Julian Jetses
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]