Dr Philipp Renner

Senior Lecturer

Research Overview

My research interests lie in computational economics and game theory. I am particularly trying to understand the nature of incentive problems in a dynamic context. These kind of problems occur e.g. in taxation, manager remuneration and insurance. They pose a significant mathematical challenge for two reasons. On the one hand they are bilevel optimization problems. And on the other hand it is necessary to solve complicated dynamic programs.

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
  • Economics Research Group
  • Industrial Organisation and Economic Theory
  • Macroeconomics and Financial Markets