Publikationen

ERGO Publikationen

ERGO publiziert regelmäßig zu verschiedenen Themenbereichen. Im Rahmen des ERGO Center of Excellence in Insurance möchten wir Sie besonders auf die folgenden Publikationen hinweisen:

Weitere Publikationen

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