ERGO Publications
ERGO regularly publishes on various issues. Within the scope of the ERGO Center of Excellence in Insurance, we would particularly point out the following publications:
Project research 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
Further Publications
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