20152019
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Personal profile

Biography

1997 BA/MA (Triple First) Cambridge University

1998 MMath (Distinction, 8th Wrangler) Cambridge University

2002 Dr.rer.nat (Noncommutative geometry supervised by J. Cuntz), University of Muenster

External positions

McKinsey & Company

Oct 2007May 2010

KPMG

Nov 2003Sep 2007

Fingerprint Dive into the research topics where Matthias Albrecht Fahrenwaldt is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Insurance contract Business & Economics
Life insurance Business & Economics
Pricing Business & Economics
Network model Business & Economics
Solvency Business & Economics
Liability Business & Economics
Infection Business & Economics
Approximation Business & Economics

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2015 2019

Heat kernel asymptotics of the subordinator and subordinate Brownian motion

Fahrenwaldt, M. A., Mar 2019, In : Journal of Evolution Equations. 19, 1, p. 33–70 38 p.

Research output: Contribution to journalArticle

Open Access
File
Subordinator
Transition Density
Heat Kernel
Laplace
Brownian motion

Complex powers of abstract pseudodifferential operators

Fahrenwaldt, M. A., 2018, In : Methods of Functional Analysis and Topology. 24, 4, p. 305-338 34 p.

Research output: Contribution to journalArticle

Open Access
File
Pseudodifferential Operators
Trace
Spectral Function
Riemann zeta function
Heat

Pricing of Cyber Insurance Contracts in a Network Model

Fahrenwaldt, M. A., Weber, S. & Weske, K., Sep 2018, In : ASTIN Bulletin: The Journal of the IAA. 48, 3, p. 1175-1218 44 p.

Research output: Contribution to journalArticle

Open Access
File
Network model
Infection
Pricing
Approximation
Insurance contract

Nonrecursive Separation of Risk and Time Preferences

Fahrenwaldt, M. A., Steffensen, M. & Jensen, N., 20 Sep 2017, SSRN, 28 p.

Research output: Working paper

Time preference
Risk preferences
Value function
Recursive utility
Certainty equivalent
Open Access
File
Asymptotic series
Heat Kernel
Pseudodifferential Operators
Brownian motion
Geodesic Distance

Prizes

Best Paper Award

Matthias Albrecht Fahrenwaldt (Recipient), 6 Jun 2018

Prize: Prize (including medals and awards)

Insurance
Costs

Best Paper Award

Matthias Albrecht Fahrenwaldt (Recipient), 4 Apr 2014

Prize: Prize (including medals and awards)

Life insurance

Elected to Title of Scholar

Matthias Albrecht Fahrenwaldt (Recipient), 1998

Prize: Other distinction

GAUSS-Preis

Matthias Albrecht Fahrenwaldt (Recipient), 6 Jun 2018

Prize: Prize (including medals and awards)

Network model
Insurance contract
Pricing

Howard Scholar

Matthias Albrecht Fahrenwaldt (Recipient), 1994

Prize: Other distinction