Publication | Date of Publication | Type |
---|
On the decomposition of an insurer's profits and losses | 2023-02-21 | Paper |
Extension of as-if-Markov modeling to scaled payments | 2023-02-01 | Paper |
A general surplus decomposition principle in life insurance | 2023-01-02 | Paper |
Two-dimensional forward and backward transition rates | 2022-04-27 | Paper |
On the calculation of prospective and retrospective reserves in non-Markov models | 2022-01-14 | Paper |
Time-dynamic evaluations under non-monotone information generated by marked point processes | 2021-08-27 | Paper |
Dynamics of state-wise prospective reserves in the presence of non-monotone information | 2021-03-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q5124161 | 2020-09-17 | Paper |
Nonlinear reserving and multiple contract modifications in life insurance | 2020-08-03 | Paper |
Mortality projections for non-converging groups of populations | 2020-03-06 | Paper |
FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II | 2020-02-05 | Paper |
Survival analysis of pension scheme mortality when data are missing | 2019-08-09 | Paper |
Multistate models in health insurance | 2018-12-19 | Paper |
Modeling and forecasting duration-dependent mortality rates | 2018-11-23 | Paper |
Around the Life Cycle: Deterministic Consumption-Investment Strategies | 2018-10-22 | Paper |
Stress scenario generation for solvency and risk management | 2018-07-13 | Paper |
Dynamics of solvency risk in life insurance liabilities | 2018-07-13 | Paper |
Integral and differential equations for the moments of multistate models in health insurance | 2018-07-13 | Paper |
DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE | 2018-06-04 | Paper |
A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS | 2018-06-04 | Paper |
A multivariate evolutionary credibility model for mortality improvement rates | 2016-11-21 | Paper |
On the forward rate concept in multi-state life insurance | 2015-03-30 | Paper |
Reserve-dependent benefits and costs in life and health insurance contracts | 2015-01-28 | Paper |
Some further ideas concerning the interaction between insurance and investment risks | 2014-08-05 | Paper |
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables | 2014-07-16 | Paper |
Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution | 2014-07-11 | Paper |
Prediction of regionalized car insurance risks based on control variates | 2014-06-30 | Paper |
Deterministic mean-variance-optimal consumption and investment | 2014-04-17 | Paper |
SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK | 2014-02-27 | Paper |
Safety margins for unsystematic biometric risk in life and health insurance | 2013-12-17 | Paper |
The Solvency II square-root formula for systematic biometric risk | 2012-04-18 | Paper |
Biometric worst-case scenarios for multi-state life insurance policies | 2012-02-10 | Paper |
First-order mortality rates and safe-side actuarial calculations in life insurance | 2011-02-01 | Paper |
A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension | 2009-01-28 | Paper |
A sensitivity analysis of typical life insurance contracts with respect to the technical basis | 2009-01-28 | Paper |