Department of Actuarial Studies and Business Analytics

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Markov processes Engineering & Materials Science
Option Valuation Mathematics
Regime Switching Mathematics
Estimator Mathematics
Least Squares Estimator Mathematics
Model Mathematics
Partially Linear Model Mathematics
Markov Switching Mathematics

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Projects 2006 2019

Research Output 1990 2018

Assessing sovereign default risk: A bottom-up approach

Liu, F., Kalotay, E. & Trück, S. Apr 2018 In : Economic Modelling. 70, p. 525-542 18 p.

Research output: Contribution to journalArticle

Bottom-up
Sovereign default
Default risk
Credit risk
Private sector

Life insurance and annuity demand under hyperbolic discounting

Tang, S., Purcal, S. & Zhang, J. 23 Apr 2018 In : Risks. 6, 2, 10 p., 43

Research output: Contribution to journalArticle

Open Access
Life annuities
Life insurance
Hyperbolic discounting
Annuities
Investors
Climate
Hazard
Hazards
Climate Change
Flexibility