Max Nendel

Associate Professor
Max Nendel

Contact Information:
Max Nendel
Department of Statistics and Actuarial Science
University of À¶Ý®ÊÓƵ
Mathematics 3, 200 University Avenue W
À¶Ý®ÊÓƵ, Ontario, N2L 3G1, Canada

Office: M3 2113
Email: mnendel@uwaterloo.ca

Short bio

I am an associate professor of quantitive finance and actuarial science in the Department of Statistics and Actuarial Science. I obtained my PhD in mathematics from University of Konstanz in 2017 under the joint supervision of Robert Denk and Michael Kupper. Prior to joining the University of À¶Ý®ÊÓƵ in 2024, I held a junior professorship at Bielefeld University’s Center for Mathematical Economics, where I have been PI in the Collaborative Research Center 1283 and the Research Training Group 2865.

Detailed CV (4/2025).

Research interests

My research activities are primarily concerned with model uncertainty in economics, finance, and actuarial science with a focus on the valuation of financial and insurance products under model uncertainty using non-linear partial differential equations. In addition, I work on mathematical topics related to regulatory policymaking, risk measures, and mean field games.

Preprints

  • M. Nendel and F. Fuchs. . arXiv:2502.18270, 2025.
  • M. Kupper, M. Nendel, and A. Sgarabottolo. . arXiv:2501.16846, 2025.
  • J. Dianetti, M. Nendel, L. Tangpi, and S. Wang. . arXiv:2411.00633, 2024.
  • S. Della Corte, F. Fuchs, R.C. Kraaij, and M. Nendel. . arXiv:2410.19566, 2024.
  • C. De Vecchi, M. Nendel, and J. Streicher. . arXiv:2406.19242, 2024.
  • J. Blessing, M. Kupper, and M. Nendel. .ÌýarXiv:2305.18981, 2023.
  • M. Nendel and A. Sgarabottolo. . arXiv:2210.14340, 2022.

Publications

  • J. Blessing, R. Denk, M. Kupper, and M. Nendel. . J. Funct. Anal. 288Ìý(2025),Ìýpaper no.Ìý110841.Ìý
  • M. Kupper, M. Nendel, and A. Sgarabottolo. . Quant. FinanceÌý25 (2025), 163-180.
  • M. Nendel. . Finance Stoch. 29 (2025), 261-287.
  • B. Goldys, M. Nendel, and M. Röckner. . J. Differential Equations 412 (2024), 23-86.
  • P. Kurth, M. Nendel, and J. Streicher. . Risks 12 (2024), 131.
  • M. Nendel and J. Streicher. . J. Math. Econom. 109 (2023), paper no. 102896.
  • R. Denk, M. Kupper, and M. Nendel. . Publ. Res. Inst. Math. Sci. 59 (2023), 393-421.
  • J. Dianetti, G. Ferrari, M. Fischer, and M. Nendel. . Math. Oper. Res. 48 (2023), 1679-1710.
  • S. Fuhrmann, M. Kupper, and M. Nendel. . Ann. Inst. H. Poincaré Probab. Statist. 59 (2023), 904-932.
  • F.-B. Liebrich and M. Nendel. . SIAM J. Financial Math. 13 (2022), 1344-1378.
  • M. Nendel and M. Röckner. . SIAM J. Control Optim. 59 (2021), 4400-4428.
  • J. Dianetti, G. Ferrari, M. Fischer, and M. Nendel. . Ann. Appl. Probab. 31 (2021), 2538-2566.
  • M. Nendel, M.D. Schmeck, and F. Riedel. . Insurance Math. Econom. 100 (2021), 193-209.
  • R. Denk, M. Kupper, and M. Nendel. . J. Evol. Equ. 21 (2021), 2491-2521.
  • M. Nendel. . Internat. J. Approx. Reason. 130 (2021), 226-245.
  • M. Nendel. . Math. Finance 31 (2021), 474-507.
  • M. Nendel. . Bull. Lond. Math. Soc. 52 (2020), 907-923.
  • R. Denk, M. Kupper, and M. Nendel. . Stochastic Process. Appl. 130 (2020), 1616-1642.
  • B. Barraza, R. Denk, J. Hernández, F. Kammerlander, and M. Nendel. . J. Math. Anal. Appl. 474 (2019), 1082-1103.
  • B. Barraza, R. Denk, J. Hernández, and M. Nendel. . J. Pseudo-Differ. Oper. Appl. 9 (2018), 523-538.
  • R. Denk, M. Kupper, and M. Nendel. . Banach J. Math. Anal. 12 (2018), 515-540.