Former Member

Dr. Ronnie Loeffen

< back
Research Scientist Financial Mathematics

Short Curriculum Vitae

  • 1999-2005: Degree of Master of Science (doctorandus) in Mathematics at Utrecht University, the Netherlands.
  • 2004-2005: Research internship at Saen Options, Amsterdam, the Netherlands.
  • 2005-2006: PhD student in Actuarial Mathematics at Heriot-Watt University, Edinburgh, UK.
  • 2006-2008: PhD research student in Statistics at the University of Bath, UK.
  • Sep. 2008: Research scientist in the group "Financial Mathematics" at RICAM.
  • October 2009: TU Berlin

Research Interests

  • Lévy processes
  • Stochastic control problems
  • Insurance mathematics
  • Financial mathematics