Daniel Gaigall
Professor of Mathematics and Applied Mathematics, FH Aachen - University of Applied Sciences
Daniel Gaigall is Professor of Mathematics and Applied Mathematics at the FH Aachen - University of Applied Sciences and associated with the House of Insurance at the Leibniz University Hannover in Germany. Previously, he was Professor of Mathematics with focus on Stochastics/Statistics and head of the working group for probability and statistics at the University in Koblenz in Germany. He studied and obtained his PhD at the Leibniz University Hannover and worked as a validator of internal models at the Group Risk Management unit of the multinational financial services company Talanx at the company’s headquarter. His research focuses on statistics as well as actuarial science and mathematical finance, including quantitative risk management, Monte-Carlo methods, non-life actuarial science and life actuarial science.
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Articles by Daniel Gaigall
Allocating and forecasting changes in risk
This paper considers time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio’s components.