|Project Name||Actuarial Control Problems under a Stochastic Interest Rate|
|Field of research||Insurance mathematics|
|Keywords||Actuarial Mathematics | Stochastic Optimisation | Control Theory | Reinsurance, Dividends, Capital Injections in Insurance Companies|
Dr. Julia Eisenberg is holding an Elise Richter fellowship, granted by FWF (Austrian Science Fund), at the Institute of Statistics and Mathematical Methods in Economics, TU Wien, Austria.
She received her doctorate at the University of Cologne, Germany, in 2010 and completed her habilitation in 2019 with the thesis “The time value of money in actuarial control problems”.
Her expertise is in stochastic optimal control in complex insurance and financial risk models. A more recent research interest is searching for alternative pension products with no guarantees.