Dr. Thijs Kamma
In August 2017, Thijs obtained a B.Sc. degree in Econometrics and Operations Research at Maastricht University, the Netherlands. During his undergraduate studies, he spent one semester at Universität Mannheim, Germany, as an exchange student. In August 2018, he obtained an M.Sc. degree in Econometrics and Operations Research with a specialization in Actuarial Science, with distinction (cum laude). His master thesis entitled “Investing for General Utility: Results for the Black-Scholes-Hull-White Model”. After graduation, in September 2018, he joined the Department of Quantitative Economics of Maastricht University as a Ph.D. Candidate, under the supervision of Prof. Dr. Antoon Pelsser and Dr. Thomas Post. His dissertation, entitled "Duality Methods for Stochastic Optimal Control Problems in Finance", primarily focuses on convex duality and applications thereof in the domain of portfolio optimization. In October 2022, he joined the ERGO Center of Excellence in Insurance and the Chair of Mathematical Finance as a postdoctoral research fellow.