Prof. Dr. Thomas Knispel

Since 10/2018: Professor of Mathematics and Statistics, Berlin School of Economics and Law

10/2017 – 09/2018: Manager, Actuarial Consulting, Milliman GmbH, Dusseldorf

03/2013 – 09/2017: Risk Manager, Group Risk Management, Talanx AG, Hanover

10/2009 – 02/2013: Postdoctoral Associate, Leibniz University Hanover

10/2004 – 09/2009: PhD Student and Teaching Assistant, Institute of Mathematics, Humboldt-Universität zu Berlin, Degree: PhD (Dr. rer. nat.) with a PhD Thesis on Financial Mathematics

10/1999 – 08/2004: Studies of Mathematics (Specialisation: Probability Theory, Insurance and Financial Mathematics) with Minor Subject Economics (Specialisation: Insurance Business Management and Risk Management), Humboldt-Universität zu Berlin, Degree: Diploma in Mathematics

07/2003 – 10/2003: Internship, Allianz Versicherungs-AG, Berlin    

Insurance and Financial Mathematics

Risk Management

Modelling and Model Validation

Solvency II, in particular Internal Models (Life and Non-Life), Regulatory Framework, Own Risk and Solvency Assessment (ORSA)

Probability Theory and Statistics

Business Mathematics and Quantitative Methods

Statistics and Probability Theory

Insurance Mathematics (Life, Non-Life)

Financial Mathematics and Financial Engineering

Risk Management and Modelling

Insurance Mathematics

Financial Mathematics

Risk Management

Probability Theory and Stochastic Analysis

„Actuarial Insights on Cyber Risk: Challenges and Opportunities for Today’s Economy”, T. Knispel, M. Scherer, S. Weber, G. Zeller, DAV Journal, 2: 16-22, 2024. (Download)

„Modeling and Pricing Cyber Insurance – Idiosyncratic, Systematic, and Systemic Risks “, K. Awiszus, T. Knispel, I. Penner, G. Svindland, A. Voß, S. Weber, To appear in: European Actuarial Journal, 13: 1-53, 2023. (Download)

„Optimal Risk Sharing in Insurance Networks”, A.-M. Hamm, T. Knispel, S. Weber, European Actuarial Journal, 10(1), 203-234, 2020. (Download)

“Optimal risk sharing and risk premia in expanding pools”, T. Knispel, R. Laeven, G. Svindland, Insurance: Mathematics and Economics, 70: 182-195, 2016.

“Convex risk measures: basic facts, law-invariance and beyond, asymptotics for large portfolios”, H. Föllmer, T. Knispel, Handbook of the Fundamentals of Financial Decision Making, Eds: L.C. MacLean, W.T. Ziemba, World Scientific, 2013.

“Liquidity-adjusted risk measures”, W. Anderson, A. Hamm, T. Knispel, M. Liese, T. Salfeld, S. Weber, Mathematics and Financial Economics, 7(1): 69-91, 2013.

“Convex capital requirements for large portfolios”, H. Föllmer, T. Knispel, Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan, Eds. T. Zhang and X. Y. Zhou, World Scientific, 169-195, 2012.

“Black-Scholes, marktkonsistente Bewertung und Risikomaße”, T. Knispel, G. Stahl, S. Weber, Schriftenreihe des Kompetenzzentrum Versicherungswissenschaften Hannover, Band 12, VVW Verlag Karlsruhe, 2012.

“Asymptotics of robust utility maximization”, T. Knispel, Annals of Applied Probability, 22(1): 172-212, 2012.

“Entropic risk measures: coherence vs. convexity, model ambiguity, and robust large deviations”, H. Föllmer, T. Knispel, Stochastics and Dynamics, 11(2-3): 333-351, 2011.

“From the equivalence principle to market consistent valuation”, T. Knispel, G. Stahl, S. Weber, Jahresbericht der DMV, 113(3): 139-172, 2011.

“Potentials of a Markov process are expected suprema”, H. Föllmer, T. Knispel, ESAIM - Probability and Statistics, 11: 89-101, 2007.

“A representation of excessive functions as expected suprema”, H. Föllmer, T. Knispel, Probability and Mathematical Statistics, 26(2): 379-394, 2006.

Selected Scientific Talks:

• 1st European Actuarial Journal (EAJ) Conference, Lausanne, September 2012
• 16th International Congress on Insurance: Mathematics and Economics, Hong Kong, June 2012
• Quantitative Methods in Finance Conference 2010, Sydney, December 2010
• Workshop on Mathematical Finance and Related Issues, Kyoto, September 2010
• 34th Conference on Stochastic Processes and their Applications, Osaka, September 2010
• 28th European Meeting of Statisticians, University of Piraeus, August 2010
• NTH Workshop on Finance and Insurance Mathematics, TU Braunschweig, March 2010

Selected Talks for Practitioners and Students:

• Hanover-Zurich Workshop on Financial and Insurance Mathematics, Zurich, May 2017
• Company Visit HDI Global SE, Hanover, September 2016
• DGVFM Workshop for Young Mathematicians, Loccum, October 2015
• Institute of Mathematical Economics, Bielefeld University, January 2015
• 5th Linnaeus University Workshop in Stochastic Analysis and Applications, Växjö, June 2014
• 8th International Seminar on Risk Management, Gen Re, Cologne, September 2010

Verein zur Förderung der Versicherungswissenschaft in Berlin e.V.

Chairs of Probability Theory, Insurance and Financial Mathematics (Various Universities)

House of Insurance, Leibniz University Hanover

German Association of Actuaries (DAV)

German Society for Insurance and Financial Mathematics (DGVFM)

Milliman, Actuarial Consulting