D-MATH News

John Ery successfully passed his oral doctoral thesis examination entitled: "Actuarial data science: lnsights from pricing, capital modeling and CAT bonds". Congratulations!  

Paul Embrechts and his co-authors were awarded the Best Paper Award on Financial Engineering in the journal Operations Research.

The 2023 Walter Saxer Prize goes to Gabriele Visentin for his doctoral thesis and to Rebecca Morger for her Master's thesis. Congratulations!

Philipp Zimmermann successfully passed his oral doctoral thesis examination entitled: "Inverse problems for variable coefficient nonlocal operators". Congratulations!

Florian Rossmannek successfully passed his oral doctoral thesis examination entitled: "The curse of dimensionality and gradient-based training of neural networks: shrinking the gap between theory and applications". Congratulations!

Simon Müller received the 2022 Walter Saxer Prize in recognition of his exceptional Master's thesis. Congratulations!

The 2021 Walter Saxer Prize goes to Andrea Gabrielli for his doctoral thesis and to Vito Gallo for his Master's thesis. Congratulations!

Andrea Gabrielli successfully passed his oral doctoral thesis examination entitled: "Claims reserving and neural networks". Congratulations!

Matthias Gattiker received the 2019 Walter Saxer Prize in recognition of his exceptional Master's thesis entitled: "Quadratic risk minimization with terminal wealth constraints".

The Department warmly congratulates Dr Matthias Kirchner and Dr Jana Janková who were awarded an ETH Medal for their outstanding doctoral theses.

On 30 May, Professor Paul Embrechts gave his farewell lecture entitled: "January 31, 1953, and September 11, 2001: Living with Risk". He has been professor at the Department since November 1989.

The two junior scientists Philippe Deprez and Matthias Kirchner have received the 2018 Walter Saxer Prize in recognition of their exceptional doctoral theses.

Data Science und Risikomanagement haben in den letzten Jahren massiv an Bedeutung gewonnen. Die ETH-Professoren Paul Embrechts und Patrick Cheridito erklären im Interview, was es mit dem neuen Data-Science-Lehrgang an der ETH auf sich hat und weshalb die Finanzkrise diese Entwicklung mitgeprägt hat.

Josef Teichmann and Mario Wüthrich have been awarded the Bob Alting von Geusau Prize for their paper: "Consistent yield curve prediction".

We are delighted to announce that Professor Paul Embrecht has been appointed as an honorary member of the Swiss Association of Actuaries.

Paul Embrechts, experto en números y analista de matrices de la industria aseguradora, examina los desafíos de la industria con las nuevas tecnologías y con problemas como el ciberataque.

We are delighted to announce that Professor Paul Embrechts has been appointed for the Hung Hing-Ying Distinguished Visiting Professorship in Science and Technology at Hong Kong University.

Matthias Kirchner successfully defended his doctoral thesis entitled: "Perspectives on Hawkes processes". Congratulations!

The 2017 SCOR Fellowship Prize was awarded to John Ery for a collaborative doctoral thesis in the area of actuarial pricing, stochastic claims reserving and capital modelling.

Cass Business School has awarded Professor Paul Embrechts with the Honorary Degree of Doctor of Science (Honoris Causa).

The two junior scientists Edgars Jakobsons and Patrick Zöchbauer have received the 2017 Walter Saxer Prize in recognition of their exceptional Master's and doctoral theses.

Philippe Deprez successfully defended his doctoral thesis entitled: "Random graph modeling and network analysis". Congratulations!

On 23 November, Professor Patrick Cheridito gave his inaugural lecture entitled: "Risk, uncertainty and insurance contracts". He has been professor at the Department since June 2016.

As every fall, the Risk Day successfully took place at the ETH Zurich on 16 September 2016 and was again attended by almost 400 participants from academia and the financial and insurance industry as well as regulators.

We warmly welcome our new faculty member, Professor Patrick Cheridito.

Edgars Jakobsons successfully defended his doctoral thesis entitled: "Dependence uncertainty bounds and optimization of aggregate risk". Congratulations!

David Stefanovits successfully defended his doctoral thesis entitled: "Robust calibration in yield curve modelling". Congratulations!

Cosimo-Andrea Munari received the Walter Saxer Prize in recognition of his exceptional doctoral thesis entitled: "Measuring risk beyond the cash-additive paradigm".

The conference held on 11 September 2015 was attended by around 400 participants. It was organized by Professor Erich Walter Farkas (University of Zurich and ETH Zurich) and RiskLab Switzerland.

The Institut des actuaires appointed Prof. Paul Embrechts as an honorary member. Read the interview in l'actuariel.

The three junior scientists Gaby Binder, Patrick Helbling and Annina Saluz receive a Walter Saxer Prize in recognition of their exceptional Master's and doctoral theses.

The French SCOR Actuarial Prize was awarded to Erwan Koch for his doctoral thesis: "Outils et modèles pour l’étude de quelques risques spatiaux et en réseaux: application aux extrêmes climatiques et à la contagion en finance".

Annina Saluz successfully defended her doctoral thesis entitled: "Stochastic loss reserving with emphasis on the Bornhuetter-Ferguson method". Congratulations!

The 2014 conference celebrates 20 years from the establishment of the RiskLab at ETH Zurich around a team of scientists led by Prof. Paul Embrechts.

On 15 May, Prof. Alois Gisler gave his farewell speech entitled: "Der rasante Einzug der Mathematik in der Nicht-Lebensversicherung: Eine Zeitreise über 40 Jahre". He was titular professor at the Department since 2002.

The American Statistical Association Committee on Fellows selected Prof. Paul Embrechts as a 2014 Fellow for his outstanding contributions to the statistical profession.