M.Sc. Henrik Sloot

Technical University Munich
 Chair of Mathematical Finance (Prof. Zagst)

Postal address

Parkring 11-13
85748 Garching b. Munich

Phone: +49 (0) 89 289 17411
Office hours: by arrangement

Short CV

In the year 2014, after his undergraduate studies in mathematics with minor economics, Henrik Sloot joined the graduate program “Mathematical Finance and Actuarial Sciences” at the Munich University of Technology. Since June 2014, he is working as an consultant in the riskmanagement department of the Allianz Deutschland AG. Henrik wrote his master's thesis on the topic "Exogenous shock models" and is now doing a PhD at the Chairof Mathematical Finance.




Publications in Journals


  • Sloot, H.: The deFinetti representation of generalised Marshall–Olkin sequences. Dependence Modeling 8, 2020, 107-118 more…
  • Sloot, H.; Scherer, M.: A probabilistic view on semilinear copulas. Information Sciences 512, 2020, 258-276 more…


  • Scherer, M.; Sloot, H.: Exogenous shock models: Analytical characterization and probabilistic construction. Metrika 82 (8), 2019, 931-966 more…

Book Contributions and Conference Proceedings


  • Brigo, D.; Mai, J.-F.; Scherer, M.; Sloot, H.: Consistent iterated simulation of multivariate defaults: Markov indicators, lack of memory, extreme-value copulas, and the Marshall-Olkin distribution. In: Innovations in Insurance, Risk- and Asset Management. World Scientific , 2018 more…