Curriculum Vitae

Academic Positions

since 2009 Professor of Actuarial Mathematics, University of Lausanne
since 2011 Faculty Member, Swiss Finance Institute
2007-2009 Professor of Insurance Mathematics, University of Linz
2007-2009 Deputy Director of the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz
2005-2009 Group Leader « Financial Mathematics » at the Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz,
2005-2007 Associate Professor at Graz University of Technology
2005 Visiting Associate Professor at the University of Aarhus
2003-2004 Postdoctoral Research Fellow, Katholieke Universiteit Leuven
2001-2005 Assistant Professor at Graz University of Technology

Education

2005   Habilitation (Venia Docendi) in Applied Mathematics, Graz University of Technology
2001 Ph.D. in Technical Mathematics, Graz University of Technology
1992-1999     Studies of Technical Mathematics and Astronomy at Graz University of Technology, University of Limerick (Ireland) and Johns-Hopkins University Baltimore (Maryland, USA)

Awards and Distinctions

2013 Hachemeister Prize of the Casual Actuarial Society (CAS)
2011 Elected Member of the International Statistical Institute
2007 Förderungspreis für Wissenschaft und Forschung des Landes Steiermark
2005 Gauss-Prize of the German Association for Actuarial and Financial Mathematics

Editorial Responsibilities

Editor-in-Chief, European Actuarial Journal, since 2019
Editor-in-Chief, Springer Actuarial Series, since 2012
Co-Editor, Statistics & Risk Modeling, since 2011
Associate Editor, Insurance: Mathematics & Economics, 2008-2009 and since 2019
Associate Editor, Frontiers of Mathematical Finance, since 2020
Associate Editor, Journal of Applied Probability, since 2009
Associate Editor, Advances in Applied Probability, since 2009
Member of the Editorial Board, Radon Series for Computational and Applied Mathematics, deGruyter Berlin, since 2006
Editor, Insurance: Mathematics & Economics, 2010-2018
Co-Editor, European Actuarial Journal, 2011-2018
Associate Editor, Mathematical Methods of Operations Research, 2007-2011
Editor, Bulletin of the Swiss Association of Actuaries, 2009-2010
Associate Editor, Blaetter der DGVFM, 2007-2010

Research Projects

Project Leader « Risk Modelling with Matrix Distributions », supported by the Swiss National Science Foundation, 2020-2023
Project Leader « High precision approximations in risk theory with heavy tails », supported by the Swiss National Science Foundation, 2017-2019
Co-Investigator « Impact 2C », EU-FP7 Grant, 2011-2015
Project Leader « Mathematical Analysis of Insurance Risk Processes II », supported by the Swiss National Science Foundation, 2012-2016
Project Leader « Mathematical Analysis of Insurance Risk Processes », supported by the Swiss National Science Foundation, 2009-2012
Project Leader  »Mathematical Models for Insurance Risk » supported by the Austrian Science Fund, 2006-2009
Research Associate, « Economics of Weather and Climate Risks I », supported by the Jubilee Fund of the Austrian National Bank, 2008-2009