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Robert Salzmann
PhD student of Prof.
Dr. Paul Embrechts and Prof. Dr. Mario Wüthrich
RiskLab Switzerland
Postal address
Robert Salzmann
Departement Mathematik
HG G 47.1
Rämistrasse 101
8092 Zürich
Switzerland
More information
Room: HG G 47.1
Email: robert[dot]salzmann{at}math[dot]ethz[dot]ch
Phone: +41 44 63 22209
Areas of research
- Actuarial Science
- Financial Regulation and Solvency
Awards
- 2009 Polya-Prize of the Departement of Mathematics of ETH Zurich for the Master diploma
- 2009 Walter Saxer-Versicherungs-Hochschulpreis for the year 2008
- 2008 MSc ETH in Applied Mathematics, diploma with distinction
Publications
- On a combination of multiplicative
and additive stochastic loss reserving methods.
(with Philipp Arbenz) Paper and Excelsheet, 2011 (submitted).
- Higher moments of the claims development result in general insurance.
(with M. Merz and M. Wüthrich) pdf-Preprint, 2011 (Forthcoming in Astin Bulletin).
- Cost-of-capital margin for a general insurance liability runoff.
(with M. Wüthrich) Astin Bulletin 40 (2010), no. 2, 415--451.
Teaching
FS09: Wahrscheinlichkeit und Statistik (D-MATH), Exercise Leader/Teaching
HS09: Wahrscheinlichkeitstheorie (D-MATH), Exercise Leader/Teaching
FS10: Wahrscheinlichkeitstheorie und Statistik (D-ITET), Exercise Leader/Teaching
FS10: Group Leader of group 3, Representative of the Assistants
HS10: Mathematik I (D-BIOL, D-CHAB), Teaching
HS10: Group Leader of group 3, Representative of the Assistants
FS11: Mathematik II (D-BIOL, D-CHAB), Teaching
FS11: Group Leader of group 3, Representative of the Assistants
HS11: Group Leader of group 3, Representative of the Assistants
FS12: Wahrscheinlichkeit und Statistik (D-ITET), Teaching
Questions?
Please drop by!
Last update 15.04.2011