Michael Merz (economist)

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Michael Merz (* 1972 ) is a German economist , mathematician and professor of business administration, especially mathematics and statistics in economics at the Faculty of Economics and Social Sciences at the University of Hamburg .

Life

Michael Merz completed an apprenticeship as a retail salesman from 1987 to 1990 and then an apprenticeship as an industrial clerk until 1992 . From 1992 to 1995 he attended the Stiftsgymnasium in Sindelfingen and passed his Abitur exam there in 1995 .

Following this, studied Michael Merz to 1996, a year physics and chemistry at the University of Stuttgart . From 1996 to 2001 he was a student of mathematics and economics at the Eberhard Karls University in Tübingen . From 1998 to 1999 he spent two semesters abroad at the University of Valencia , Spain . From 1998 to 2001 Michael Merz also worked as a tutor for statistics, stochastics , operations research and mathematics at the University of Tübingen . In April 2001 he obtained his diploma in mathematics with a grade point average of 1.1 with a minor in economics. His diploma thesis was entitled Laplace Operators on Sierpinski Spaces and was given a grade of 1.0.

From 2001 to 2004 Michael Merz worked as a research assistant at the chair for Statistics, Econometrics and Operations Research at the University of Tübingen with Eberhard Schaich . In July 2004 he received his doctorate summa cum laude at the Faculty of Economics there with a topic from risk theory / actuarial science at the chair of Eberhard Schaich. The title of his dissertation was The Concept of Orthogonal Projection for the Construction of Credibility Models in Discrete and Continuous Time .

From 2004 to 2006 Michael Merz found a job as an actuary at Basler Insurance in Basel , Switzerland .

He then held a junior professorship for statistics, risk and insurance at the Faculty of Economics in Tübingen from 2006 to 2009 .

Michael Merz has held the chair for business administration, especially mathematics and statistics in economics, at the Faculty of Economics and Social Sciences at the University of Hamburg since 2009.

Research priorities

Michael Merz's research focuses and interests include quantitative risk management , stochastic methods in claims reservation, credibility theory, evaluation and management of financial guarantees and derivatives , solvency (in particular Basel II , Solvency II , SST ), pricing models for insurance and financial risks , Risk theory, risk control models for insurance companies , capital allocation and risk-adjusted performance measurement, filter theory and control theory in finance and actuarial mathematics as well as dynamic financial analysis and asset liability management (ALM).

Awards

Michael Merz has received several prizes, including the doctoral award from the Eberhard Karls University of Tübingen in November 2005, as well as an Erasmus grant .

Fonts (selection)

  • The concept of the orthogonal projection to determine credibility estimators in discrete and continuous time (=  European University Theses. Series 5. Economics and Business Administration . Volume 3101 ). Lang , Frankfurt am Main / Berlin 2004, ISBN 3-631-52846-9 ( dnb.de [accessed on June 15, 2013] At the same time: University of Tübingen, dissertation, 2004).
  • Risk-based premium calculation in constant time (=  SCOR Deutschland Rückversicherungs AG Hannover. SCOR Deutschland series of publications . Volume 3 ). VVW , Karlsruhe 2005, ISBN 3-89952-220-6 ( dnb.de [accessed on June 15, 2013]).
  • Michael Merz / Mario V. Wüthrich: Mathematics for economists. The introduction with many economic examples . Vahlen , Munich 2013, ISBN 978-3-8006-4482-7 ( dnb.de [accessed June 15, 2013]).
  • Mario V. Wüthrich / Michael Merz: Financial modeling, actuarial valuation and solvency in insurance (=  Springer finance ). Springer , Berlin / Heidelberg 2013, ISBN 978-3-642-31391-2 ( dnb.de [accessed June 15, 2013]).

Web links

Individual evidence

  1. ↑ Personal data set from Prof. Dr. Michael Merz. In: Catalog of the German National Library. German National Library, accessed on June 15, 2013 .
  2. ↑ a b c d Curriculum Vitae of Prof. Dr. Michael Merz. (PDF, approx. 39 kB) (No longer available online.) University of Hamburg, August 28, 2009, archived from the original on July 21, 2014 ; Retrieved June 15, 2013 . Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. @1@ 2Template: Webachiv / IABot / www.wiso.uni-hamburg.de
personal data
SURNAME Merz, Michael
BRIEF DESCRIPTION German economist, mathematician and university professor (University of Hamburg)
DATE OF BIRTH 1972