Research output per year
Research output per year
Personal profile
Biography
During his time at the Humboldt University of Berlin, Thomas Bernhardt studied model theory and stochastic. He earned his PhD from LSE in stochastic analysis and financial mathematics. Passionate about mathematics and society, he joined Heriot-Watt University and contributed to a project that tries to optimise future pension plans. During the pandemic, he worked at the University of Michigan and aimed to become an established member of the actuarial and financial mathematics community. Nowadays, he works at the University of Manchester as a full-time lecturer in financial mathematics.
Research interests
Stochastics and its connections to Actuarial Science, Financial Mathematics and Statistics. Decumulation and investment strategies for pension funds. Long-term goals include developing new Stochastic tools beyond Itô Calculus.
Media contributions and coverage
Article in THE ACTUARY (May 2021): Staying the course: how pooled annuity funds are proving an attractive alternative
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Keywords
- Applied Mathematics
- Mathematical Finance
- Optimisation
- Insurance
- Pension Funds
Fingerprint
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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A note on bequest preferences in utility maximisation for modern tontines
Bernhardt, T., 15 Jan 2025.Research output: Preprint/Working paper › Preprint
File1 Downloads (Pure) -
On Watanabe's characterisation and change of intensity à la Girsanov for Cox processes
Becherer, D., Bernhardt, T. & Gapeev, P., 9 Aug 2023.Research output: Preprint/Working paper › Preprint
File39 Downloads (Pure) -
Wealth heterogeneity in a closed pooled annuity fund
Bernhardt, T. & Qu, G., 25 Jul 2023, In: Scandinavian Actuarial Journal.Research output: Contribution to journal › Article › peer-review
Open Access -
ON THE CONTINUITY OF THE ROOT BARRIER
Bayraktar, E. & Bernhardt, T., 1 Jul 2022, In: Proceedings of the American Mathematical Society. 150, 7, p. 3133-3145 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND
Bernhardt, T. & Donnelly, C., 22 Jan 2021, In: ASTIN Bulletin. 51, 1, p. 101-130 30 p.Research output: Contribution to journal › Article › peer-review
Open Access