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Dr. Rainer Jobst

Research topics

  • Modeling and forecasting the probability of default with time-discrete hazard rate models
  • Multi-period credit portfolio models
  • Integration of forecast and estimation risk in credit portfolio models
  • Validation of the probability of default
  • Integration of credit derivatives in credit portfolio models
  • Stress testing credit risk
  • Risk-neutral moments

Teaching goals


  • Winter term: Statistic I for human sciences
  • Summer term: Statistic II for human sciences

Short biography


  • since 2008: Lecturer at the chair of statistics and risk management, Universität Regensburg
  • 2008 Ph.D.
  • 2003-2008: Research assistant at the chair of statistics, Universität Regensburg
  • 2002-2003: Credit Analyst at Landesbank Baden-Württemberg
  • 2002 Diploma in business administration
  • 1998-2002: Study of business administration, Universität Regensburg

Awards and honors:

  • Best degree at diploma examination within business administration Universität Regensburg, 2002


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  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Business Administration

Chair of Statistics and Risk Management

Research Fellow

Dr. Rainer Jobst

Jobst 191 191

Room RW(S) 208

Phone +49 941 943-2287
Fax +49 941 943-812287

Office hours: Wed 15 - 16