TY - GEN A1 - Dierkes, Thomas A1 - Wade, Moritz A1 - Nowak, Ulrich A1 - Röblitz, Susanna T1 - BioPARKIN - Biology-related Parameter Identification in Large Kinetic Networks N2 - Modelling, parameter identification, and simulation play an important rôle 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 Many of these codes are based on inefficient and mathematically outdated algorithms.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. T3 - ZIB-Report - 11-15 KW - systems biology KW - ordinary differential equations KW - sensitivity analysis KW - parameter identification KW - affine invariant Gauss-Newton algorithm KW - numerical library KW - graphical user interface Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12706 ER - TY - CHAP A1 - Mancini, Toni A1 - Salvo, Ivano A1 - Mari, Federico A1 - Melatti, Igor A1 - Massini, Annalisa A1 - Sinisi, Stefano A1 - Tronci, Enrico A1 - Davi, Francesco A1 - Dierkes, Thomas A1 - Ehrig, Rainald A1 - Röblitz, Susanna A1 - Leeners, Brigitte A1 - Krüger, Tillmann H. C. A1 - Egli, Marcel A1 - Ille, Fabian T1 - Patient-Specific Models from Inter-Patient Biological Models and Clinical Records T2 - Proceedings of the 14th Conference on Formal Methods in Computer-Aided Design (FMCAD 2014) Y1 - 2014 SP - 207 EP - 214 ER - TY - JOUR A1 - Dierkes, Thomas A1 - Röblitz, Susanna A1 - Wade, Moritz A1 - Deuflhard, Peter T1 - Parameter identification in large kinetic networks with BioPARKIN JF - CoRR - Computing Research Repository - arXiv.org Y1 - 2013 UR - arxiv.org/abs/1303.4928v2 VL - abs/1303.4928 ER - TY - JOUR A1 - Dierkes, Thomas A1 - Ortmann, Karl Michael T1 - On the efficient utilisation of duration JF - Insurance: Mathematics and Economics N2 - 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. Y1 - 2015 U6 - https://doi.org/10.1016/j.insmatheco.2014.11.002 VL - 60 SP - 29 EP - 37 ER -