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A sensitivity analysis of typical life insurance contracts with respect to the technical basis
Christiansen, Marcus C.
- In:
Insurance / Mathematics & economics
42
(
2008
)
2
,
pp. 787-796
Persistent link: https://www.econbiz.de/10003707601
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2
A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
Christiansen, Marcus C.
- In:
Insurance / Mathematics & economics
42
(
2008
)
2
,
pp. 680-690
Persistent link: https://www.econbiz.de/10003707617
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3
Biometric worst-case scenarios for multi-state life insurance policies
Christiansen, Marcus C.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 190-197
Persistent link: https://www.econbiz.de/10008654257
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4
Time-dynamic evaluations under non-monotone information generated by marked point processes
Christiansen, Marcus C.
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10012585987
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5
On the decomposition of an insurer's profits and losses
Christiansen, Marcus C.
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10013491050
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6
The Solvency II square-root formula for systematic biometric risk
Christiansen, Marcus C.
;
Denuit, Michel M.
;
Lazar, Dorina
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 257-265
Persistent link: https://www.econbiz.de/10009507935
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7
Differences in European mortality rates : a geometric approach on the age-period plane
Christiansen, Marcus C.
;
Spodarev, Evgenij
;
Unseld, Verena
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 477-502
Persistent link: https://www.econbiz.de/10011397239
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8
On the forward rate concept in multi-state life insurance
Christiansen, Marcus C.
;
Niemeyer, Andreas
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 295-327
Persistent link: https://www.econbiz.de/10011417945
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9
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
Christiansen, Marcus C.
;
Denuit, Michel M.
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10009719089
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10
Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C.
;
Denuit, Michel
;
Dhaene, Jan
-
2013
Persistent link: https://www.econbiz.de/10010358048
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