Dr. rer. nat. Sören Bettels
© Christian Wyrwa
Dr. rer. nat. Sören Bettels
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30167 Hannover
30167 Hannover
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© Christian Wyrwa
Dr. rer. nat. Sören Bettels
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Curriculum Vitae
- Since 2020
Research Fellow, Institute of Actuarial and Financial Mathematics & House of Insurance, Leibniz University Hannover
- Since 2020
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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)
Insurance: Mathematics and Economics, 119, 130-145, 2024
- An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models