Figure 15 The optimization trail Allianz and ING from starting point to end (optimized) point with the specification of the gradient and the Hessian matrix (left). Last few points during the optimization are very close to each other (right).
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Figure 16 The correlation coefficient versus the predicted parameters of AXA, Allianz and ING with the first restriction on the parameters added.
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Figure 17 The correlation coefficient versus the predicted parameters of AXA, Allianz and ING with both restriction on the parameters added.
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Figure 18 The optimization trial of AXA, Allianz and ING with the least squares criterion (yellow) and the maximum correlation coefficient criterion (green).
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