Yao, Yuesheng
Machine Learning / AI in Insurance: The Regulators' View
Masterarbeit
2025

Menzel, Paul
Backtesting non-life Pricing Models and Assessing Time Consistency
Masterarbeit
2025

Escobar M., Laussert T., and Zagst R.
Closed-form optimal investment under generalized GARCH Models
2025

Palm, Jonathan (FIM)
Portfolio Choice via a Quantile Function
Masterarbeit
2025

De Witte D., Mai J. and Scherer M.
Portfolio optimization in a multivariate jump-diffusion model
2025

Termaat, Samuel
Interest-rate sensitivity for callable bonds under the Hull-White model
Masterarbeit
2025

Papst, Katharina
Assessing the German flood insurance gap
Masterarbeit
2025

Zhang, Yifan
A GARCH-Based Framework for Optimizing Sustainable Investment Portfolios
Masterarbeit
2025

Fuchs, Lorenz
Assessing Loan Performance in Mortgage-Backed Securities: The Impact of Risk Retention Rules
Masterarbeit
2025

Wagenblast, Ludger
Practical portfolio selection based on alternative norms
Masterarbeit
2024