Martin Luther University Halle-Wittenberg

Contact

Tina Engler

phone: 0345 5524686

room E.12
Theodor-Lieser-Str. 5
06120 Halle (Saale)

postal address:
Martin-Luther-Universität Halle-Wittenberg
Naturwissenschaftliche Fakultät II
Institut für Mathematik
Arbeitsgruppe Optimierung und Stochastik
Tina Engler
06099 Halle (Saale)

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Tina Engler

PhD Student funded by the graduate fund of the state Saxony Anhalt (since October 2012)

Topic of research:

Stochastic Optimal Control of Investment-Consumption Models

Supervisor: Prof. Dr. Wilfried Grecksch and Prof. Dr. Alfons Balmann   

Curriculum Vitae

Since
08/2012
PhD student at MLU Halle-Wittenberg
09/2012-08/2012 Research fellow at Institute of Agricultural Development in Transition Economies (IAMO)
06/2012-10/2010 Master Programme Business Mathematics at MLU Halle-Wittenberg
08/2010-10/2007 Bachelor Programme of Business Mathematics at MLU Halle-Wittenberg
2007-2001 High School
1989 born in Halle (Saale), Germany

Degrees

06/2012 Master of Science Business Mathematics,
Topic of the Master thesis: Stochastic Optimal Control of Investment Consumption Models with Jump Process Extensions
08/2010 Bachelor of Science Business Mathematics,
Topic of the Bachelor thesis: On the Application of Linear Stochastic Integer Optimization in Storage
06/2007 A levels

Talks and research stays

10/2015 Three states workshop stochastic analysis, Halle, Germany
Talk: Worst-case optimal investment and consumption- A study with stochastic interest rates
07/2015 European Conference on Operational Research, Glasgow, UK
Talk: On worst-case portfolio optimization under stochastic interest rate risk (joint work with Ralf Korn)
03/2015 International Workshop on Stochastic Models and Control, Kaiserslautern, Germany
Talk: On worst-case portfolio optimization under stochastic interest rate risk (joint work with Ralf Korn)
08/2014 International Congress of Mathematicians, Seoul, Korea
Talk: On worst-case optimal investment and consumption under a stochastic interest rate
07/2014 AIMS Conference on Dynamical Systems, Differential Equations and Applications, Madrid, Spain
Talk: On worst-case optimal investment and consumption under a stochastic interest rate
06/2014 Research stay (1month) with Prof. Dr. Korn at Fraunhofer ITWM Kaiserslautern, Germany
03/2014 German Probability and Statistics Days, Ulm, Germany
Talk: Worst-Case Optimal Investment and Consumption under Stochastic Interest Rates
02/2014 Actuarial and Financial Mathematics Conference, Brussels, Belgium
Talk: Worst-Case Optimization for an Investment-Consumption Problem
08/2013 9th meeting of German-speaking PhD-students in stochastics, Göttingen, Germany
Talk: Worst-Case Optimierung für ein Konsum-Investment Problem
06/2013 Three states workshop stochastic analysis, Jena, Germany
Talk: On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors
06/2013 German-Polish Joint Conference on Probability and Mathematical Statistics, Torun, Poland
Talk: On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors
05/2013 Research stay (1month) with Prof. Dr. Korn at TU Kaiserslautern, Germany
03/2013 Workshop on Stochastic Models and Control, Berlin, Germany
Talk: On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors

Publications

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