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Positions Held
since 10/2009 Maastricht University, Assistant Professor of Finance; Collaborative Research Center
649
07/2006 – 09/2009 Dr. Wolfgang Schieren Chair for Insurance
and Risk Management,
Humboldt-Universität zu Berlin, Assistant; C.A.S.E. - Center for Applied Statistics
and Economics; Collaborative Research Center
649
08/2006 – 12/2006 University of Illinois at Urbana-Champaign, Visiting Assistant Professor of Finance
05/2003 – 07/2006 Dr. Wolfgang Schieren Chair for Insurance
and Risk Management,
Humboldt-Universität zu Berlin, Assistant
01/2002 - 04/2003 KPMG (Insurance)
Educational Background
Habilitation, Humboldt-Universität zu Berlin, 2009
Dr. rer. pol., Humboldt-Universität zu Berlin, 2006, Title of dissertation
thesis: "Optimale Altersvorsorgestrategien: Eine
Lebenszyklusanalyse" (Optimal Financial Planning Strategies: A
Life-Cycle Analysis), abstract
Diplom-Kaufmann, Humboldt-Universität zu Berlin, 2001
Research Interests
Pension finance
& household risk management: annuitization and asset allocation
decisions, stochastic mortality
Corporate finance & risk management:
value-based management and risk management for insurance companies and
pension funds
Publications
Work in Progress
"Individual Investor Behavior during the
Financial Crisis" (with Arvid O. I. Hoffmann and Joost M. E. Pennings)
"Stochastic Mortality and the Dispersion of
Subjective Estimates of Survival Probabilities" (with Katja Hanewald)
Working Papers
"Measuring
the Performance of Life-Cycle Asset Allocation", Maastricht University/University of
Wisconsin-Madison, August 2009, 29 p. (with Joan T. Schmit)
"Individual Welfare Gains from
Deferred Life-Annuities under Stochastic Lee-Carter Mortality", Humboldt-Universität zu Berlin, April 2009, 35
p.
"Stochastic Mortality, Macroeconomic
Risks, and Life Insurer Solvency", Humboldt-Universität zu Berlin, February 2009, 22 p. (with Katja
Hanewald and Helmut Gründl)
"The
Impact of Investment Behavior for Individual Welfare: Evidence from the
United States and
Germany",
Humboldt-Universität zu Berlin/University of Wisconsin-Madison, June 2008,
43 p. (with Helmut Gründl, Joan T. Schmit and Anja Zimmer)
Peer-Reviewed Academic Publications
"Transparency through Financial Claims
with "Fingerprints": A Mechanism for Preventing Financial
Crises", Financial
Analysts Journal, 2009, Vol. 65(5), 17-23 (with Helmut Gründl)
"Individual
Annuity Demand under Aggregate Mortality Risk", The Journal of Risk and Insurance, 2009, Vol. 76
(forthcoming) (with Roman N. Schulze)
"Implications
of IFRS for the European Insurance Industry – Insights from Capital Market
Theory", Risk
Management & Insurance Review, 2007, Vol. 10, 247-265 (with Mark S.
