Publications

ERGO Publications

ERGO regularly publishes on various issues. Within the scope of the ERGO Center of Excellence in Insurance, we would particularly point out the following publications:

Further Publications

Within the scope of the ERGO Center of Excellence in Insurance, various Master Theses have been completed.

The following works constitute the first volume of the ERGO CE Master Series:

 

Steinbach, Sarah (01/2019): ALM-Optimization Using Core-Satellite Decomposition and Robustification

Zeller, Gabriela (02/2019): Hawkes Processes in Insurance: Risk Modelling and Optimal Investment

Bösing, Gerald (03/2019): Dependencies between Sub-Portfolios in Probabilistic Natural Hazard Models

Winter, Denis (04/2019): Machine Learning in Health Insurance in cooperation with ERGO

Kammerer, Alexander (05/2019): Decomposition of Credit Spreads For German Government and Corporate Bonds

Wissing, Alexander (06/2019): Forecasting Claim Inflation in Non-Life Insurance using Macroeconomic Factors