@misc{DierkesWadeNowaketal.2011, author = {Dierkes, Thomas and Wade, Moritz and Nowak, Ulrich and R{\"o}blitz, Susanna}, title = {BioPARKIN - Biology-related Parameter Identification in Large Kinetic Networks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-12706}, number = {11-15}, year = {2011}, abstract = {Modelling, parameter identification, and simulation play an important r{\^o}le in Systems Biology. In recent years, various software packages have been established for scientific use in both licencing types, open source as well as commercial. Many of these codes are based on inefficient and mathematically outdated algorithms. By introducing the package BioPARKIN recently developed at ZIB, we want to improve this situation significantly. The development of the software BioPARKIN involves long standing mathematical ideas that, however, have not yet entered the field of Systems Biology, as well as new ideas and tools that are particularly important for the analysis of the dynamics of biological networks. BioPARKIN originates from the package PARKIN, written by P.Deuflhard and U.Nowak, that has been applied successfully for parameter identification in physical chemistry for many years.}, language = {en} } @inproceedings{ManciniSalvoMarietal., author = {Mancini, Toni and Salvo, Ivano and Mari, Federico and Melatti, Igor and Massini, Annalisa and Sinisi, Stefano and Tronci, Enrico and Davi, Francesco and Dierkes, Thomas and Ehrig, Rainald and R{\"o}blitz, Susanna and Leeners, Brigitte and Kr{\"u}ger, Tillmann H. C. and Egli, Marcel and Ille, Fabian}, title = {Patient-Specific Models from Inter-Patient Biological Models and Clinical Records}, series = {Proceedings of the 14th Conference on Formal Methods in Computer-Aided Design (FMCAD 2014)}, booktitle = {Proceedings of the 14th Conference on Formal Methods in Computer-Aided Design (FMCAD 2014)}, pages = {207 -- 214}, language = {en} } @article{DierkesRoeblitzWadeetal.2013, author = {Dierkes, Thomas and R{\"o}blitz, Susanna and Wade, Moritz and Deuflhard, Peter}, title = {Parameter identification in large kinetic networks with BioPARKIN}, series = {CoRR - Computing Research Repository - arXiv.org}, volume = {abs/1303.4928}, journal = {CoRR - Computing Research Repository - arXiv.org}, year = {2013}, language = {en} } @article{DierkesOrtmann, author = {Dierkes, Thomas and Ortmann, Karl Michael}, title = {On the efficient utilisation of duration}, series = {Insurance: Mathematics and Economics}, volume = {60}, journal = {Insurance: Mathematics and Economics}, doi = {10.1016/j.insmatheco.2014.11.002}, pages = {29 -- 37}, abstract = {In this article we present a new approach to estimate the change of the present value of a given cashflow pattern caused by an interest rate shift. Our approximation is based on analysing the evolution of the present value function through a linear differential equation. The outcome is far more accurate than the standard approach achieved by a Taylor expansion. Furthermore, we derive an approximation formula of second order that produces nearly accurate results. In particular, we prove that our method is superior to any known alternative approximation formula based on duration. In order to demonstrate the power of this improved approximation we apply it to coupon bonds, level annuities, and level perpetuities. We finally generalise the approach to a non-flat term structure. As for applications in insurance, we estimate the change of the discounted value of future liabilities due to a proportional shift in the set of capital accumulation factors. These findings are of particular importance to capital adequacy calculations with respect to interest rate stress scenarios that are part of regulatory solvency requirements.}, language = {en} }