Profile of Renate Ernst

Fields of Activity/Competences

• Modelling and simulation of pension products
  
• Premium calculation principles
• Credit risk measurement and modelling
• Machine Learning, supervised and unsupervised

 

Publications

Major publications

Wegner, R.: Numerics of non-linear Black-Scholes equations. Construction, analysis and simulation.
Diploma thesis, Karlsruher Institut für Technologie (KIT), 2014.