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



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).

    A collection of publications by Franziska Diez in the Fraunhofer-Publica