| Publication | Date of Publication | Type |
|---|
The Risk of a Mortality Catastrophe
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Enhancing measurement validity in diverse populations: Modern approaches to evaluating differential item functioning
British Journal of Mathematical and Statistical Psychology | 2024-01-30 | Paper |
Modeling the risk in mortality projections
Operations Research | 2022-09-19 | Paper |
A least-squares Monte Carlo approach to the estimation of enterprise risk
Finance and Stochastics | 2022-07-05 | Paper |
A deep learning algorithm for high-dimensional exploratory item factor analysis
Psychometrika | 2021-12-16 | Paper |
Asymmetric information in secondary insurance markets: evidence from the life settlements market
Quantitative Economics | 2021-06-03 | Paper |
Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices
North American Actuarial Journal | 2021-04-28 | Paper |
Policyholder exercise behavior in life insurance: the state of affairs
North American Actuarial Journal | 2019-05-28 | Paper |
A cautionary note on natural hedging of longevity risk
North American Actuarial Journal | 2019-05-15 | Paper |
Dynamic capital allocation with irreversible investments
Insurance Mathematics & Economics | 2019-03-28 | Paper |
Revisiting the risk-neutral approach to optimal policyholder behavior: a study of withdrawal guarantees in variable annuities
Review of Finance | 2018-11-09 | Paper |
Evaluating life expectancy evaluations
North American Actuarial Journal | 2018-06-20 | Paper |
On the calculation of the solvency capital requirement based on nested simulations
ASTIN Bulletin | 2013-12-12 | Paper |
Modeling the forward surface of mortality
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
On the pricing of longevity-linked securities
Insurance Mathematics & Economics | 2012-02-10 | Paper |
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
ASTIN Bulletin | 2010-06-21 | Paper |
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
ASTIN Bulletin | 2009-06-25 | Paper |
A note on comparing the estimates of models for cluster-correlated or longitudinal data with binary or ordinal outcomes
Psychometrika | 2009-04-16 | Paper |
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
Insurance Mathematics & Economics | 2008-08-18 | Paper |
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2008-01-11 | Paper |
Risk-neutral valuation of participating life insurance contracts
Insurance Mathematics & Economics | 2006-10-31 | Paper |
Topology aggregation for combined additive and restrictive metrics
Computer Networks | 2006-10-25 | Paper |
| scientific article; zbMATH DE number 2088594 (Why is no real title available?) | 2004-08-12 | Paper |
| scientific article; zbMATH DE number 1981016 (Why is no real title available?) | 2003-09-15 | Paper |
