Contact RiskLab
Postal Address:
RiskLab
ETH
-
Zentrum
, HG F 42
CH-8092 Zürich
Switzerland
Members of RiskLab
Supervising Board
Dr. H.U. Doerig (Chairman of the Risk Committee,
Credit Suisse Group
)
Dr. Bruno Porro (Chief Risk Officer,
Swiss Reinsurance Company
)
Dr. Walter Stürzinger (Chief Risk Officer,
UBS AG
)
Prof. Dr. Ulrich W. Suter
(Vice President for Research,
ETH Zürich
)
Executive Board
Prof. Dr. Freddy Delbaen
(
Department of Mathematics
,
ETH Zürich
)
Prof. Dr. Paul Embrechts
(
Department of Mathematics
,
ETH Zürich
)
Dr. Pablo Koch-Medina
(
Swiss Reinsurance Company
)
Deputy:
Dr. Hans Peter Würmli
(
Swiss Reinsurance Company
)
Prof. Dr. Hans-Jakob Lüthi
(
IFOR
,
ETH Zürich
)
Dr. Peter Reiser
(
UBS AG
)
Deputy:
Dr. Federico Degen
(
UBS Warburg
,
UBS AG
)
Dr. Harry Stordel
(
Credit Suisse Group
)
[
Picture
]
Deputy:
Dr. Christian A. Walter
(
Credit Suisse Group
)
Director
Prof. Dr. Paul Embrechts
(Oct. 1999 - Sep. 2000 and Oct. 2002 - Sep. 2003)
Prof. Dr. Freddy Delbaen
(Oct. 2000 - Sep. 2001 and Oct. 2003 - Sep. 2004)
Prof. Dr. Hans-Jakob Lüthi
(Oct. 2001 - Sep. 2002 and Oct. 2004 - Sep. 2005)
Research Director
N.N.
Corresponding Members
Prof. Dr. Peter Bühlmann
(
Seminar for Statistics
,
ETH Zürich
)
Prof. Dr. Rajna Gibson
(
Swiss Banking Institute
,
University of Zürich
)
Prof. Dr. Thorsten Hens
(
Institute for Empirical Economic Research
,
University of Zürich
)
Prof. Dr. Alexander McNeil
(
Department of Mathematics
,
ETH Zürich
)
Prof. Dr. Christoph Schwab
(
SAM
,
Department of Mathematics
,
ETH Zürich
)
Prof. Dr. Denis Talay
(
INRIA Sophia-Antipolis
, France)
Prof. Dr. Heinz Zimmermann
(
WWZ
,
University of Basle
)
Secretary
Irma Drack
(
IFOR
, temporary assignment)
Galit Shoham
Postdoctoral Research Fellows
Dr. Johanna Neslehova
Pierre Patie
Researchers
Rosario Dell'Aquila
Former Visiting Research Professor
Prof. Dr. Philippe Artzner
Former Visiting Postdoctoral Research Fellows
Dr. Céline Azizieh
(Oct. - Dec. 2001,
report
)
PD Dr. Nicole Bäuerle
(18. 9. - 6. 10. 2000,
talk
,
paper
)
Dr. Dirk Tasche
(6. - 17. 3., 27. 3. - 7. 4., and 14. -18. 8. 2000,
talk
, 26. 2. - 2. 3. 2001,
talk
)
Former Visiting Researchers and Guests
Dr. Hansjörg Albrecher
(15. -19. 10. 2001,
talk
)
Dr. Larbi Alili
(26. - 31. 8. 2000,
talk
)
David Mac Audière
(22. 4. - 31. 7. 2002,
report
)
Dr. Céline Azizieh
(5. - 11. 8. and 14. 10. - 2. 11. 2002,
talk
)
PD Dr. Nicole Bäuerle
(30./31. May 2001,
talk
)
Tom Fischer
(4. - 6. 7. 2001,
talk
)
Dr. Victoria Henderson
(5. - 10. 6. 2001,
talk
)
Dr. Ali Hirsa
(12. -16. 11. 2001,
talk
,
talk
)
Henrik Hult
(February, March, April 2001,
talk
,
paper
, 25. 3. - 19. 4. 2002,
