Browsen in EconStor gesamt nach Autor:innen Korn, Ralf


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ErscheinungsjahrTitelAutor:innen
2014Worst-case portfolio optimization under stochastic interest rate riskEngler, Tina; Korn, Ralf
2016Improving convergence of binomial schemes and the Edgeworth expansionBock, Alona; Korn, Ralf
2016Nested MC-based risk measurement of complex portfolios: Acceleration and energy efficiencyDesmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; Wehn, Norbert
2018A least-squares Monte Carlo framework in proxy modeling of life insurance companiesKrah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf
2020Least-Squares Monte Carlo for proxy modeling in life insurance: Neural networksKrah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf
2020Machine learning in least-squares Monte Carlo proxy modeling of life insurance companiesKrah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf
2020A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposesGraf, Stefan; Korn, Ralf
2020Numerical algorithms for reflected anticipated backward stochastic differential equations with two obstacles and default riskWang, Jingnan; Korn, Ralf
2021Clustering-based extensions of the common age effect multi-population mortality modelSchnürch, Simon; Kleinow, Torsten; Korn, Ralf
2021A machine learning-based price state prediction model for agricultural commodities using external factorsOktoviany, Prilly; Knobloch, Robert; Korn, Ralf
2021Optimal portfolios in the presence of stress scenarios A worst-case approachKorn, Ralf; Müller, Lukas
2022Special issue "computational finance and risk analysis in insurance"Korn, Ralf
2022The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing MarketsYilmaz, Bilgi; Korn, Ralf; Selcuk-Kestel, A. Sevtap
2022Optimal dynamic reinsurance with worst-case default of the reinsurerKorn, Ralf; Müller, Lukas
2023A first look back: model performance under Solvency IIKorn, Ralf; Stahl, Gerhard
2023Optimal portfolios with sustainable assets: aspects for life insurersKorn, Ralf; Nurkanovic, Ajla