by VICA2018 Added 2 years ago 1 809 Views

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

by VICA2018 Added 2 years ago 0 367 Views

Speaker(s): Ralf Korn (Technische Universität Kaiserslautern) In classical continuous- or discrete-time portfolio optimization the market model underlying the optimization problem is completely specified. In contrast to that, stress scenarios are an

by VICA2018 Added 2 years ago 0 430 Views

Speaker: Ralf Korn

by DAV-DGVFM_Germany Added 1 year ago 7 1,562 Views

"Neuronale Netze – Was Aktuare schon lange wissen und noch wissen sollten“ Prof. Dr. Ralf Korn (TU Kaiserslautern), afterwards: Discussion with Prof. Korn and Daniela Rode (Ausschuss Krankenversicherung), lead by Dr. Guido Bader (DAV)

by DAV-DGVFM_Germany Added 1 year ago 0 494 Views

We consider the yield curves that one- and two-factor Vasicek interest rate models can produce. As a result, we show that the two-factor Vasicek model can explain significantly more effects that are observed at the market than its one-factor variant. Amon

by DAV-DGVFM_Germany Added 3 months ago 0 173 Views

In seinem Vortrag für die e-Herbsttagung von DAV und DGVFM geht Dr. Ralf Kantak (Vorstandsvorsitzender des PKV-Verbands) auf die coronabedingten Herausforderungen der Privaten Krankenversicherung ein. Dabei unterstreicht er auch den Reformbedarf bei