Profile of Franziska Diez

Fields of Activity / Competences

• Modeling and simulation of pension products
• Machine Learning Methods
  
• Interest rate modeling
• Analysis and Forecasting of Time Series
  
• Neural Networks/Deep Learning

Publications

Major Publications

• Diez, F.:
  Opportunity-risk classification of a portfolio of state-subsidized retirement provision products and recommendation for customer advice.
  Journal for the entire insurance science, Volumne 110, Issue 2, P. 157-188, (2021).
• Diez, F.:
  Yield Curves and Chance-Risk Classification: Modeling, Forecasting, and Pension Product Portfolio.
  Dissertation, Fraunhofer Publisher, (2021).
• Diez, F.; Korn, R.:
  Yield curve shapes of Vasicek interest rate models, measure transformations and an application
  for the simulation of pension products.
  European Actuarial Journal, Volume 11, Issue 2, Pages 735-742, (2021).
  European Actuarial Journal, Volume 10, Issue 1, Pages 91-120, (2020).
• Diez, F.:
  Private Leibrenten unter Risikoaversion und Steuern.
  Masterthesis, Julius-Maximilians-Universität Würzburg, (2014).