Simon Gstöhl

Subject matter expert on quantitative risk management and capital modeling topics. Maintaining and operating the Solvency II internal model, including contributing to its calibration, model changes and validation.

Pricing Motor Retail Risk and tariff modeling Supervision of telematics tariffs I worked as a pricing actuary for the motor retail business and have gained advanced experience in actuarial modeling, tariff development and data analytics during my professional career at Allianz Germany and the actuarial qualification program of the German Association of Actuaries (DAV), which I successfully completed during this time.

Cooperation project of the University of Innsbruck and the Central Institution for Meteorology and Geodynamics in the field of extreme value statistics

Risk management

Corporate Communication, Corporate Treasury, Accounting Tridonic, Sales Ledon Lamp

Focus: Property and casualty insurance and actuarial data science

Erasmus Exchange Statistics of Financial Markets, Stochastic Finance, Random Graphs, Multivariate Statistical Analysis

Stochastic Finance, Statistics, Higher Stochastics, Stochastic Processes, Stochastic Partial Differential Equations, Higher Analysis, Higher Numerical Mathematics, Higher Algebra Thesis: Spatial modeling of extreme snow depth and snow water equivalent

Financial Management, Bank Management, Risk Management, Econometrics, Project Management, Accounting, Operations Management, Information Systems Thesis: The performance of technical trading strategies

Stochastics, Numerical Analysis, Statistics, Real Analysis, Optimization Thesis: Numerical calculation of the Heston equation (The Heston Option Pricing Model)