Peter Hieber is a tenure-track assistant professor in "Actuarial Science" at HEC Lausanne. Prior to this, he was a DAAD-Prime Fellow at the University of Ulm (Germany) and the Université Catholique de Louvain (Belgium) and a professor in "Risk and Insurance" at Technical University of Munich. His research interests are in Insurance Mathematics and Actuarial Science with a focus on Life and Pension Insurance (see here for more details). Previous research projects include "Funding occupational pension plans" (DVfVW, led by Prof. An Chen) and "Risk management and Pricing in Finance and Insurance" (FNRS, led by Prof. Griselda Deelstra, Prof. Pierre Devolder, Université Catholique de Louvain, Université Libre de Bruxelles).

He holds a M.Sc. in "Finance and Information Management" (FIM) and a Ph.D. in "Mathematical Finance" on first-passage time problems, supervised by Prof. Matthias Scherer (Technical University of Munich) and Prof. Marcos Escobar (University of Western Ontario, Canada). The thesis was awarded the Junior Gauß Award 2013 by the German Actuarial Society and the Excellence Award in Insurance Science 2014. He holds a habilitation in "Mathematics" from the University of Ulm, Germany.

More information:    [Scopus]     [Google Scholar]    [SSRN]

Editorial Board member: ASTIN Bulletin - The Journal of the International Actuarial Assocation (IAA)

2021: ASTIN-AFIR Best Paper Award, "Modern Life-Care Tontines" (with Nathalie Lucas, full article, see [Link])

2019: ASTIN-PBSS Best Paper Award, "Tonuity - A novel individual-oriented retirement plan" (with An Chen, Jakob Klein, full article, see [Link])