Diss. Univ. St. Gallen, 2004.

Diss. Wirtsch.-wiss. St. Gallen, 2005 ; Nr. 2977. / Literaturverz.

Master-Arbeit Univ. St. Gallen, 2008.

Herdecke, Privatuniv., Diss--Witten, 2006.

Zugl.: Konstanz, Universiẗat, Diss., 2008.

Die vorliegende Arbeit behandelt die Anlage von Pensionsvermögen im Rahmen von Contractual Trust Arrangements. Es wird untersucht, welche Anlagestrategien sich unter Berücksichtigung bilanzieller, verpflichtungs- und vermögensseitiger Rahmenbedingungen zur Anlage von Pensionsvermögen eignen. Anhand eines geeigneten Anlagemodells für Pensionsvermögen und der Durchführung einer stochastischen Simulation wird analysiert, welchen Einfluss unterschiedliche Anlagestrategien auf die Entwicklung des Pensionsvermögens haben. Die Arbeit geht zunächst den Hintergrund der betrieblichen Altersversorgung und Contractual Trust Arrangements in Deutschland ein. Zur Abbildung der Verpflichtungsseite und der Mitarbeiterstruktur des Unternehmens wird unter Einbezug aktuarischer Ansätze ein Mitarbeitermodell entwickelt. Das in der Arbeit entwickelte Portfoliomodell integriert die Verpflichtungs- und Vermögensseite und zeigt, wie das Vermögen zur Deckung leistungsorientierter Zusagen zur betrieblichen Altersversorgung unter Einbezug der Unternehmensperspektive mit Hilfe dynamischer Risikonebenbedingungen geeignet angelegt werden kann.

Die vorliegende Arbeit behandelt die Anlage von Pensionsvermögen im Rahmen von Contractual Trust Arrangements. Es wird untersucht, welche Anlagestrategien sich unter Berücksichtigung bilanzieller, verpflichtungs- und vermögensseitiger Rahmenbedingungen zur Anlage von Pensionsvermögen eignen. Anhand eines geeigneten Anlagemodells für Pensionsvermögen und der Durchführung einer stochastischen Simulation wird analysiert, welchen Einfluss unterschiedliche Anlagestrategien auf die Entwicklung des Pensionsvermögens haben. Die Arbeit geht zunächst auf den Hintergrund der betrieblichen Altersversorgung und Contractual Trust Arrangements in Deutschland ein. Zur Abbildung der Verpflichtungsseite und der Mitarbeiterstruktur des Unternehmens wird unter Einbezug aktuarischer Ansätze ein Mitarbeitermodell entwickelt. Das in der Arbeit entwickelte Portfoliomodell integriert die Verpflichtungs- und Vermögensseite und zeigt, wie das Vermögen zur Deckung leistungsorientierter Zusagen zur betrieblichen Altersversorgung unter Einbezug der Unternehmensperspektive mit Hilfe dynamischer Risikonebenbedingungen geeignet angelegt werden kann.

With this thesis we bring some new results and improve some existing ones in conjugate duality and some of the areas it is applied in. First we recall the way Lagrange, Fenchel and Fenchel - Lagrange dual problems to a given primal optimization problem can be obtained via perturbations and we present some connections between them. For the Fenchel - Lagrange dual problem we prove strong duality under more general conditions than known so far, while for the Fenchel duality we show that the convexity assumptions on the functions involved can be weakened without altering the conclusion. In order to prove the latter we prove also that some formulae concerning conjugate functions given so far only for convex functions hold also for almost convex, respectively nearly convex functions. After proving that the generalized geometric dual problem can be obtained via perturbations, we show that the geometric duality is a special case of the Fenchel - Lagrange duality and the strong duality can be obtained under weaker conditions than stated in the existing literature. For various problems treated in the literature via geometric duality we show that Fenchel - Lagrange duality is easier to apply, bringing moreover strong duality and optimality conditions under weaker assumptions. The results presented so far are applied also in convex composite optimization and entropy optimization. For the composed convex cone - constrained optimization problem we give strong duality and the related optimality conditions, then we apply these when showing that the formula of the conjugate of the precomposition with a proper convex K - increasing function of a K - convex function on some n - dimensional non - empty convex set X, where K is a k - dimensional non - empty closed convex cone, holds under weaker conditions than known so far. Another field were we apply these results is vector optimization, where we provide a general duality framework based on a more general scalarization that includes as special cases and improves some previous results in the literature. Concerning entropy optimization, we treat first via duality a problem having an entropy - like objective function, from which arise as special cases some problems found in the literature on entropy optimization. Finally, an application of entropy optimization into text classification is presented.

The results presented in this dissertation refer to the geometry of Minkowski spaces, i.e., of real finite-dimensional Banach spaces. First we study geometric properties of radial projections of bisectors in Minkowski spaces, especially the relation between the geometric structure of radial projections and Birkhoff orthogonality. As an application of our results it is shown that for any Minkowski space there exists a number, which plays somehow the role that $\sqrt2$ plays in Euclidean space. This number is referred to as the critical number of any Minkowski space. Lower and upper bounds on the critical number are given, and the cases when these bounds are attained are characterized. Moreover, with the help of the properties of bisectors we show that a linear map from a normed linear space $X$ to another normed linear space $Y$ preserves isosceles orthogonality if and only if it is a scalar multiple of a linear isometry. Further on, we examine the two tangent segments from any exterior point to the unit circle, the relation between the length of a chord of the unit circle and the length of the arc corresponding to it, the distances from the normalization of the sum of two unit vectors to those two vectors, and the extension of the notions of orthocentric systems and orthocenters in Euclidean plane into Minkowski spaces. Also we prove theorems referring to chords of Minkowski circles and balls which are either concurrent or parallel. All these discussions yield many interesting characterizations of the Euclidean spaces among all (strictly convex) Minkowski spaces. In the final chapter we investigate the relation between the length of a closed curve and the length of its midpoint curve as well as the length of its image under the so-called halving pair transformation. We show that the image curve under the halving pair transformation is convex provided the original curve is convex. Moreover, we obtain several inequalities to show the relation between the halving distance and other quantities well known in convex geometry. It is known that the lower bound for the geometric dilation of rectifiable simple closed curves in the Euclidean plane is $\pi/2$, which can be attained only by circles. We extend this result to Minkowski planes by proving that the lower bound for the geometric dilation of rectifiable simple closed curves in a Minkowski plane $X$ is analogously a quarter of the circumference of the unit circle $S_X$ of $X$, but can also be attained by curves that are not Minkowskian circles. In addition we show that the lower bound is attained only by Minkowskian circles if the respective norm is strictly convex. Also we give a sufficient condition for the geometric dilation of a closed convex curve to be larger than a quarter of the perimeter of the unit circle.

Universiẗat, Diss.--Hannover, 2007.