Degginger, Marco; Grätz, Axel; Hilber, Marc; Hoff, Kai; Reiter, Verena; Scherer, Matthias
Das DGVFM - Datenbankprojekt – eine zukunftsweisende Kooperation zwischen Versicherungsindustrie und Wissenschaft
DAV Journal
2024
12-17

Khemka G.,Lim W., and Zagst R.
The Theory of Constant Proportion Performance Participation
Working Paper submitted for publication
2024

Schröder, Konstantin
Machine Learning Methods for Financial Data Augmentation
Masterarbeit
2024

Ahmeti, Diellza
Exploring Dynamic Pricing Strategies with Demand Covariates
Masterarbeit
2023

Ortiz, Taberner
Almost sure central limit theorem and its applications
Masterarbeit
2024

Tyagi, Ishita
A Multi-Curve Approach to Market Consistent Pricing
Masterarbeit
2024

Thanos, Alexander
Financial Time Series Forecasting with Transformer-based Models
Masterarbeit
2024

Euthum, M., Scherer M., and Ungolo F.
A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population
European Actuarial Journal
2024

Donisch, Michael
The Martingale Method for Optimal Investment with Random Endowment
Masterarbeit
2024

Escobar M., Spies B., and Zagst R.
Optimal Consumption and Investment in General Affine GARCH Models
OR Spektrum
2024