Extension of as-if-Markov modeling to scaled payments
Christiansen, Marcus C., Furrer, Christian
Published in Insurance, mathematics & economics (01.11.2022)
Published in Insurance, mathematics & economics (01.11.2022)
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Journal Article
Nonlinear reserving and multiple contract modifications in life insurance
Christiansen, Marcus C., Djehiche, Boualem
Published in Insurance, mathematics & economics (01.07.2020)
Published in Insurance, mathematics & economics (01.07.2020)
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Journal Article
Dynamics of state-wise prospective reserves in the presence of non-monotone information
Christiansen, Marcus C., Furrer, Christian
Published in Insurance, mathematics & economics (01.03.2021)
Published in Insurance, mathematics & economics (01.03.2021)
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Journal Article
Around the Life Cycle: Deterministic Consumption-Investment Strategies
Christiansen, Marcus C., Steffensen, Mogens
Published in North American actuarial journal (03.07.2018)
Published in North American actuarial journal (03.07.2018)
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Journal Article
Multistate models in health insurance
Christiansen, Marcus C.
Published in Advances in statistical analysis : AStA : a journal of the German Statistical Society (01.06.2012)
Published in Advances in statistical analysis : AStA : a journal of the German Statistical Society (01.06.2012)
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Journal Article
A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo, Denuit, Michel M., Christiansen, Marcus C.
Published in Insurance, mathematics & economics (01.07.2016)
Published in Insurance, mathematics & economics (01.07.2016)
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Journal Article
FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II
Christiansen, Marcus C., Niemeyer, Andreas
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2014)
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2014)
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Journal Article
Survival analysis of pension scheme mortality when data are missing
Ungolo, Francesco, Christiansen, Marcus C., Kleinow, Torsten, MacDonald, Angus S.
Published in Scandinavian actuarial journal (03.07.2019)
Published in Scandinavian actuarial journal (03.07.2019)
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Journal Article
A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS
Christiansen, Marcus C., Schinzinger, Edo
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2016)
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2016)
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Journal Article
Modeling and forecasting duration-dependent mortality rates
Christiansen, Marcus C., Niemeyer, Andreas, Teigiszerová, Lucia
Published in Computational statistics & data analysis (01.03.2015)
Published in Computational statistics & data analysis (01.03.2015)
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Journal Article