Retirement Provision and Life Insurance

In the area of old-age provision, we have a holistic view of old-age provision in Germany and Europe in close cooperation with the Produktinformationsstelle Altersvorsorge gGmbH (PIA). For example, we use our technology for the stochastic simulation of old-age provision products for the opportunity-risk classification of tariffs from the customer's perspective.

Example Projects


Classification of Private Retirement Provision

Since 2016, on behalf of the Product Information Agency Altersvorsoge gGmbH (PIA), we have been classifying all retirement provision products that are subsidized by state allowances.


ALMSIM®: Asset Liability Management


ALMSIM®-Pfadgenerator: Simulation of Market Scenarios and Contracts

The ALMSIM-Pathgenerator software developed at our institute enables simulations of capital market scenarios and pension contracts.


Valuation of Derivatives and Portfolio Optimization

Portfolio optimization and the valuation of derivatives as well as structured products are main subjects of financial mathematics.


Risk Management

Risk management and risk reporting are constantly challenging financial institutions. Thereby the tasks range from the calculation of risk indicators (e.g. Value-at-Risk (VaR)) and the execution of stress tests to some backtesting.

Suitable Topics of Our Doctoral Students and Post-Docs

Durability: Stochastic and ML-based modeling

It researches Simon Schnürch.

Prediction of the yield curve

It researches Franziska Diez.