Lars Frederik Brandt Henriksen

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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!

PublicationDate of PublicationType
Local risk-minimization with longevity bonds
Applied Stochastic Models in Business and Industry
2024-07-18Paper
On the surplus management of funds with assets and liabilities in presence of solvency requirements
Scandinavian Actuarial Journal
2023-06-09Paper
Stress scenario generation for solvency and risk management
Scandinavian Actuarial Journal
2018-07-13Paper
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS
ASTIN Bulletin
2018-06-06Paper
Markov chain modeling of policyholder behavior in life insurance and pension
European Actuarial Journal
2015-01-22Paper


Research outcomes over time


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