Since October 2023 I am a deputy professor in the working group of Financial and Insurance Mathematics at LMU. I am particularly interested in topics dealing with model uncertainty and the modeling of insurance and credit risk markets.

For current teaching events see Teaching

  • Multi-dimensional fractional Brownian motion in the G-setting
    Biagini F., Mazzon A., Oberpriller K.
    Preprint, 2023, [arXiv]
  • Robust asymptotic insurance-finance arbitrage
    Oberpriller K., Ritter M., Schmidt T.
    Preprint, 2022, [arXiv]
  • Classical and deep pricing for path- dependent options in non-linear generalized affine models
    Geuchen B., Oberpriller K., Schmidt T.
    Preprint, 2022, [arXiv]
  • Supplement to Liquidity based modeling of asset price bubbles via random matching
    Biagini F., Mazzon A., Meyer-Brandis T., Oberpriller K.
    Preprint, 2023, [arXiv]

For more Publications & Preprints see Publications