**Insurance and Financial Mathematics**

The research on insurance and financial mathematics at the institute deals with topics from risk theory, mathematical finance and stochastic control theory. Another focus is put on applications of Quasi-Monte Carlo methods in the respective fields.

Current members of this research group are:

Tichy, Robert (actuarial and financial modeling, quasi-Monte Carlo methods and applications in mathematical finance)

Thonhauser, Stefan (risk theory, mathematical finance, stochastic optimal control, applied probability)

Preischl, Michael (extremal bounds, copulas, risk theory)

Former members include: Hansjörg Albrecher (Lausanne), Jürgen Hartinger (Klagenfurt), Philipp Mayer (Vienna), Martin Predota (Vienna), Markus Hofer (Amsterdam), Markus Zahrnhofer (Zürich)

Some of the research is embedded in the Special Research Area (SFB) Quasi-Monte Carlo Methods: Theory and Applications. We have regular contacts with colleagues in Lausanne, Karlsruhe, Linz, Vienna and several other places. Information on the actuarial education in Austria can be found at "Aktuarvereinigung Österreichs". For questions concerning the actuarial education at TU-Graz please contact Stefan Thonhauser.