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subject:"Portfolio-Management"
subject:"Theorie"
~language:"eng"
~person:"Hahn, Lukas Josef"
~person:"Piette, Pierrick"
~subject:"Basler Akkord"
~type_genre:"Sammlung"
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Portfolio-Management
Theorie
Basler Akkord
Actuarial mathematics
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Risikomanagement
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Risk management
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Theory
2
Versicherungsmathematik
2
Actuary-in-the-box
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Analytical estimator
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Balance Sheet Approach
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Chain ladder method
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Claims triangle bootstrapping
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Commodities market
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Dependent lines of business
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EU-Versicherungsrecht
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Elastic Net
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European insurance law
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Forecasting model
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Gradient Boosting
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Incremental loss ratio method
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Lapse
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Mortality
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Mortality forecasting
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Multi-year internal risk model
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Multi-year risk management
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Multi-year view
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Multivariate stochastic reserving models
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NDVI
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Non-life insurance risk
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ORSA process
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Overall Solvency Needs
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Prognoseverfahren
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Risikomodell
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Risk model
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Risk projection over multiple years
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Simulation-based estimator
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Solvency II
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Statistical learning
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Hahn, Lukas Josef
Piette, Pierrick
Ayenew, Habtamu Yesigat
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Betz, Jennifer
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Bülbül, Dilek
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Chakkalakal, Louis
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Claußen, Arndt
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Diers, Dorothea
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Engel, Nico
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Friedmann, Daniel
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Gortner, Paul Julian
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Grabellus, Markus
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Hlawatsch, Stefan
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Hoffmann, Christian Hugo
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Höring, Dirk
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Jayanty, Siddharth
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Kim, Young Sang
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Kleinert, Helena
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Kolb, Andreas
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Kosub, Thomas
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Kremer, Philipp J.
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Krummaker, Simone
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Lambert, Claudia
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Linzmeier, Daniel
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Lukas, Elmar
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Mager, Ferdinand
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Moser, Florian
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Möstel, Linda
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Neuhierl, Andreas
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Nielsen, Thor Pajhede
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Niemeyer, Andreas Johannes
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Paterlini, Sandra
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Pazdera, Jaroslav
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Pedersen, Jesper Bo
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Persson, Mattias
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Purnanandam, Amiyatosh
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Ranjan, Ram
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Reichling, Peter
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Universität Ulm
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ECONIS (ZBW)
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Quantitative assessment of multi-year non-life insurance risk
Hahn, Lukas Josef
-
2019
Persistent link: https://www.econbiz.de/10012120259
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Contributions of statistical learning to actuarial sciences and financial risk management
Piette, Pierrick
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2019
Persistent link: https://www.econbiz.de/10012163722
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