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Ralf Korn
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Ralf Korn
Showing
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Ralf Korn
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1
Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
by
Jingnan Wang
,
Ralf
Korn
Published 2020-07-01
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Article
2
Improving Convergence of Binomial Schemes and the Edgeworth Expansion
by
Alona Bock
,
Ralf
Korn
Published 2016-05-01
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Article
3
Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk
by
Tina Engler
,
Ralf
Korn
Published 2014-12-01
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Article
4
Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model
by
Simon Schnürch
,
Torsten Kleinow
,
Ralf
Korn
Published 2021-03-01
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Article
5
Least-Squares Monte Carlo for Proxy Modeling in Life Insurance: Neural Networks
by
Anne-Sophie Krah
,
Zoran Nikolić
,
Ralf
Korn
Published 2020-11-01
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Article
6
Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies
by
Anne-Sophie Krah
,
Zoran Nikolić
,
Ralf
Korn
Published 2020-02-01
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Article
7
A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies
by
Anne-Sophie Krah
,
Zoran Nikolić
,
Ralf
Korn
Published 2018-06-01
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Article
8
Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency
by
Sascha Desmettre
,
Ralf
Korn
,
Javier Alejandro Varela
,
Norbert Wehn
Published 2016-10-01
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Article
9
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision
by
Christian de Schryver
,
Daniel Schmidt
,
Norbert Wehn
,
Elke Korn
,
Henning Marxen
,
Anton Kostiuk
,
Ralf
Korn
Published 2012-01-01
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Article
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