Thorsten Schmidt
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About
Thorsten Schmidt is a Professor at Universität Freiburg, Germany. His research focuses on advanced topics in finance and insurance, including nonparametric filtering, insurance-finance arbitrage, and deep dynamic modeling. Recent publications highlight his work on fairness-aware models and path-dependent affine models under parameter uncertainty.
Recent Grants
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Insurance linked to financial markets: theory & applications
Open Date: 2020-01-01
Close Date:
Grant: Close
Mathematical Finance in the light of machine learning
Open Date: 2018-04-01
Close Date: 2022-03-31
Grant: Close
Dynamic uncertainty modeling in Finance
Open Date: 2018-01-01
Close Date:
Grant: Close
New Approaches to Defaultable Term Structure Models
Open Date: 2016-01-01
Close Date:
Grant: Close
Impulse Control Problems and Adaptive Numerical Solution of Quasi-Variational Inequalities in Markovian Factor Models
Open Date: 2015-01-01
Close Date:
Articles (20)
Year:
2024
Year:
2022
Collaborators (3)
Laura Ballotta
Professor of Mathematical Finance
City University of London Bayes Business School
Philipp Harms
Associate Professor
Nanyang Technological University (NTU)
Julian Sester
Peng Tsu Ann Assistant Professor
National University of Singapore (NUS)
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