Browsen in EconStor gesamt nach Autor:innen Korn, Ralf
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Erscheinungsjahr | Titel | Autor:innen |
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 |
2022 | The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets | Yilmaz, Bilgi; Korn, Ralf; Selcuk-Kestel, A. Sevtap |
2022 | Optimal dynamic reinsurance with worst-case default of the reinsurer | Korn, Ralf; Müller, Lukas |
2023 | A first look back: model performance under Solvency II | Korn, Ralf; Stahl, Gerhard |
2023 | Optimal portfolios with sustainable assets: aspects for life insurers | Korn, Ralf; Nurkanovic, Ajla |