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J.M. Schumacher


Full professor Mathematics

Tilburg School of Economics and Management
Econometrics and Operations Research

 

Expertise

Hans Schumacher's research interests are in mathematical finance and insurance, and in dynamical systems and control.

Key words

Publications

Most recent publications

Click here for the extended list of publications

Other publications PDF

 

Education

  • PhD. Mathematics, 1981, Vrije Universiteit Amsterdam
  • MSc. Mathematics, 1976, Vrije Universiteit Amsterdam

Career

Current position

Full Professor of Mathematics at Tilburg University, Faculty of Economics and Business Administration, Department of Econometrics and Operations Research. Affiliated with the Center for Economic Research (CentER) and the Network for Studies on Pensions, Aging, and Retirement (Netspar).

Positions held

01/07/84-30/11/99 senior research scientist, Centre for Mathematics and Computer Science (CWI), Amsterdam (part-time until 01/02/85; associated with Tilburg University on a part-time basis since 01/12/1987)

01/02/84-31/01/85 ESA Fellow, Mathematical Support Division, European Space Research and Technology Centre (ESTEC), Noordwijk, the Netherlands

01/09/82-30/06/84 research associate, Econometric Institute, Erasmus University, Rotterdam (part-time after 01/02/84)

01/09/81-31/08/82 visiting scientist, Laboratory for Information and Decision Sciences, MIT

01/09/76-31/08/81 junior staff member, Department of Mathematics, Vrije Universiteit Amsterdam

01/11/74-31/08/76 teaching assistant, Department of Mathematics, Vrije Universiteit Amsterdam

Publications

Most recent publications

Click here for the extended list of publications

Other publications PDF

Direct and indirect funding

Funding

  • 1984 PhD project Dynamic stabilization of large flexible space structures. Main proposer: R. F. Curtain (Univ. Groningen). Sponsor: STW (Foundation for the Technical Sciences).
  • 1989 PhD project Control computations for element models. Sponsor: System and Control Theory Network in the Netherlands.
  • 1991 PhD project Coordination in hierarchical control. Proposed jointly with M.L.J. Hautus (TU Eindhoven) and J. C. Engwerda (Tilburg Univ.). Sponsor: SOBU (joint research pool of the universities of Eindhoven and Tilburg).
  • 1992 Two-year postdoc project Linear implicit systems: a distributional approach. Proposed jointly with J. C. Engwerda. Sponsor: NWO-SMC (mathematics branch).
  • 1995 PhD project Dynamics under inequality constraints. Proposed jointly with P.P.J. van den Bosch, S.Weiland (both TU Eindhoven) and P. M.Kort (Tilburg Univ.). Sponsor: SOBU (joint research pool of the universities of Eindhoven and Tilburg).
  • 1996 "Large Project" Mathematical modelling of open dynamical systems. Proposed jointly with A.J. van der Schaft (Twente Univ.), H. L. Trentelman and J. C. Willems (both Groningen Univ.). The program includes several PhD projects, one of which is carried out at CWI. Sponsor: NWO-SWON (mathematics branch).
  • 1997 Four-year postdoc project Model uncertainty in dynamic economic models. Sponsor: NWO-ESR (branch for the economic and social sciences).1998 Project Financial derivatives. Sponsoring for four two-year postdoc projects to be carried out at CWI, RUG, TUD, and UT; funding to be matched on a 50-50 basis by host institutions. Proposed jointly with A. Bagchi (UT), A.W. Heemink (TUD), T. Mikosch (RUG). Sponsor: NWO-SWON (mathematics branch).
  • 1999 PhD project Mixed methods in computational finance. Proposed jointly with M.A. Peletier and H.J.J. te Riele (both CWI). Sponsor: NWO-GBE (exact sciences).
  • 2002 PhD project Dynamics and complementarity. Proposed jointly with P. P. J. van den Bosch and W. P. M. H. Heemels (both TUE). Sponsor: SOBU.
  • 2002 EU IST project SICONOS (Modeling, Simulation and Control of Nonsmooth Dynamical Systems). Proposed jointly with 12 other scientific institutes in Europe. Funding for a series of research meetings.
  • 2005 Netspar (Network for Studies on Pensions, Aging, and Retirement): funding at 7.5% of salary costs for individual research project. Raised to 12.5% in 2006, continued in 2007.
  • 2008 Netspar: funding at 12.5% of salary costs for research as part of the Netspar theme Valuation and Risk Management for Insurance Companies and Pension Funds headed by A.A.J. Pelsser.
  • 2009 Netspar: funding at 15% of salary costs for research as part of the Netspar theme†Reconciling Long Term Goals and Short Term Constraints for Retirement Provisions headed by M. Vellekoop.
  • 2010 Netspar: funding of a PhD project†Pension plan design: individual solutions and collective improvements. Proposed jointly with E.H.M. Ponds.

