The dissertation by Dr. Philipp Aigner, who successfully completed his cooperative doctorate in 2023 under the supervision of advisor Prof. Dr. Sebastian Schlütter (Mainz University of Applied Sciences) and Prof. Dr. Andrej Gill (Johannes Gutenberg University Mainz), received three prestigious awards.
Philipp Aigner’s dissertation was honored with
- the doctoral prize of the Deutsche Bundesbank, endowed with 2,000 Euro
- second place in the SCOR Prize for Actuarial Science in conjunction with the University of Ulm, endowed with 4,000 Euro
- the GAUSS Young Talent Award from the German Society for Insurance and Financial Mathematics (DGVFM) and the German Actuarial Association (DAV), endowed with 2,000 Euro
Philipp’s dissertation deals with the development of a new method for translating the measurement of financial risks into deterministic scenarios. Areas of application for the method include the depiction of risk concentrations in a portfolio, the development of limit systems for insurance companies or banks, and the assessment of systemic risks on financial markets.
Philipp was a research assistant at the School of Business between 2019 and 2022 and, in addition to his research, provided teaching support for the Quantitative Methods group. Prior to this, he successfully completed his Bachelor’s and Master’s degrees in Mathematics at the University of Regensburg and spent a semester abroad at the Université de Bordeaux. Today, Philipp Aigner is a Senior Consultant for insurance companies at zeb.
