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Dr. Raghid Zeineddine

Albert-Ludwigs-Universität Freiburg
Finanz- und Versicherungsmathematik
PostDoc bei Fellow Thorsten Schmidt

Raum 02 005b
Tel. 0761 203 97341


Raghid Zeineddine studied Mathematics at Saint-Joseph University in Beirut (Lebanon) and at Pierre et Marie Curie University (Paris VI) in Paris. He received his diploma in Probability and Random models in 2011 from Paris VI University. In 2014 he completed his PhD at the University of Lorraine in France with a thesis in probability theory entitled "On a new Ito-type formula in law". From 2014 to 2015 he was instructor in probability and statistics at Nice University in France. From 2015 to 2017 he was postdoctoral researcher in the Research Training Group RTG 2131, working in the Technical University of Dortmund. In October 2017 he started a postdoctoral position in the FRIAS-USIAS programme.

Publikationen (Auswahl)

  • L. Ballotta, E. Eberlein, T Schmidt and R. Zeineddine: Variable annuities in a Lévy-based hybrid model with surrender risk. Submitted.
  • D. Nualart, R. Zeineddine: Symmetric weighted odd-power variations of fractional Brownian motion and applications. Communications on Stochastic Analysis. Vol. 12, No. 1 (2018) 37-58. (PDF of Article5)
  • R. Zeineddine: Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time. (2017) J. Theoret Probab. DOI 10.1007/s10959-017-0749-1. (PDF of Article4)
  • R. Zeineddine: Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time. ALEA, Lat. Am. J. Probab. Math. Stat. 12 (2), 597-683 (2015). (PDF of Article3)
  • I. Nourdin, R. Zeineddine: An Itô-type formula for the fractional Brownian motion in Brownian time. Electron. J. Probab. 19 (2014), no. 99, 1-15. (PDF of Article2)
  • R. Zeineddine: Fluctuations of the power variation of fractional Brownian motion in Brownian time. Bernoulli 21(2), 2015, 760-780. (PDF of Article1)


Linking Finance and Insurance: Theory and Applications

The goal of this research group is to tackle problems which lie in the intersection of finance and insurance. Under the current market situation this is of particular interest, as the present low interest rate environment is both a big challenge for insurance companies and a key driving factor of stock markets. This shows the high topicality of this endeavor on one side and the enormous potential for future developments on the other side. 

The main topics we aim at are hybrid derivatives which have equity and interest rates as underlying instruments. This type of derivatives appears naturally in equity-linked insurance products, variable annuities and other financial products from the area of pensions and life-insurance. Our first step is to develop fundamental results on assets of this type, in particular we are looking for valuation and risk-management methodologies. We will also cover the important question of model risk utilizing methods from robust finance and Bayesian finance. The second step is to apply these results by studying specific industry-relevant problems and developing tailor-made solutions.