I am Thibaut Lux, quantitative risk manager at Helvetia Insurance Group and former post-doctoral researcher in mathematics in the group of Carole Bernard and Steven Vanduffel at Vrije Universiteit Brussels.


I completed my PhD in mathematics under the supervision of Antonis Papapantoleon and Peter Bank at the Technische Universität Berlin. I am a research fellow of the Research Training Group 1845 "Stochastic Analysis with Applications in Biology, Finance and Physics" and associate fellow of the Berlin Mathematical School.


The focus of my research is on probability theory and applications, with an emphasis on uncertainty quantification, robust mathematical finance, optimal transport and copula theory.

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