Dr. Rainer Jobst

Research topics

• Modeling and forecasting the probability of default with time-discrete hazard rate models
• Multi-period credit portfolio models
• Integration of forecast and estimation risk in credit portfolio models
• Validation of the probability of default
• Integration of credit derivatives in credit portfolio models
• Stress testing credit risk
• Risk-neutral moments

Teaching goals

Courses:

• Winter term: Statistic I for human sciences
• Summer term: Statistic II for human sciences

Short biography

CV:

• since 2008: Lecturer at the chair of statistics and risk management, Universit?t Regensburg
• 2008 Ph.D.
• 2003-2008: Research assistant at the chair of statistics, Universit?t Regensburg
• 2002-2003: Credit Analyst at Landesbank Baden-Württemberg
• 2002 Diploma in business administration
• 1998-2002: Study of business administration, Universit?t Regensburg

Awards and honors:

• Best degree at diploma examination within business administration Universit?t Regensburg, 2002