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W01 2-231, Carl-von-Ossietzky-Str. 9 - 11 (» Adresse und Lageplan )

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+49 441 798-3204  (F&P

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

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.

Working Papers

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

Masterarbeit / Master's thesis

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

(Stand: 20.04.2022)