| Publication | Date of Publication | Type |
|---|
The age pattern of the gender gap in mortality: stylized evidence across COVID-19 pandemic times
Annals of Operations Research | 2026-08-27 | Paper |
| Risk assessment in the reverse mortgage contract | 2026-04-22 | Paper |
Lee-Carter model: assessing the potential to capture gender-related mortality dynamics
Decisions in Economics and Finance | 2026-01-16 | Paper |
Life care reverse mortgages: monitoring the net cashflows of a new hybrid insurance product
Insurance Mathematics & Economics | 2025-11-25 | Paper |
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment
Scandinavian Actuarial Journal | 2025-09-10 | Paper |
| Evaluating forecast distributions in neural network Lee-Carter type model for mortality rate | 2025-02-05 | Paper |
| Meeting the challenges of longevity: lifetime income from real estate | 2025-02-05 | Paper |
Reverse mortgage and risk profile awareness: proposals for securitization
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
Computational Management Science | 2024-02-06 | Paper |
Pension schemes versus real estate
Annals of Operations Research | 2021-11-08 | Paper |
Reverse mortgages through artificial intelligence: new opportunities for the actuaries
Decisions in Economics and Finance | 2021-08-10 | Paper |
Improving the forecast of longevity by combining models
North American Actuarial Journal | 2019-06-18 | Paper |
Stochastic actuarial valuations in double-indexed pension annuity assessment
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-12-13 | Paper |
Corrective factors for longevity projections in a dynamic context
European Actuarial Journal | 2018-10-31 | Paper |
De-risking strategy: longevity spread buy-in
Insurance Mathematics & Economics | 2018-04-12 | Paper |
Profitability vs. attractiveness within a performance analysis of a life annuity business
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-03-26 | Paper |
| A liability adequacy test for mathematical provision | 2008-03-20 | Paper |
| scientific article; zbMATH DE number 5252487 (Why is no real title available?) | 2008-03-20 | Paper |
| scientific article; zbMATH DE number 2101239 (Why is no real title available?) | 2004-09-21 | Paper |
Stochastic analysis in life office management: applications to large annuity portfolios
Applied Stochastic Models in Business and Industry | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2054514 (Why is no real title available?) | 2004-03-09 | Paper |
A stochastic model for financial evaluation: Applications to actuarial constructs
Applied Stochastic Models in Business and Industry | 2001-04-25 | Paper |
The Dividend Problem in a Diffusive Stochastic Model
Blätter der DGVFM | 1998-11-11 | Paper |
| scientific article; zbMATH DE number 718680 (Why is no real title available?) | 1997-02-02 | Paper |
A stochastic model for the force of interest
Blätter der DGVFM | 1996-05-06 | Paper |
