M. Sc. Sören Bettels
© Christian Wyrwa
M. Sc. Sören Bettels
Phone
Fax
Address
Welfengarten 1
30167 Hannover
30167 Hannover
Building
Room
© Christian Wyrwa
M. Sc. Sören Bettels
-
Curriculum Vitae
- Since 2020
Research Fellow, Institute of Actuarial and Financial Mathematics & House of Insurance, Leibniz University Hannover
- Since 2020
-
Publications
- An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
(with S. Weber)
- Multinomial Backtesting of Distortion Risk Measures
(with S. Kim and S. Weber)
To appear in: Insurance: Mathematics and Economics
- An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models