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Patrick Cheridito
SFI Faculty Member
Professor of Mathematics
Patrick Cheridito is Professor of Mathematics at ETH Zurich. He became an SFI Faculty Member in 2017. Since June 2016, he has been serving as co-director of RiskLab Switzerland, an interdisciplinary center in the Department of Mathematics of ETH Zurich devoted to research and education in financial and actuarial mathematics. He is also a member of the steering committee of ETH Zurich’s Master’s program in data science and involved in different industry collaborations.
Research Interests:
Prof. Cheridito’s research interests lie in insurance mathematics, quantitative risk management and mathematical finance.
Recent Research:
In a recent research project, Prof. Cheridito and collaborators have studied the pricing, hedging, and design of variable annuities, a type of annuity that is linked to the performance of an underlying investment account and typically also contains protection features such as guaranteed death, accumulation, income or withdrawal benefits. They have become increasingly popular over the last few decades in different parts of the world as many countries have seen a gradual shift from defined benefit to defined contribution pension plans and they provide a way for investors to hedge themselves against income, mortality, and longevity risk.