Einladung zur Vortragsreihe aus Finanz- und Versicherungsmathematik

Prof. Dr. Angelika May

Carl von Ossietzky Universität Oldenburg
http://www.mathematik.uni-oldenburg.de/personen/may/may.html

CPPI Models for life insurance products with guarantees

We discuss and compare different approaches for unit linked life insurance products with guarantee, with focus on hybrid products on the one hand, and CPPI products on the other hand. We will show some simulation results for a simple model and then continue with a theoretical view on models with jumps.

Zur Person: Angelika May holds a chair on mathematics in economics at the University of Oldenburg. Her research interest covers asset management for life insurance companies and stochastic models for life and health insurances. She has worked on different projects with the financial services industry on multivariate approaches for Risk Management using the copula method.

Mag. Christoph Krischanitz
Präsident der Aktuarvereinigung Österreichs
Präsident des Österreichischen Förderungsvereins der Versicherungsmathematik

Dkfm. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen

o.Univ.-Prof. Dr. Walter Schachermayer
Institut für Mathematik, Universität Wien

Univ.-Prof. Dr. Damir Filipović
Vienna Institute of Finance