Christian Furrer

MaRDI QIDQ2120545zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Expert Kaplan–Meier estimation Scandinavian Actuarial Journal	2024-02-26	Paper
Aggregate Markov models in life insurance: properties and valuation Insurance Mathematics & Economics	2024-02-13	Paper
Transaction time models in multi-state life insurance Scandinavian Actuarial Journal	2023-11-02	Paper
Extension of as-if-Markov modeling to scaled payments Insurance Mathematics & Economics	2023-02-01	Paper
COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE ASTIN Bulletin	2022-04-04	Paper
Scaled insurance cash flows: representation and computation via change of measure techniques Finance and Stochastics	2022-04-01	Paper
Dynamics of state-wise prospective reserves in the presence of non-monotone information Insurance Mathematics & Economics	2021-03-17	Paper
Tax- and expense-modified risk-minimization for insurance payment processes Scandinavian Actuarial Journal	2020-12-16	Paper
Forward transition rates Finance and Stochastics	2019-09-19	Paper
Experience rating in the classic Markov chain life insurance setting European Actuarial Journal	2019-09-03	Paper
Performance participation at guaranteed interest	2010-05-27	Paper

Research outcomes over time

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