Patents by Inventor Raphael Troitzisch

Raphael Troitzisch 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).

  • STRUCTURED LIABILITY RISKS PARAMETRIZING AND FORECASTING SYSTEM PROVIDING COMPOSITE MEASURES BASED ON A REDUCED-TO-THE-MAX OPTIMIZATION APPROACH AND QUANTITATIVE YIELD PATTERN LINKAGE AND CORRESPONDING METHOD
    Publication number: 20210012256
    Abstract: A system and method for providing a liability temperature measure based on a time-dependent, composite indexing parameter. Measurement parameters assigned to parameterized liability risk drivers are measured for generating the measured time-dependent, composite indexing parameter. The used liability risk drivers are selected based on their impact to the measured variable composite index parameter and dynamically normalized to each other. The normalization is based on a defined transformation applied to the final time series of the parameters providing individual set weights. Based on the weighted liability risk drivers and sets of liability risk drivers, a minimum number of liability risk drivers in relation to maximized statistical significance is selected by applying an index assembly and validation unit.
    Type: Application
    Filed: September 29, 2020
    Publication date: January 14, 2021
    Applicant: Swiss Reinsurance Company Ltd.
    Inventors: Nikita KUKSIN, Raphael Troitzisch