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:
Projektberichte ERGO CoE Forschung
- Andreas Lichtenstern, Rudi Zagst (2020) ERGO CoE Research Report on „Nahles-Rente“ / “Sozialpartnermodell” Optimal Investment Strategies in the Accumulation and Decumulation Phase
- Yevhen Havrylenko, Matthias Scherer (2022) ERGO CoE Research Report on Algorithmic detection of interacting variables for generalized linear models via machine learning: ERGO’s data on motor third party liability insurance
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 Center of Excellence 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
The following works constitute the second volume of the ERGO Center of Excellence Master Series:
Abed, Bassant (07/2020): Customer Churn Prediction In The Insurance Sector Using Machine Learning Methods -Implementation in SAS
Elsherif, Kesmat (08/2020): Vehicle Classification – Using Different Machine Learning Algorithms to create Vehicle Risk Classes
Heger, Julia (09/2020): Modeling, Decomposing and Forecasting Credit Spreads using Machine Learning Methodology
Stein, Noel (10/2020): Neural Networks for Claims Reserves Estimation in Legal Expenses Insurance
Rexho, Nensi (11/2020): Applications of Extreme Value Theory in Cyber Risk Modelling