Teaching

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Supervision

Mara Moritsch: Properties and simulation of Lévy processes

Master's thesis, ongoing, University of Klagenfurt

Christiane Liebminger: Valuation of life insurance contracts with profit sharing under Solvency II

Master's thesis, joint with Michaela Szölgyenyi, ongoing, University of Klagenfurt

Christoph Krainbucher: Eigenschaften von Funktionen mit einer einseitigen Lipschitzbedingung

Bachelor's thesis, 2025, University of Klagenfurt

Lisa Wulz: Importance sampling for SDEs with discontinuous drift

Master's thesis, joint with Michaela Szölgyenyi, 2024, University of Klagenfurt

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Course list

Stochastics I (Lecture): Winter term 2025 (University of Klagenfurt)

Stochastics I (Exercise): Winter term 2025 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Selected Topics in Stochastics: Stochastic Simulation (Lecture): Summer term 2025 (University of Klagenfurt)

Selected Topics in Stochastics: Stochastic Simulation (Exercise): Summer term 2025 (University of Klagenfurt)

Stochastics II (Lecture): Summer term 2025 (University of Klagenfurt)

Stochastics II (Exercise): Summer term 2025 (University of Klagenfurt)

Fundamentals of Artificial Intelligence and Cybersecurity (Lecture): Winter term 2024 (University of Klagenfurt)

Applied Statistics (Proseminar): Winter term 2024 (University of Klagenfurt)

Stochastics I (Lecture): Winter term 2024 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastics I (Exercise): Winter term 2024 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastics II (Lecture): Summer term 2024 (University of Klagenfurt)

Joint course with Irene Tubikanec

Stochastics II (Exercise): Summer term 2024 (University of Klagenfurt)

Joint course with Irene Tubikanec

Stochastic Differential Equations (Lecture): Winter term 2023 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastic Differential Equations (Exercise): Winter term 2023 (University of Klagenfurt)

Stochastics I (Exercise): Winter term 2023 (University of Klagenfurt)

Joint course with Iris Rammelmüller

Financial Mathematics (Lecture): Summer term 2023 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastic Processes (Exercise): Summer term 2023 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastics I (Lecture): Winter term 2022 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastics I (Exercise): Winter term 2022 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Analysis II (Exercise): Summer term 2022 (University of Klagenfurt)

Applied Statistics (Proseminar): Winter term 2021 (University of Klagenfurt)

Joint course with Michaela Szölgyenyi

Stochastics I (Exercise): Winter term 2021 (University of Klagenfurt)

Joint course with Iris Rammelmüller and Kathrin Spendier

Financial Mathematics (Lecture): Summer term 2021 (University of Klagenfurt)

Stochastic Differential Equations (Exercise): Winter term 2020 (University of Klagenfurt)