Speaker(s): Ralf Korn (Technische Universität Kaiserslautern), Franziska Diez (Fraunhofer ITWM) While in simple one-factor models the evolution of the yield curve in time is totally determined by the evolution of the short rate, this is not the case
Speakers: Johannes Lörper, Franziska Foellmer Insuring longevity is one of the most important tasks of German life insurance companies. The main products for this protection are annuities. In reserving for, designing and supervising these products, a
