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Kira Dudziak
(geb. Hoffmann)
About
About
Since April 2023 I am a PhD student at the University of Cologne under the supervision of Hanspeter Schmidli. My main research interest is the optimal stochastic control of drawdowns in the context of actuarial mathematics.
Contact
Contact
Kira Dudziak
Department of Mathematics and Computer Sciences
University of Cologne
Weyertal 86-90
D-50931 Cologne
E-Mail: kira.dudziak'at'uni-koeln.de
Tel: +49 221 470 3724
Fax: +49 221 470 5020
Office 208
Office hour: Wednesdays 13-15h
Publications
Publications
Dudziak, K. & Schmidli H. (2025). Stochastic Control of Drawdowns via Reinsurance under Random Inspection. Preprint.
Talks
Talks
Optimal Dividends under a Drawdown Constraint at 15. Kölner und Düsseldorfer Oberseminar über Stochastik, Heinrich-Heine-Universität Düsseldorf (HHU), June 2025
Control of Drawdowns with Random Inspection at 17th German Probability and Statistics Days 2025, TU Dresden, March 2025
Control of Drawdowns with Random Inspection at 14. Kölner und Düsseldorfer Oberseminar über Stochastik, Universität zu Köln, July 2024
Co-organized events
Co-organized events
Teaching
Teaching
WS25/26: Übungen zur Einführung in die Stochastik
SS25: Übungen zur Stochastik für Lehramtsstudierende & Übungen zur Finanzmathematik für Versicherungsmathematiker
WS24/25: Übungen zur Risikotheorie
SS24: Übungen zur Wahrscheinlichkeitstheorie 2
WS23/24: Übungen zur Einführung in die Stochastik
SS23: Übungen zur Wahrscheinlichkeitstheorie 1
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