Dorfman, Helmut Gründl and Lisa Schmidl)
"To
Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance
Companies", The Journal
of Risk and Insurance, 2006, Vol. 73, 19-41 (with Helmut Gründl and Roman
N. Schulze)
"Portfolio
Management and Retirement: What is the Best Arrangement for a Family?", Financial Markets and Portfolio Management,
2006, Vol. 20, 265-285 (with Helmut Gründl and Hato Schmeiser)
"Life
Annuity Insurance Versus Self-Annuitization: An Analysis from the
Perspective of the Family", Risk Management & Insurance Review, 2005, Vol. 8, 239-255
(with Hato Schmeiser)
Books
"Optimale Altersvorsorgestrategien: Eine
Lebenszyklusanalyse" (Optimal Financial Planning Strategies: A
Life-Cycle Analysis), dissertation thesis, 2006, abstract
Other Publications
"Die neuen IFRS für Versicherungsverträge: Welche
ökonomischen Auswirkungen ergeben sich?", Versicherungswirtschaft,
2007, Heft 13, 1069-1070 (with Helmut Gründl)
Book review: Tillmann, M., Risikokapitalbasierte
Steuerung in der Schaden- und Unfallversicherung - Konzeption einer
modellgestützten Risikoanalyse, Frankfurt 2005, Zeitschrift für die gesamte
Versicherungswissenschaft, 2006, Vol. 95, 181-183
"Leibrentenversicherung
versus Fondsentnahmeplan - Chancen und Risiken aus der Perspektive
potenzieller Erben" (Life annuities versus self-annuitization - chance
and risk reviewed from the perspective of heirs), Humboldt-Universität
zu Berlin, January 2003, 43 p. (with Hato Schmeiser)
Presentations
Humboldt-Universität zu Berlin (Germany), 12/2009
Maastricht University (Netherlands), 11/2009
American Risk & Insurance Association, 2009
Annual Meeting, Providence, RI (USA), 8/2009
SAVE Conference 2009, Deidesheim (Germany), 6/2009
Netspar Pension Workshop, Stockholm (Sweden),
6/2009
University of Mannheim (Germany), 3/2009
Annual Congress of the German Insurance Science Association,
Berlin (Germany), 3/2009
University of Waterloo (Canada), 2/2009
Chinese University of Hong Kong (Hong Kong),
2/2009
Maastricht University (Netherlands), 1/2009
Copenhagen Business School (Denmark), 1/2009
American Economic Association Annual Meeting, San
Francisco (USA), 1/2009
11th Symposium on Finance, Banking, and Insurance,
Universität Karlsruhe (Germany), 12/2008
University of St.Gallen (Switzerland), 12/2008
University of Wisconsin-Madison (USA), 12/2008
Collaborative Research Center 649, Humboldt-Universität
zu Berlin (Germany), 11/2008
University of Amsterdam (Netherlands), 11/2008
Verein für Socialpolitik Annual Congress 2008,
Graz (Austria), 9/2008
23rd Annual Congress of the European Economic
Association, Milan (Italy), 8/2008
Netspar Pension Workshop June 2008, The Hague
(Netherlands), 6/2008
Risk Theory Society, Colorado State University
(USA), 4/2008
Leibniz Universität Hannover (Germany), 4/2008
Future changes in mortality tables (joint workshop
with Allianz SE), Munich (Germany), 12/2007
34th Seminar of the European Group of Risk and
Insurance Economists (EGRIE), Cologne (Germany), 9/2007
American Risk & Insurance Association, 2007
Annual Meeting, Quebec (Canada), 8/2007
Annual Meeting of the German Academic Association
for Business Research (VHB), Paderborn (Germany), 6/2007
Risk Theory Society, Penn State University (USA),
4/2007
Annual Congress of the German Insurance Science
Association, Stuttgart (Germany), 3/2007
University of Wisconsin-Madison (USA), 10/2006
University of Illinois at Urbana-Champaign (USA),
10/2006
American Risk & Insurance Association, 2006
Annual Meeting, Washington D.C. (USA), 8/2006
10th Symposium on Finance, Banking, and Insurance,
Universität Karlsruhe (Germany), 12/2005
Meeting Europe’s social and economic needs
conference, Tilburg University/Netspar (Netherlands), 1/2005
American Risk & Insurance Association, 2004
Annual Meeting, Chicago (USA), 8/2004
American Risk & Insurance Association, 2003 Annual Meeting, Denver
(USA), 8/2003
Professional Memberships
American Finance Association
American Risk & Insurance Association
European Economic Association
German Insurance Science Association
Risk Theory Society
Honors and Awards
Award for Excellent Teaching (“Best Lecture”) 2008
(School of Business and Economics, Humboldt-Universität zu Berlin)
Berliner Preis für Versicherungswissenschaft 2007
Dr. Schieren-Förderpreis 2005
Humboldt-Preis 2002
Email
T.Post@maastrichtuniversity.nl
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