We want to introduce our HYPATIA-Travelfellowship holders and give them the oppurtunity to share their experience.
2019/2020 Leonie Brinker
Leonie Brinker completed her Master‘s degree here at the University of Cologne in 2017 and focused her Master‘s thesis in Stochastics on the FKPP Differential Equation in conjunction with the Maximum of Branching Brownian Motion.
She continued her studies with a PhD under the supervision of Prof. Schmidli, who holds a chair for Stochastics and Actuarial Mathematics. She now conducts research in the fields of Stochastic Optimisation, Path Functionals of Stochatic Processes, Regime-Switching, Drawdowns of Lévy Processes, Ruin Theory, HJB-Equations and Martingales.
„The HYPATIA-Travelfellowship enabled me to visit the Institute for Financial and Actuarial Mathematics (IFAM) at the University of Liverpool for three weeks in February/March 2020. I stayed at Vine Court Student Accommodation which is very close to the mathematical institute and also just a 20 minute walk from the city centre.
The primary objective of my stay was to work with Dr. Julia Eisenberg on our joint research. We have examined an optimal control problem in a regime switching context under the influence of (the contemporary topic of) negative interest rates. The paper has not been published yet but the link will be provided here in the future. Read More