Plenary speakers
Invited plenary talk: Wed., Sept. 4, 2024, 10:00-10:50
Ralf Korn (TU Kaiserslautern and Fraunhofer ITWM, Germany)
Optimal investment with sustainable assets – aspects for life insurers
Structural and long term investments are key ingredients for transforming our environment and our society to a sustainable state. As life insurers traditionally invest into assets with a long duration, they can enter appropriate positions that correspond to participations in e.g. solar and/or wind parks in their cover fund. We will therefore set up a control theoretic framework for a life insurer to deal with a demand for sustainable assets.
Further, we consider the problem of optimal taxation that should automatically lead to volontary investment into sustainable assets and additional conceptual and modelling aspects.
About
Prof. Dr. Ralf Korn was born on 20. Mai 1963 in Eltville/Rhein (Germany). He studied Mathematics and Business Administration at the Johannes Gutenberg-University Mainz from 1983 to 1989, got his PhD in 1993 and his habilitation in 1997, both in Mathematics. Since 1999, Prof. Dr. Korn holds a professorship (associate professor until 2001, full professor since 2001) at the Dept. Mathematics of RPTU Kaiserslautern-Landau (until 2022, TU Kaiserslautern).
He has been Dean of the Mathematics Department for six years, was a member of the University Senate for the same time and a long term member of the commission for system accreditation and of the steering commitee for science. At the Fraunhofer Institute for Industrial Mathematics (ITWM) in Kaiserslautern, he founded the Department of Financial Mathematics in 1999, was heading the department for 10 years and still is a scientific consultant. Since 2010, he is the CEO of the European Institute for Quality Management of Financial Products and Methods (EI-QFM) in Kaiserslautern.
He has published 10 monographies and more than 100 refereed scientific articles. Further, he successfully supervised 60 PhD students.
Since 2003 (with a break of two years), Prof. Korn is a member of the board of the Deutsche Gesellschaft für Versicherungs- und Finanzmathematik (DGVFM).
