History of FAM

Professorships

• Prof. Stefan Gerhold
  March 2021: appointment to a Professorship in Mathematics
• Prof. Thorsten Rheinländer
  October 2012: appointment to a Professorship in Stochastic Methods in Economics
• Prof. Uwe Schmock
  June 2003: appointment to a Professorship in Actuarial Mathematics
• Prof. Walter Schachermayer
  October 1998: appointment to a Professorship in Financial and Actuarial Mathematics,
  September 2008: leaving due to job offer: appointment to a Professorship in Financial Mathematics at University of Vienna
• Prof. Karl-Heinz Wolff
  1970: appointment to a Professorship in Actuarial Mathematics,
  1996: receiving the emeritus status

Structure

• since January 2019:
  Research Unit of Risk Management in Financial and Actuarial Mathematics (E105-01) and
  Research Unit of Stochastic Financial and Actuarial Mathematics (E105-05)
  of the Department of Stochastics and Mathematical Methods in Economics (E105)
• since January 2015:
  Research Unit of Financial and Actuarial Mathematics (E105-1&5)
  of the Department of Stochastics and Mathematical Methods in Economics (E105)
• since January 2004:
  Research Unit of Financial and Actuarial Mathematics (E105-1)
  of the Department of Mathematical Methods in Economics (E105)
• April 2001 - December 2003:
  Department of Financial and Actuarial Mathematics (E105)
• September 1998 - March 2001:
  Financial and Actuarial Mathematics Group (E107-5)
  of the Department of Statistics, Probability Theory and Insurance Mathematics (E107)
• 1970 - September 1998:
  Insurance Mathematics Group
  of the Department of Analysis, Technical Mathematics and Insurance Mathematics

Important Projects/Grants

• Christian-Doppler-Laboratory Portfolio Risk Management (PRisMa Lab), granted by CDG, Laboratory Director: Uwe Schmock,
  January 2006 - December 2013
• "Mathematics and Credit Risk" together with University of Vienna and WU Vienna, granted by WWTF,
  Mai 2005 - April 2010
• START Prize 2006 of Josef Teichmann, granted by FWF,
  January 2007 - December 2009
• Wittgenstein Prize 1998 of Walter Schachermayer, granted by FWF,
  October 1998 - September 2004

Important Events

• ViZuS 2019 - Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields (Vienna, 2019-11-27 to 2019-11-29)
• VCMF 2019 - 2nd Vienna Congress on Mathematical Finance & VCMF Educational Workshop (Vienna, 2019-09-09 to 2019-09-13)
• VISS 2018 - Vienna International Summer School "Machine Learning Methods and Data Analytics in Risk and Insurance" (Vienna, 2018-07-09 to 2018-07-13)
• IME 2017 - 21st International Congress on Insurance: Mathematics and Economics & IME Educational Workshop (Vienna, 2017-07-03 to 2017-07-07)
• VCMF 2016 - 1st Vienna Congress on Mathematical Finance & VCMF Educational Workshop (Vienna, 2016-09-12 to 2016-09-16)
• EAJ 2014 - 2nd European Actuarial Journal Conference & EAJ Educational Workshop (Vienna, 2014-09-08 to 2014-09-12)
• VISS 2011 - Vienna International Summer School "Stochastic Claims Reserving Methods in Insurance" (Vienna, 2011-07-04 to 2011-07-08)
• AMaMeF 2007 - International Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance (Vienna, 2007-09-17 to 2007-09-22)
• ALM 2004 - Austrian Workshop on Asset Liability Management in Insurance (Vienna, 2004-09-23 to 2004-09-25)
• CRM 2001 - Austrian Workshop on Credit Risk Management (Vienna, 2001-01-31 to 2001-02-02)
• WOMF 1999 - Workshop on Mathematical Finance (Strobl and Vienna, 1999-09-13 to 1999-09-18)