| Publication | Date of Publication | Type |
|---|
On duration effects in non-life insurance pricing
European Actuarial Journal | 2024-12-05 | Paper |
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing
Scandinavian Actuarial Journal | 2024-11-04 | Paper |
A multi-task network approach for calculating discrimination-free insurance prices
European Actuarial Journal | 2024-08-26 | Paper |
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells
Scandinavian Actuarial Journal | 2023-11-02 | Paper |
Efficient use of data for LSTM mortality forecasting
European Actuarial Journal | 2023-01-09 | Paper |
Collective reserving using individual claims data
Scandinavian Actuarial Journal | 2022-06-20 | Paper |
Bayesian portfolio selection using VaR and CVaR
Applied Mathematics and Computation | 2022-05-23 | Paper |
A note on pandemic mortality rates
Scandinavian Actuarial Journal | 2022-05-05 | Paper |
Discrimination-free insurance pricing
ASTIN Bulletin | 2022-04-04 | Paper |
A collective reserving model with claim openness
ASTIN Bulletin | 2022-04-04 | Paper |
Making Tweedie's compound Poisson model more accessible
European Actuarial Journal | 2021-12-17 | Paper |
Quantile-based optimal portfolio selection
Computational Management Science | 2021-11-24 | Paper |
Gamma mixture density networks and their application to modelling insurance claim amounts
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Financial position and performance in IFRS 17
Scandinavian Actuarial Journal | 2021-05-28 | Paper |
Correction to: ``Financial position and performance in IFRS 17
Scandinavian Actuarial Journal | 2021-05-28 | Paper |
A test on the location of the tangency portfolio on the set of feasible portfolios
Applied Mathematics and Computation | 2021-03-16 | Paper |
Regression based reserving models and partial information
Insurance Mathematics & Economics | 2020-11-19 | Paper |
How to ask sensitive multiple-choice questions
Scandinavian Journal of Statistics | 2020-09-08 | Paper |
On the variance parameter estimator in general linear models
Metrika | 2020-03-05 | Paper |
The collective reserving model
Insurance Mathematics & Economics | 2019-06-17 | Paper |
A note on the connection between some classical mortality laws and proportional frailty
Statistics & Probability Letters | 2017-09-28 | Paper |
Insurance valuation: a computable multi-period cost-of-capital approach
Insurance Mathematics & Economics | 2017-01-31 | Paper |
Issues with the Smith-Wilson method
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Correction: ``The early stage behaviour of a stochastic SIR epidemic with term-time forcing
Journal of Applied Probability | 2016-03-11 | Paper |
| Growing networks with preferential addition and deletion of edges | 2015-09-23 | Paper |
A dynamic network in a dynamic population: asymptotic properties
Journal of Applied Probability | 2012-01-04 | Paper |
On the degree evolution of a fixed vertex in some growing networks
Statistics & Probability Letters | 2011-05-17 | Paper |
Dynamic random networks in dynamic populations
Journal of Statistical Physics | 2010-05-19 | Paper |
The Early Stage Behaviour of a Stochastic SIR Epidemic with Term-Time Forcing
Journal of Applied Probability | 2010-02-02 | Paper |
A note on the component structure in random intersection graphs with tunable clustering
The Electronic Journal of Combinatorics | 2009-04-07 | Paper |
A note on the component structure in random intersection graphs with tunable clustering
The Electronic Journal of Combinatorics | 2009-04-07 | Paper |
A note on the component structure in random intersection graphs with tunable clustering
The Electronic Journal of Combinatorics | 2009-04-07 | Paper |
Epidemics on Random Graphs with Tunable Clustering
Journal of Applied Probability | 2008-11-13 | Paper |
On the time to extinction for a two-type version of Bartlett's epidemic model
Mathematical Biosciences | 2008-03-28 | Paper |
Endemic persistence or disease extinction: The effect of separation into sub-communities
Theoretical Population Biology | 2007-11-05 | Paper |
