Karl-Theodor Eisele

Professeur à l'Institut de Recherche Mathématique Avancée (IRMA) Unité Mixte de Recherche 7501 du CNRS et de l'Université Louis Pasteur de Strasbourg.

Coordonnées :

Adresse postale : IRMA, 7, rue René Descartes, F-67084 Strasbourg Cedex
Tél. : 03 68 85 21 08
E-mail : eisele@unistra.fr
Bureau : 215 dans le bâtiment mathématique

Activités de recherche

Mathématiques actuarielles et financières
Membre de l'équipe Probabilités de l'IRMA.

Dernières Publications:

Lattice Modules over L∞,
   with S. Taieb, preprint, 2012.

Weak Topologies for Modules over L∞,
   with S. Taieb, preprint, 2012.

Multiperiod banking supervision,
   with Ph. Artzner, submitted to Mathematical Finance, 2012.

Multiperiod insurance supervision:top-down models,
   with Ph. Artzner, European Actuarial Journal, 1, 107-130, 2011.

Time-Consistent Supervisory Accounting,
   with Ph. Artzner, 2010, lecture given at Risk-Day, ETH Zurich.

Supervisory Insurance Accounting: Mathematics for Provision- and Solvency Capital- Requirements,
   with Ph. Artzner, ASTIN Bulletin, 40, 569-585, 2010.

Supervisory Accounting: Comparison between Solvency II and Coherent Risk Measures,
   with Ph. Artzner, Proceedings Actuarial and Financial Mathematics Conference, Brussels, Feb. 4-5, 2010.

Recursion for Multivariate Compound Phase Variables,
   Insurance: Mathematics and Economics, 42, 65-72, 2008.

Stock Market Dynamics Created by Interacting Agents,
   with M. R. Remita, J. Appl. Math. Stoch. Anal., 1-11, 2006.

Recursion for Compound Phase Distributions,
   Insurance: Mathematics and Economics, 38, 149-156, 2006.