Walter Saxer Prize 2021
The 2021 Walter Saxer Prize goes to Andrea Gabrielli for his doctoral thesis and to Vito Gallo for his Master's thesis. Congratulations!
Awarded works:
- Dr Andrea Gabrielli
Claims reserving and neural networks
Doctoral thesis supervised by Prof. Mario Wüthrich (D-MATH), Prof. Patrick Cheridito (D-MATH) and Prof. Franco Moriconi (Università degli Studi di Perugia)
- Vito Gallo
DownloadXVA analysis for bilateral derivatives in continuous time (PDF, 1.1 MB)
Master's thesis supervised by Prof. Patrick Cheridito (D-MATH)
This year, the Walter Saxer-Versicherungs-Hochschulpreis (Insurance prize) celebrated its 50th anniversary as a special event within ETH Risk Center's seminar series.
At the award ceremony, which was musically framed by two violinists, Hans Bühlmann (ETH Zurich), initiator of the Walter Saxer Prize in 1969, gave a short introduction to the history of the prize which was followed by a panel discussion between him and Heinz Müller (University of St.Gallen), first recipient of the prize in 1971, as well as Patrick Cheridito and Mario Wüthrich about the development of applied mathematics over the past 50 years.
