Department of Mathematics
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Department of Mathematics
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Institute of Stochastics
André Mundt
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André Mundt

Research

  • dynamic risk measures
  • markov control processes
  • dynamic financial analysis

Publications

  • Mundt, A.:
Dynamic risk management with Markov decision processes, doctoral dissertation, Universität Karlsruhe (TH), Karlsruhe 2007.
  • Bäuerle, N.; Mundt, A.:
Einführung in die Theorie und Praxis statischer Risikomaße, in: Bäuerle, N.; Mundt, A. (eds.), Risikomanagement, Schriftenreihe des Kompetenzzentrums Versicherungswissenschaften GmbH, Volume 3, Karlsruhe 2005, p. 67 - 99.

Talks

  • Einführung in die Theorie und Praxis von Risikomaßen, 53rd conference of the german ASTIN-group, Cologne, april 27th 2006.
  • Dynamic Risk Measures for Markov Processes, Operations Research 2006, Karlsruhe, september 6th 2006.

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