List of Publications

List of Publications

List of Publications M. Sc. Eileen Witowski

I. Contributions to peer-reviewed journals

  • Improving CAT Bond Pricing Models via Machine Learning, Journal of Asset Management, 21(5), pp. 428-446, 2020 (together with M. Gürtler and T. Götze).

II. Contributions to books and collected works

  • Machine Learning in Empirical CAT Bond Pricing, Cuvillier Verlag, Göttingen, 2024.
  • Die digitale Vorlesung zur Steigerung der Effektivität und Effizienz des Lernens in Großgruppen, in: S. Robra-Bissantz, O. J. Bott, N. Kleinefeld, K. Neu, K. Zickwolf (Hrsg.), Teaching Trends 2018, Münster, New York 2019, pp. 99-104 (together with M. Gürtler and N. Nicht).

III. Presentations at conferences

  • Annual Meeting Deutscher Verein für Versicherungswissenschaft (DVfVW) e.V., 2022, Berlin (online).

  • Annual Meeting of the Western Risk and Insurance Association (WRIA), 2022, Honolulu, USA. (Non-participation due to Covid-19.)
  • OR 2021 – Business Analytics for Data-Driven Decision Making, 2021, Bern (online), A Comprehensive Forecasting Approach Maximizing Predictive Power and Interpretability: A Case of CAT Bond Pricing.
  • 13th Financial Risks International Forum on “The Rise of Fintechs: Can Networks and Platforms Disrupt Traditional Financial Intermediation?”, 2020, Paris, Frankreich, Machine Learning versus Traditional Linear Regression in Asset Pricing: An Analysis on the CAT Bond Market. (Cancelled because of Covid-19.)
  • Teaching Trends – Die Präsenzhochschule und die Digitale Transformation, ELAN e. V., 2018, Braunschweig: Die digitale Vorlesung zur Steigerung der Effektivität und Effizienz des Lernens in Großgruppen.