Fields of Activity / Competences
- Mortality modeling
- Machine Learning Methods
- Neural networks/Deep Learning
- Time series analysis and forecasting
Publications
Major Publications
- Schnürch, S.; Korn, R.:
Point and Interval Forecasts of Death Rates Using Neural Networks.
ASTIN Bulletin, Vol. 52 (1), 333-360, (2022). - Schnürch, S.; Kleinow, T.; Korn, R.:
Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model.
Risks, Vol. 9 (3), 45, (2021). - Schnürch, S.; Wagner, A.:
Electricity Price Forecasting with Neural Networks on EPEX Order Books.
Applied Mathematical Finance, Vol. 27 (3), 189-206, (2020).