talk
)
Anand Sudhakar Kesari
(June and July 2001, in co-operation with the
SAM
)
Christoph Kühn
(26. - 29. 4. 2000)
Prof. Dr. David G. Luenberger
(10.-11. 9. 2002,
talks
)
Prof. Spiros H. Martzoukos
(1. 7. - 31. 8. 2002,
talk
)
Dr. Harri Nyrhinen
(21. - 31. 5. 2002)
Dr. Jesper Lund Pedersen
(10. - 15. 8. 2000,
talk
)
Prof. Dr. Olivier Scaillet
(11. - 16. 6. 2000,
talk
)
Daniel Straumann
(11 days in May/June 2000, 5. - 9. 6. 2001,
talk
)
Prof. Stavros A. Zenios
(21. - 25. 11. 2001,
talk
)
Zheng Ziyu
(14. - 25. 2. 2000,
talk
, 16. - 23. 10. 2000,
talk
, 25. 2. - 2. 3. 2001,
talk
)
Former Members
Dr. Aydin Akgün
(50%, April 2000 until Aug. 2001)
Wolfgang Bauer
(50%, Oct. 2001 until Dec. 2002)
PD Dr. Wolfgang Breymann
(Sep. 2001 until Dec. 2003)
Christian Buhl
(
WWZ
,
University of Basle
, April 2001 until March 2003)
Dr. Jeffrey F. Collamore
(Oct. 2000 until July 2002)
Enrico De Giorgi
(Nov. 2000 until April 2003)
Dr. Michel Denault
(July 1998 until May 2000)
Eveline Fritsch
(50%, April until Sep. 2001)
Dr. Hansjörg Furrer
(50%, Oct. 2002 until Feb. 2004)
Dr. Anja Göing-Jaeschke
Dr. Victoria Henderson
(Jan. until Sep. 2000)
Dr. Jacqueline Henn
(
s/bf
,
HSG
, March 2000 until March 2001)
Dr. Maria Kafetzaki Boulamatsis
(60%, Jan. 2000 until Feb. 2001)
Dr. Roger Kaufmann
(April 1999 until March 2003)
Dr. Filip Lindskog
(Feb. 2000 until Sept. 2004)
Dr. Ana-Maria Matache
(50%, until June 2004)
Dr. Jesper Lund Pedersen
(Oct. 2000 until Sept. 2002)
Giovanni Puccetti
(October 2003 until December 2004)
Gerda Schacher
(30%, Jan. 2000 until March 2001)
PD Dr. Uwe Schmock
(Research Director; Oct. 1999 until Nov. 2001)
Daniel Straumann
(Jan. 1998 until Aug. 1999, Oct. 2003 until July 2004)
Dr. Gerold Studer
(March 1995 until Oct. 1997)
Dr. Dirk Tasche
(April 2001 until Feb. 2002)
Former Corresponding Members
Prof. Dr. Rüdiger Frey
(
Swiss Banking Institute
,
University of Zürich
)
Former Delegates from the ETH Zürich and the Industry Partners
Dr. Alfred Bloch
(
Swiss Re
, member of the
Executive Board
)
[
Picture
]
Dr. Stefan Bernegger
(
Swiss Re
deputy in the
Executive Board
)
Dr. Marco Finardi
(
UBS Warburg
,
UBS AG
)
[
Picture
]
Dr. Arno Grand
(
UBS AG
deputy in the
Executive Board
)
Dr. Marcel Rohner
(Member of the
Supervising Board
as CRO of
UBS AG
)
Prof. Dr. Albert Waldvogel
(Member of the
Supervising Board
as Vice President for Research,
ETH Zürich
)
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Created and supported by
Uwe Schmock
until September 2003. Please send comments and suggestions to
J
örg Osterrieder
/
Gallus Steiger
email:
finance_update@math.ethz.ch
.
Last update: October 1, 2005