Prof. Dr. Ralf Korn

Ralf Korn is heading the research group on Financial Mathematics and Stochastic Control at the University of Kaiserslautern. His scientific interests cover the research areas of continuous-time finance (in particular portfolio optimization, value preserving models, transaction costs, crashes, risk management), advanced Monte Carlo methods, insurance mathematics and stochastic control with emphasis on (generalized) impulse control of dynamic systems and worst-case control of systems with possible catastrophes. His scientific work covers 3 books and more than 35 refereed publications. He is associate editor of journals in Fiancial Mathematics and Operations Research. He was Guest Professor and Organizator of Summer Schools at various universities including Universitè Louis Pasteur in Strasbourg, the Hungarian Academy of Science in Budapest, and University of Jyväskylä. During the recent five years he received offers for three C4-professor positions, has built up the group of Financial Mathematics at the Fraunhofer ITWM in Kaiserslautern and has been speaker of the research center "Mathematik und Praxis" at the TU Kaiserslautern. He is a board member of the "Deutsche Gesellschaft für Versicherungs- und Finanzmathematik" and a member of the Scientific Advisory Board of the Fraunhofer ITWM, Kaiserslautern.

Personal Homepage

http://www.mathematik.uni-kl.de/~korn

Project Participation

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r9 - 14 Mar 2006 - NicoleRauch