Postdoctoral Researcher
MICS, CentraleSupélec, Université Paris-Saclay
Campus de Paris-Saclay, 3 Rue Joliot-Curie, F-91192, Gif-sur-Yvette Cedex
I am a Postdoctoral Researcher at the MICS Laboratory at CentraleSupélec, Université Paris-Saclay under the supervision of Prof. Laurence Carassus.
Prior to joining CentraleSupélec, I completed my PhD at Leibniz Universität Hannover under the supervision of Prof. Gregor Svindland.
My research focuses on financial and insurance mathematics under model uncertainty, particularly robust stochastic optimization in non-dominated probabilistic frameworks.
P-Sensitive Functions and Localizations, with G. Svindland.
arXiv:2601.19511, 2026.
Markov-Nash Equilibria in Mean-Field Games under Model Uncertainty, with A. Neufeld and K. Park.
arXiv:2410.11652, 2024.
Bipolar Theorems for Sets of Non-negative Random Variables, with G. Svindland.
Finance and Stochastics, 30:485–526, 2026.
Traffic Dynamics at Intersections Subject to Random Misperception, with V. Berkhahn, M. Kleiber, C. Timmermann, and S. Weber.
IEEE Transactions on Intelligent Transportation Systems, 23(5):4501–4511, 2022.
MAS Seminar, Nanyang Technological University, Singapore, 05.12.2025
Workshop on Mathematical Finance, Jeju Island, Korea, 01.06.2024.
Mini-Workshop on Mathematical Finance, Sungkyunkwan University, Seoul, Korea, 24.05.2024.
Quantitative Methods in Finance 2025, Sydney, Australia, 17.12.2025.
SIAM Conference on Financial Mathematics and Engineering, Miami, USA, 16.07.2025.
Vienna Congress on Mathematical Finance, Vienna, Austria, 11.07.2025.
12th General AMaMeF Conference, Verona, Italy, 25.06.2025.
Quantitative Methods in Finance 2024, Sydney, Australia, 17.12.2024.
Stochastics in Mathematical Finance and Physics Conference, Hammamet, Tunisia, 24.10.2024.
12th Bachelier World Congress, Rio De Janeiro, Brazil, 08.07.2024.
11th General AMaMeF Conference, Bielefeld, Germany, 26.06.2023.
Workshop on Risk Measures and Uncertainty in Insurance, Hannover, Germany, 05.05.2023.
Volker Berkhahn, Marcel Kleiber, Ariel Neufeld, Kyunghyun Park, Gregor Svindland, Chris Timmermann, Stefan Weber.
Tutorial for Master’s Thesis Preparation Seminar, Leibniz Universität Hannover, 2025/26.
Seminar on Risk Measures, Leibniz Universität Hannover, 2024/25.
Tutorial for Actuarial Mathematics I, Leibniz Universität Hannover, 2022/23.
Seminar in Probability Theory and Actuarial Mathematics, Leibniz Universität Hannover, 2021/22.