External accreditation

Memberships

  • Society for Industrial and Applied Mathematics (SIAM)
  • Institute of Electrical and Electronic Engineers (IEEE)
  • Koninklijk Wiskundig Genootschap (Dutch Mathematical Society)
  • American Finance Association (AFA)

Affiliations with research schools

  • Center for Economic Research (CentER)
  • Dutch Institute of Systems and Control (DISC)
  • WONDER (Dutch Research School in Mathematics)

Editorial boards

  • 1990-1996 SIAM Journal on Control and Optimization (Associate Editor)
  • 1995-1999 CWI Tracts & Syllabi Series1999 Automatica special issue on Hybrid Systems (Guest Editor)
  • 1997-2003 SIAM Journal on Control and Optimization (Corresponding Editor)
  • 1995-2009†Systems & Control Letters

Fellowships

  • 1981 Fellowship for a one-year visit abroad. Sponsor: NWO (Dutch national science organization).
  • 1984 ESA (European Space Agency) fellowship for a one-year position at ESA's research establishment ESTEC.

Research supervision

  1. Margreet Kuijper. PhD thesis First-Order Representations of Linear Systems, defended at Tilburg University, May 22, 1992.
  2. Arie Rijkeboer. PhD thesis Differential-Geometric Models for Time-Varying Coefficients of Autoregressive Processes defended at Tilburg University, April 29, 1994.
  3. Jesse de Does. PhD thesis The Gap Topology for Linear Systems: A Geometric Approach, defended at Tilburg University, December 6, 1994.
  4. Arie Weeren. PhD thesis Coordination in Hierarchical Control, defended at Tilburg University, September 22, 1995.
  5. Maurice Heemels. PhD thesis Linear Complementarity Systems. A Study in Hybrid Dynamics, defended at Eindhoven University of Technology, November 30, 1999.
  6. Kanat Camlibel. PhD thesis Complementarity Methods in the Analysis of Piecewise Linear Dynamical Systems, defended at Tilburg University, May 28, 2001.
  7. Bram van den Broek. PhD thesis Uncertainty in Differential Games, defended at Tilburg University, June 15, 2001.
  8. Jeroen Kerkhof. PhD thesis Model Risk Analysis for Risk Management and Option Pricing, defended at Tilburg University, November 7, 2003.
  9. Steffan Berridge. PhD thesis Irregular Grid Methods for Pricing High-dimensional American Options, defended at Tilburg University, June 18, 2004.
  10. Andreas WŁrth. PhD thesis†Pricing and Hedging in Incomplete Financial Markets,†defended at Tilburg University, May 8, 2009.
  11. Renxiang Dai. PhD thesis†Essays on Pension Finance and Dynamic Asset Allocation, defended at Tilburg University, June 21, 2010.
  12. Puduru†Viswanadha Reddy. PhD thesis Essays in Dynamic Games, to be defended at Tilburg University, November 18, 2011.
  13. Jaroslav Pazdera. Started October 15, 2009.

 

Teaching


J.M. Schumacher teaches the following subjects:

Other activities

Current administrative and committee work

  • coordinator, Master of Science program in Quantitative Finance and Actuarial Science, Tilburg University
  • member of evaluation panel for Mathematics, Lorentz Centre, Leiden University
  • member of the Sounding Board Group on Education, Actuarieel Genootschap (Dutch Society of Actuaries)
  • co-organizer (with Peter Spreij, University of Amsterdam) of the 13th Winter School on Mathematical Finance, Lunteren, January 20-22, 2014.

Contact details
Room K 628
PO Box 90153
5000 LE Tilburg 
Phone+31 13 466 2050
Secretary+31 13 466 2462
Fax +31 13 466 3280
Email j.m.schumacher@tilburguniversity.edu

Personal homepage

Full professor Mathematics
Tilburg School of Economics and Management
Econometrics and Operations Research

Working days
Mon Tues Wed Thurs Fri
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Afternoon Present Present Present Present Present
Last amended: 27 April 2013

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