Einladung zur Vortragsreihe aus Finanz- und Versicherungsmathematik
Prof. Dr. Angelika May
Carl von Ossietzky Universität Oldenburg
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
Dkfm. Dr. Siegfried Sellitsch
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
o.Univ.-Prof. Dr. Walter Schachermayer
Univ.-Prof. Dr. Damir Filipović
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Last modification: 2021-12-03