Categories
- ACTUARIAL DATA SCIENCE
- AFIR / ERM / RISK
- ASTIN / NON-LIFE
- BANKING / FINANCE
- CORONA SPECIAL
- DIVERSITY & INCLUSION
- EDUCATION
- HEALTH
- IACA / CONSULTING
- LIFE
- PENSIONS
- PROFESSIONALISM
- MISC
Winner of the GAUSS Prize for Young Academics 2020
The dissertation which is summarized here in a short presentation consists of three independent parts: The yield curve shapes generated by interest rate models, the yield curve forecasting, and the application of the chance-risk classification to a portfolio of pension products. As a component of the capital market model, the yield curve influences the chance-risk classification which was introduced to improve the comparability of pension products and strengthen consumer protection. Consequently, all three topics have a major impact on this essential safeguard.
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