| Office: | Rudower Chaussee 25, room 1.208 |
| e-mail: | nansubum «at» math.hu-berlin.de /martha.nansubuga.1@hu-berlin.de |
| Postal address: | Humboldt-Universität zu Berlin Institut für Mathematik Unter den Linden 6 D-10099 Berlin |
Projektpraktikum II (Stochastik) (M26) lab (summer semester 2022)
Mathematics for machine and reinforcing learning and Markov decision processes tutorial (summer semester 2022)
Stochastik tutorial (winter semester 2021/2022)
Stochastische Analysis (M24) tutorial (summer semster 2021)
Mathematics for machine learning tutorial (summer semester 2021)
Stochastische Finanzmathematik I (winter semester 2020/2021)
Stochastik Finance II tutorial (summer semester 2020)
On (relaxed) Singular Stochastic Control and Skorohod M1-Continuity in Finite-fuel Problems , MSc thesis (supervisor: Prof. Dirk Becherer), 2020.
Maximization of dividend payouts under infinite ruin probability constraints, International Journal of Mathematics and Computation, Vol. 27, No. 4, pp. 69–82. link, 2016
Dividend maximisation in an insurance process compounded by
investment returns under ruin probability constraint. (supervisor: Prof Juma Kasozi , and Dr. Wilson Mahera Charles) MSc thesis, University of Dar es Salaam, 2013
Last modified: October 18 2020