Kontakt

Julian Jetses

Forschungsinteressen / Research Interests

  • Martingalzerlegung / Martingale decomposition
  • Überschusszerlegung in der Personenversicherung / Surplus decomposition in life insurance
  • Thiele'sche Differentialgleichung / Thiele's differential equation
  • Backward Stochastic Differential Equations (BSDEs)
  • Martingaltheorie bei nicht-monotoner Information / Martingale theory for non-monotone information

Vorträge / Talks

European Actuarial Journal Conference, Tartu, 22.08.-24.08.2022.                                                                                  Vortragstitel / Title of the talk: A General Surplus Decomposition Principle in Life Insurance. 

Virtual DGVFM Workshop for Master's students, 06.10.2021.                                                                                  Vortragstitel / Title of the talk: Surplus Participation in Life Insurance: A Review and a Look Forward. 

Virtual ZeSOB PhD Seminar in Statistics and Stochastics, 20.09. - 21.09.2021.                                              Vortragstitel / Title of the talk: Surplus Participation in Life Insurance: A Review and a Look Forward. 

Virtual 24th International Congress on Insurance: Mathematics and Economics (IME), 05.07. - 09.07.2021.  Vortragstitel / Title of the talk: Surplus Participation in Life Insurance: A Review and a Look Forward. 

ZeSOB PhD Seminar in Statistics and Stochastics, Bremen, 30.09. - 01.10.2019.                                                  Vortragstitel / Title of the talk: Calculation of surplus participations in life and health insurance by determining martingale decompositions.

23rd International Congress on Insurance: Mathematics and Economics (IME), München, 10.07. - 12.07.2019.    Vortragstitel / Title of the talk: Martingale decomposition of life and health insurance liabilities.

Publikationen / Publications

Jetses, J., Christiansen, M.C., 2021. A general surplus decomposition principle in life insurance. Scandinavian Actuarial Journal. [Link]

Masterarbeit / Master's thesis

Jetses, J., 2018. Martingalzerlegung von Verbindlichkeiten in der Lebensversicherung. [Link]

(Stand: 16.03.2023)  |