Browsing All of EconStor by Author Korn, Ralf
Showing results 1 to 12 of 12
Year of Publication | Title | Author(s) |
2014 | Worst-case portfolio optimization under stochastic interest rate risk | Engler, Tina; Korn, Ralf |
2016 | Improving convergence of binomial schemes and the Edgeworth expansion | Bock, Alona; Korn, Ralf |
2016 | Nested MC-based risk measurement of complex portfolios: Acceleration and energy efficiency | Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; Wehn, Norbert |
2018 | A least-squares Monte Carlo framework in proxy modeling of life insurance companies | Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf |
2020 | Least-Squares Monte Carlo for proxy modeling in life insurance: Neural networks | Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf |
2020 | Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies | Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf |
2020 | A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes | Graf, Stefan; Korn, Ralf |
2020 | Numerical algorithms for reflected anticipated backward stochastic differential equations with two obstacles and default risk | Wang, Jingnan; Korn, Ralf |
2021 | Clustering-based extensions of the common age effect multi-population mortality model | Schnürch, Simon; Kleinow, Torsten; Korn, Ralf |
2021 | A machine learning-based price state prediction model for agricultural commodities using external factors | Oktoviany, Prilly; Knobloch, Robert; Korn, Ralf |
2021 | Optimal portfolios in the presence of stress scenarios A worst-case approach | Korn, Ralf; Müller, Lukas |
2022 | Special issue "computational finance and risk analysis in insurance" | Korn, Ralf |