| Publication | Date of Publication | Type |
|---|
Cause-of-Death Contributions to Declining Mortality Improvements and Life Expectancies Using Cause-Specific Scenarios
North American Actuarial Journal | 2024-11-18 | Paper |
On technical bases and surplus in life insurance
Scandinavian Actuarial Journal | 2024-11-04 | Paper |
Modelling socio-economic mortality at neighbourhood level
ASTIN Bulletin | 2023-07-13 | Paper |
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
ASTIN Bulletin | 2023-07-13 | Paper |
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance
Scandinavian Actuarial Journal | 2022-06-20 | Paper |
Genetics, insurance and hypertrophic cardiomyopathy
Scandinavian Actuarial Journal | 2021-05-28 | Paper |
Trends in Canadian mortality by pension level: evidence from the CPP and QPP
North American Actuarial Journal | 2021-04-28 | Paper |
Modelling seasonal mortality with individual data
Scandinavian Actuarial Journal | 2020-12-16 | Paper |
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Insurance Mathematics & Economics | 2020-03-20 | Paper |
Survival analysis of pension scheme mortality when data are missing
Scandinavian Actuarial Journal | 2019-08-09 | Paper |
Stochastic mortality modeling: key drivers and dependent residuals
North American Actuarial Journal | 2019-05-28 | Paper |
Financial fairness and conditional indexation
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
Parameter risk in time-series mortality forecasts
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
Multi-population mortality models: fitting, forecasting and comparisons
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Small population bias and sampling effects in stochastic mortality modelling
European Actuarial Journal | 2018-04-03 | Paper |
A common age effect model for the mortality of multiple populations
Insurance Mathematics & Economics | 2015-08-20 | Paper |
Factor risk quantification in annuity models
Insurance Mathematics & Economics | 2015-01-28 | Paper |
| Pension fund management and conditional indexation | 2011-06-15 | Paper |
Valuation and hedging of participating life-insurance policies under management discretion
Insurance Mathematics & Economics | 2009-03-04 | Paper |
Semiparametric diffusion estimation and application to a stock market index
Quantitative Finance | 2008-08-07 | Paper |
The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
Insurance Mathematics & Economics | 2007-05-23 | Paper |
MD*ReX: Linking XploRe to standard spreadsheet applications
Computational Statistics | 2003-02-06 | Paper |
Client/Server based statistical computing
Computational Statistics | 2003-02-06 | Paper |
| scientific article; zbMATH DE number 1780440 (Why is no real title available?) | 2002-08-13 | Paper |
| scientific article; zbMATH DE number 1780447 (Why is no real title available?) | 2002-08-13 | Paper |
Web quantlets for time series analysis
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Statistical Inference for Stochastic Processes | 2001-07-12 | Paper |
