Marcus C. Christiansen

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Available identifiers

zbMath Open christiansen.marcus-christianMaRDI QIDQ343970

List of research outcomes

PublicationDate of PublicationType
On the decomposition of an insurer's profits and losses2023-02-21Paper
Extension of as-if-Markov modeling to scaled payments2023-02-01Paper
A general surplus decomposition principle in life insurance2023-01-02Paper
Two-dimensional forward and backward transition rates2022-04-27Paper
On the calculation of prospective and retrospective reserves in non-Markov models2022-01-14Paper
Time-dynamic evaluations under non-monotone information generated by marked point processes2021-08-27Paper
Dynamics of state-wise prospective reserves in the presence of non-monotone information2021-03-17Paper
https://portal.mardi4nfdi.de/entity/Q51241612020-09-17Paper
Nonlinear reserving and multiple contract modifications in life insurance2020-08-03Paper
Mortality projections for non-converging groups of populations2020-03-06Paper
FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II2020-02-05Paper
Survival analysis of pension scheme mortality when data are missing2019-08-09Paper
Multistate models in health insurance2018-12-19Paper
Modeling and forecasting duration-dependent mortality rates2018-11-23Paper
Around the Life Cycle: Deterministic Consumption-Investment Strategies2018-10-22Paper
Stress scenario generation for solvency and risk management2018-07-13Paper
Dynamics of solvency risk in life insurance liabilities2018-07-13Paper
Integral and differential equations for the moments of multistate models in health insurance2018-07-13Paper
DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE2018-06-04Paper
A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS2018-06-04Paper
A multivariate evolutionary credibility model for mortality improvement rates2016-11-21Paper
On the forward rate concept in multi-state life insurance2015-03-30Paper
Reserve-dependent benefits and costs in life and health insurance contracts2015-01-28Paper
Some further ideas concerning the interaction between insurance and investment risks2014-08-05Paper
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables2014-07-16Paper
Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution2014-07-11Paper
Prediction of regionalized car insurance risks based on control variates2014-06-30Paper
Deterministic mean-variance-optimal consumption and investment2014-04-17Paper
SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK2014-02-27Paper
Safety margins for unsystematic biometric risk in life and health insurance2013-12-17Paper
The Solvency II square-root formula for systematic biometric risk2012-04-18Paper
Biometric worst-case scenarios for multi-state life insurance policies2012-02-10Paper
First-order mortality rates and safe-side actuarial calculations in life insurance2011-02-01Paper
A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension2009-01-28Paper
A sensitivity analysis of typical life insurance contracts with respect to the technical basis2009-01-28Paper

Research outcomes over time


Doctoral students

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