I am a PostDoc in the RiskLab at ETH Zürich. I investigate applications of reinforcement learning to actuarial topics.
During my PhD I focused on interest rate and mortality risks in pension systems. I explored how they affect decentralised risk-sharing mechanisms and developed efficient algorithms to quantify their impact.
Outside of the office, I love doing all kinds of sports. You will regularly find me playing football, volleyball or basketball. I can't get enough of skiing and hiking in the Swiss alps. In summer, I’m either kayaking on or cycling around Lake Geneva and Lake Zurich. And if the location allows, I’ll gladly follow up a conference with a surf camp.