Teaching and Supervision

Teaching

Université Laval

• • • Probabilistic analysis of actuarial risks, (undergraduate, Fall 2020, winter 2021)

    • Guided lectures, master, Winter 2021

University of Ulm

• • • Insurance Economics (undergraduate, 2016)

    • Risk Theory 1 (master, 2019)

    • Risk Theory 1 (master, instructor, 2017-2018)

    • Risk Theory 1,2 (master, instructor, 2017-2019)

    • Advanced Topics in Insurance and Finance (master, 2016)

    • Selected topics in life and pension insurance (master, 2016-2018)

Université de Rouen

• • • Advanced Calculus, Linear Algebra (undergraduate, instructor, 2013-2014)

    • Mathematical methods for insurance (undergraduate, instructor, 2013)

    • Mathematical methods for insurance (master, instructor, 2013)

University of Economics HCM City

• • • Advanced calculus for business and economics (undergraduate, 2004-2010)

    • Stochastic processes and their applications (undergraduate, 2008-2009)

Seminar supervision

• Master seminar: Special Aspects of Insurance Economics  University of Ulm

• Master Seminar:  Insurance mathematics

Current PhD Students:

• Tak Wa Ng (2021-): 

Current Master Students:

Master Thesis Supervision

• Yassine Lassaoui (2022), Université Laval: Risk management in DC pension funds

• Asmaa Bimezzagh (2022), Université Laval: Optimal retirement plan: a tonuity approach for mixed cohorts

• Olena Kharytonova (2019, co-supervised with Mitja Stadje), Ulm University : Non-concave expected utility maximization in incomplete markets

• Lea Fehr (2019,  co-supervised with An Chen), Ulm University:  On the application of CPPI strategies in DC pension plans

• Bastian Schneider (2019-co-supervised with Mitja Stadje), Ulm University:  Mean-variance asset allocation when time-horizon is uncertain

• Faegheh Safarianbahri  (2019, co-supervised with An Chen), Ulm University: Review on dynamic approach of optimal consumption and investment decisions under finite time-dependent risk attitude

• Manuel Münch (2018), Ulm University: Hybrid approach for classification using support vector machine and decision tree

• Katrin Rueß  (2018, co-supervised with An Chen), Ulm University: Valuation of equity-linked life insurance contracts with embedded surrender option

• Erwin Hetke (2018), Ulm University : Optimal investment under value-at-risk regulation and portfolio insurance constraint

• Sima Motahari (co-supervised with Zwiesler, Hans-Joachim), Ulm University: Modelling of terror risk

• Ludwig Siegert (co-supervised with Zwiesler, Hans-Joachim), Ulm University: Pricing of auto insurance using postal codes

• Sisi Meng (2017, co-supervised with An Chen), Ulm University: Optimal Asset Allocation for a Non-life Insurer under Solvency Constraints

• Julian-Patrick Nebel (2016, co-supervised with An Chen), Ulm University: Life cycle management – a discrete and a continuous approach, Deutscher SCOR-Preis für Aktuarwissenschaften 2017