Profile of Franziska Diez

Fields of Activity / Competences

  • Modeling and simulation of pension products
  • Principle of premium calculation
  • Interest rate modeling
  • Analysis and Forecasting of Time Series
  • Neural Networks/Deep Learning



Major Publications

  • Diez, F.:
    Private Leibrenten unter Risikoaversion und Steuern.
    Masterthesis, Julius-Maximilians-Universität Würzburg, (2014).
  • Diez, F.; Korn, R.:
    Yield curve sha
    pes of Vasicek interest rate models, measure transformations and an application
    for the simulation of pension products.
    European Actuarial Journal, Volumne 10, Issue 1, (2020).