Marcus C. Christiansen

Available identifiers

zbMath Open christiansen.marcus-christianMaRDI QIDQ343970

List of research outcomes

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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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