Welthandelsplatz 1
Vienna, 1020
Austria
Vienna University of Economics and Business - Department of Finance, Accounting & Statistics
Life insurance, life annuities, life cycle model, age-varying bequest motives, insurance loads, bid-ask spreads, incomplete markets, deep annuity puzzle
Dynamic integrated climate-economy model, Least-squares Monte Carlo, Climate change, Optimal control, Deep learning, Carbon emission, Stochastic DICE model, Uncertainty quantification
Reinsurance, Deep learning, Perturbed risk process, Multi-objective optimization
Climate Change, Deep Learning, DICE Model, Ramsey Rule, Social Cost of Carbon
Climate change, climate stress testing, stochastic DICE model, longevity risk, solvency capital requirements
Climate change, social cost of carbon, integrated climate-economy modelling, shared socioeconomics pathways, representative concentration pathways, net-zero emission scenarios
