group at the RPTU University Kaiserslautern-Landau (Germany). In 2022, I held a postdoctoral position at the Institute of Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz (Austria).  I obtained my PhD in Mathematics in 2022. 

My research lies at the intersection of actuarial science, energy finance and mathematical finance, with risk management as a central theme. It focuses particularly on the mathematical foundations of risk measures, their applications in financial, insurance, and energy markets, and their implications for regulation.

Examples of specific research topics I am interested in include:

• Construction of new risk measures

• Portfolio optimization under risk constraints

• Electricity spot price modeling and calibration techniques

• Combining regression methods and extreme value theory for insurance pricing

Feel free to visit my Google Scholar profile or take a closer look at my CV. 

If you would like to get in touch, you can reach me via: christian.laudage@rptu.de