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You search for a phrase "Korn, Ralf" according to the criterion: Author


Title :
Optimal portfolios in the presence of stress scenarios A worst-case approach
Authors :
Korn, RalfAff1, Aff2
Müller, Lukas
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Source :
Mathematics and Financial Economics. :1-33
Academic Journal
Title :
Correction to: Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
Authors :
Diez, Franziska
Korn, RalfAff1, Aff2
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Source :
European Actuarial Journal. :1-8
Academic Journal
Title :
A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes
Authors :
Graf, Stefan
Korn, RalfAff2, Aff3
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Source :
European Actuarial Journal. 10(2):273-293
Academic Journal
Title :
Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
Authors :
Diez, Franziska
Korn, RalfAff1, Aff2
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Source :
European Actuarial Journal. 10(1):91-120
Academic Journal
Title :
Estimates and Determinants of SARS-Cov-2 Seroprevalence and Infection Fatality Ratio Using Latent Class Analysis: The Population-Based Tirschenreuth Study in the Hardest-Hit German County in Spring 2020
Authors :
Ralf Wagner
David Peterhoff
Stephanie Beileke
Felix Günther
Melanie Berr
Sebastian Einhauser
Anja Schütz
Hans Helmut Niller
Philipp Steininger
Antje Knöll
Matthias Tenbusch
Clara Maier
Klaus Korn
Klaus J. Stark
André Gessner
Ralph Burkhardt
Michael Kabesch
Holger Schedl
Helmut Küchenhoff
Annette B. Pfahlberg
Iris M. Heid
Olaf Gefeller
Klaus Überla
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Subject Terms :
SARS-CoV-2
seroprevalence
ELISA
CLIA
latent class analysis
antibodies
Microbiology
QR1-502
Source :
Viruses, Vol 13, Iss 1118, p 1118 (2021)
File Description :
electronic resource
Relation :
https://www.mdpi.com/1999-4915/13/6/1118; https://doaj.org/toc/1999-4915
Access URL :
https://doaj.org/article/21f0d728453b48f4b89c03e28b767cfa
Academic Journal
Title :
Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model
Authors :
Simon Schnürch
Torsten Kleinow
Ralf Korn
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Subject Terms :
mortality modeling and forecasting
stochastic mortality model
mortality of multiple populations
common age effect model
cluster analysis
maximum likelihood estimation
Insurance
HG8011-9999
Source :
Risks, Vol 9, Iss 45, p 45 (2021)
File Description :
electronic resource
Relation :
https://www.mdpi.com/2227-9091/9/3/45; https://doaj.org/toc/2227-9091
Access URL :
https://doaj.org/article/6d335953fa85440e83b19e9486752244
Academic Journal
Title :
Least-Squares Monte Carlo for Proxy Modeling in Life Insurance: Neural Networks
Authors :
Anne-Sophie Krah
Zoran Nikolić
Ralf Korn
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Subject Terms :
least-squares Monte Carlo method
proxy modeling
life insurance
Solvency II
neural networks
machine learning
Insurance
HG8011-9999
Source :
Risks, Vol 8, Iss 116, p 116 (2020)
File Description :
electronic resource
Relation :
https://www.mdpi.com/2227-9091/8/4/116; https://doaj.org/toc/2227-9091
Access URL :
https://doaj.org/article/3b3e38e5d2c94d85b90f1d2b350c5f31
Academic Journal
Title :
Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Authors :
Jingnan Wang
Ralf Korn
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Subject Terms :
numerical algorithm
reflected anticipated backward stochastic differential equations
discrete penalization scheme
discrete reflected scheme
Insurance
HG8011-9999
Source :
Risks, Vol 8, Iss 72, p 72 (2020)
File Description :
electronic resource
Relation :
https://www.mdpi.com/2227-9091/8/3/72; https://doaj.org/toc/2227-9091
Access URL :
https://doaj.org/article/74ffc51140d245daa2791679150ab0c2
Academic Journal
Title :
Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies
Authors :
Anne-Sophie Krah
Zoran Nikolić
Ralf Korn
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Subject Terms :
least-squares monte carlo method
machine learning
proxy modeling
life insurance
solvency ii
Insurance
HG8011-9999
Source :
Risks, Vol 8, Iss 1, p 21 (2020)
File Description :
electronic resource
Relation :
https://www.mdpi.com/2227-9091/8/1/21; https://doaj.org/toc/2227-9091
Access URL :
https://doaj.org/article/bc5ec292910c49dd859e0321e18e686e
Academic Journal

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