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Page: https://www.hochschule-ruhr-west.de//research/research-in-faculties/institute-of-natural-sciences/beschaeftigte/mark-kiermayer/
Date: 05.12.2021, 01:29Clock

Mark Kiermayer

Mark Kiermayer studied at Ulm University (GER) and University of Waterloo (CAN). There he attended the master’s programs ‘Mathematics and Management’ and ‘Actuarial Science’, which he completed in 2018 and 2019. His studies focused on applied risk management in field of financial services.

In December 2018, Mark joined the staff at HRW as a research assistant. At the time, he works on the application of neural networks and more general machine learning techniques for the purpose of a more efficient risk management.

Mark Kiermayer
Wissenschaftlicher Mitarbeiter

Institut Naturwissenschaften
Duisburger Str. 100, 45479 Mülheim an der Ruhr
Building 01

Phone: +49 208 88254-716

mark.kiermayer hs-ruhrwest "«@&.de

1. Research and Teaching Focus

  • Machine Learning
  • Deep Learning
  • Risk Management
  • Insurance Mathematics

2. Publications

  • „Modeling Surrender Risk in Life Insurance: theoretical and experimental insight” (2021). Available on arXiv 2101.11590.
  • „Grouping of Contracts in Insurance using Neural Networks” (2020), with C. Weiß, Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2020.1836676
  • „Estimation of the CIR Model using a Particle Filter Method” (2018). Master’s Research Paper. University of Waterloo.

3. Selected Talks

  • Modeling Surrender Risk in Life Insurance (11.03.2021). IVW-/ ifa-workshop. Ulm.
  • Grouping of Contracts in Life Insurance (01.10.2019). IVW-/ ifa-workshop. Ulm.
  • Anwendung neuronaler Netze in der Bestandsverdichtung am Beispiel eines RLV-Portfolios (16.09.2019). max.99 of the German Academy of Actuaries. Cologne.