| Publication | Date of Publication | Type |
|---|
Two-dimensional forward and backward transition rates
European Actuarial Journal | 2024-08-26 | Paper |
On the decomposition of an insurer's profits and losses
Scandinavian Actuarial Journal | 2023-02-21 | Paper |
Extension of as-if-Markov modeling to scaled payments
Insurance Mathematics & Economics | 2023-02-01 | Paper |
A general surplus decomposition principle in life insurance
Scandinavian Actuarial Journal | 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
European Actuarial Journal | 2022-01-14 | Paper |
Time-dynamic evaluations under non-monotone information generated by marked point processes
Finance and Stochastics | 2021-08-27 | Paper |
Dynamics of state-wise prospective reserves in the presence of non-monotone information
Insurance Mathematics & Economics | 2021-03-17 | Paper |
| Probability distributions of multi-states insurance models under semi-Markov assumptions | 2020-09-17 | Paper |
Nonlinear reserving and multiple contract modifications in life insurance
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Mortality projections for non-converging groups of populations
European Actuarial Journal | 2020-03-06 | Paper |
Fundamental definition of the solvency capital requirement in Solvency II
ASTIN Bulletin | 2020-02-05 | Paper |
Survival analysis of pension scheme mortality when data are missing
Scandinavian Actuarial Journal | 2019-08-09 | Paper |
Multistate models in health insurance
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
Modeling and forecasting duration-dependent mortality rates
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Around the life cycle: deterministic consumption-investment strategies
North American Actuarial Journal | 2018-10-22 | Paper |
Integral and differential equations for the moments of multistate models in health insurance
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Stress scenario generation for solvency and risk management
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Dynamics of solvency risk in life insurance liabilities
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE
ASTIN Bulletin | 2018-06-04 | Paper |
A credibility approach for combining likelihoods of generalized linear models
ASTIN Bulletin | 2018-06-04 | Paper |
A multivariate evolutionary credibility model for mortality improvement rates
Insurance Mathematics & Economics | 2016-11-21 | Paper |
On the forward rate concept in multi-state life insurance
Finance and Stochastics | 2015-03-30 | Paper |
Reserve-dependent benefits and costs in life and health insurance contracts
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Some further ideas concerning the interaction between insurance and investment risks
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2014-08-05 | Paper |
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
Insurance Mathematics & Economics | 2014-07-16 | Paper |
Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
Journal of Applied Probability | 2014-07-11 | Paper |
Prediction of regionalized car insurance risks based on control variates
Statistics & Risk Modeling | 2014-06-30 | Paper |
Deterministic mean-variance-optimal consumption and investment
Stochastics | 2014-04-17 | Paper |
SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
ASTIN Bulletin | 2014-02-27 | Paper |
Safety margins for unsystematic biometric risk in life and health insurance
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
The Solvency II square-root formula for systematic biometric risk
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Biometric worst-case scenarios for multi-state life insurance policies
Insurance Mathematics & Economics | 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
Insurance Mathematics & Economics | 2009-01-28 | Paper |
A sensitivity analysis of typical life insurance contracts with respect to the technical basis
Insurance Mathematics & Economics | 2009-01-28 | Paper |
