Patents by Inventor Lutz Wilhelmy

Lutz Wilhelmy has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Automated risk monitoring method and system
    Patent number: 10460384
    Abstract: The invention relates to an automated risk monitoring method and a corresponding risk monitoring system for automated risk monitoring, in the case of which control data for different companies are transferred to a monitoring unit and evaluated, a company specific asset distribution and a corresponding threshold value being determined, said threshold value corresponding to the expected value of the asset parameter for the occurrence of the insolvency of a company, recovery rate factors being determined by means of a standardization module of the monitoring unit, and wherein, using a MonteCarlo module of the monitoring unit (20), MonteCarlo asset parameters are generated for each company by means of which the companies with the lowest expected recovery rate factors are determined and dynamic adjustment of the portfolio accordingly made by means of the monitoring unit.
    Type: Grant
    Filed: June 2, 2014
    Date of Patent: October 29, 2019
    Assignee: SWISS REINSURANCE COMPANY LTD.
    Inventors: Peter Middelkamp, Lutz Wilhelmy
  • AUTOMATED RISK MONITORING METHOD AND SYSTEM
    Publication number: 20140279406
    Abstract: The invention relates to an automated risk monitoring method and a corresponding risk monitoring system for automated risk monitoring, in the case of which control data for different companies are transferred to a monitoring unit and evaluated, a company specific asset distribution and a corresponding threshold value being determined, said threshold value corresponding to the expected value of the asset parameter for the occurrence of the insolvency of a company, recovery rate factors being determined by means of a standardization module of the monitoring unit, and wherein, using a MonteCarlo module of the monitoring unit (20), MonteCarlo asset parameters are generated for each company by means of which the companies with the lowest expected recovery rate factors are determined and dynamic adjustment of the portfolio accordingly made by means of the monitoring unit.
    Type: Application
    Filed: June 2, 2014
    Publication date: September 18, 2014
    Applicant: SWISS REINSURANCE COMPANY LTD.
    Inventors: Peter MIDDELKAMP, Lutz WILHELMY
  • Automated Risk Monitoring Method and System
    Publication number: 20090259596
    Abstract: The invention relates to an automated risk monitoring method and a corresponding risk monitoring system for automated risk monitoring, in the case of which control data for different companies are transferred to a monitoring unit and evaluated, a company specific asset distribution and a corresponding threshold value being determined, said threshold value corresponding to the expected value of the asset parameter for the occurrence of the insolvency of a company, recovery rate factors being determined by means of a standardization module of the monitoring unit, and wherein, using a MonteCarlo module of the monitoring unit (20), MonteCarlo asset parameters are generated for each company by means of which the companies with the lowest expected recovery rate factors are determined and dynamic adjustment of the portfolio accordingly made by means of the monitoring unit.
    Type: Application
    Filed: February 24, 2005
    Publication date: October 15, 2009
    Applicants: COFFEE NATION LIMITED, SWISS REINSURANCE COMPANY
    Inventors: Peter Middelkamp, Lutz Wilhelmy