Ph.D., mathematics, Ulm University; M.S., statistics, San Diego State University
Summary of Experience
Professor Bauer is an expert in insurance and mathematical finance. His research interests focus on actuarial science, insurance economics, and finance and risk management, with an emphasis on quantitative methods. In his writings, Professor Bauer has examined aspects of the secondary life insurance markets (life settlements), the valuation of life insurance liabilities, and the determination of risk capital and its allocation for insurers. Moreover, he has contributed to several publications on the modeling and management of demographic risks. Professor Bauer is currently an editor of the ASTIN Bulletin -- The Journal of the International Actuarial Association, and an associate editor of the Journal of Risk and Insurance.
Mark A. Gustafson