| Publication | Date of Publication | Type |
|---|
| Phantoms never die: living with unreliable population data | 2025-01-10 | Paper |
| The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach | 2024-11-04 | Paper |
| Modelling socio-economic mortality at neighbourhood level | 2023-07-13 | Paper |
| A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States | 2022-02-11 | Paper |
| The Impact of DC Pension Systems on Population Dynamics | 2022-01-10 | Paper |
| Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati | 2022-01-10 | Paper |
| Cause of death specific cohort effects in U.S. mortality | 2021-07-06 | Paper |
| Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers | 2021-04-28 | Paper |
| Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model | 2021-04-28 | Paper |
| Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP | 2021-04-28 | Paper |
| MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX | 2019-11-22 | Paper |
| Stochastic Mortality Modeling: Key Drivers and Dependent Residuals | 2019-05-28 | Paper |
| Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds | 2019-05-15 | Paper |
| Multi-population mortality models: fitting, forecasting and comparisons | 2018-07-13 | Paper |
| Small population bias and sampling effects in stochastic mortality modelling | 2018-04-03 | Paper |
| Factor risk quantification in annuity models | 2015-01-28 | Paper |
| Longevity hedge effectiveness: a decomposition | 2014-09-05 | Paper |
| Evaluating the goodness of fit of stochastic mortality models | 2012-02-10 | Paper |
| A Gravity Model of Mortality Rates for Two Related Populations | 2011-12-21 | Paper |
| Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging | 2011-12-21 | Paper |
| A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks | 2011-12-21 | Paper |
| Three retirement decision models for defined contribution pension plan members: a simulation study | 2011-08-01 | Paper |
| Modelling and management of mortality risk: a review | 2011-02-22 | Paper |
| Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk | 2009-06-15 | Paper |
| Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans | 2008-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3515751 | 2008-07-29 | Paper |
| Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts | 2008-06-25 | Paper |
| On the control of defined-benefit pension plans | 2006-10-05 | Paper |
| Mortality-dependent financial risk measures | 2006-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5478316 | 2006-07-13 | Paper |
| A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING | 2005-05-09 | Paper |
| Pensionmetrics 2: Stochastic pension plan design during the distribution phase. | 2003-11-16 | Paper |
| Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time | 2003-09-12 | Paper |
| Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase | 2002-07-02 | Paper |
| A discussion of parameter and model uncertainty in insurance | 2001-10-04 | Paper |
| Stochastic pension fund modelling | 1999-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4873561 | 1996-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014960 | 1992-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362115 | 1992-01-01 | Paper |
| Model fitting and projection of the AIDS epidemic | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348759 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206604 | 1989-01-01 | Paper |