Von Prof. Nicole Bäuerle betreute Promotionen

  • Tamara Göll: Expected utility maximization for competitive agents. Karlsruhe 2023.
  • Alexander Glauner: Robust and Risk-Sensitive Markov Decision Processes with Applications to Dynamic Optimal Reinsurance. Karlsruhe 2020.
  • Gregor Leimcke: Bayesian optimal investment and reinsurance to maximize exponential utility of terminal wealth. Karlsruhe 2020.
  • Daniel Schmithals: Contributions to model-independent finance via martingale optimal transport. Karlsruhe 2018.
  • Dirk Lange: Cost optimal control of Piecewise Deterministic Markov Processes under partial observation. Karlsruhe 2017.
  • Stefanie Grether: Turnpike-Aussagen in der Portfolio-Optimierung. Karlsruhe 2016.
  • Anton Popp: Risk-sensitive stopping problems for Continuous-Time Markov chains. Karlsruhe 2016.
  • Viola Riess: Gasspeicherbewertung: Strukturelle Analyse und Algorithmen. Karlsruhe 2014.
  • Dominik Joos: Interbank lending in a generalized Walras equilibrium. Karlsruhe 2013.
  • Zejing Li: Optimal portfolios in Wishart Models and effects of discrete rebalancing on portfolio distribution and strategy selection. Karlsruhe 2012.
  • Jonathan Ott: A Markov decision model for a surveillance application and risk-sensitive Markov Decision processes. Karlsruhe 2010.
  • Robin Pfeiffer: State price density models for the term structure of interest rates. Karlsruhe 2010. (GAUSS-Nachwuchspreis 2010)
  • Anja Blatter: Optimal control and dependence modeling of portfolios with Levy dynamics. Karlsruhe 2009. (2.SCOR-Preis 2009)
  • André Mundt: Dynamic risk management with Markov decision processes. Karlsruhe 2007. (2.GAUSS-Preis 2007)
  • Mirko Kötter: Optimal investment in time-inhomogeneous Poisson models. Hannover 2006.

Von Prof. Nicole Bäuerle betreute Promotionen