Profile of Mark-Oliver Wolf

Fields of Activity / Competences

• Valuation models and algorithms for structured products and derivatives
• Machine Learning Methods

Research Topic: Mathematical and Machine Learning Aspects of the Solvency Capital Requirement Calculation

Publications

Major Publications

• Mahler, P.; Wenzel, J.; Korn, R.; Wagner, A.; Willems, M.; Wolf, M.-O.:
  Konstruktion von Chancen-Risiko-Klassen zur Klassifizierung von Altersvorsorgeprodukten
  DAV Journal 01/2025, 339-345, (2025).
• Wolf, M.-O.:
  Modelling Frameworksfor Calculating and Analysing the Solvency Capital Requirement.
  Master Thesis, Technische Universität Kaiserslautern, (2022)