Narrow search
Showing 1 - 10 of 54
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Vergleich von ökonomischen und biometrischen Risiken in der Personenversicherung
Christiansen, Marcus C. - In: Zeitschrift für die gesamte Versicherungswissenschaft … 96 (2007), pp. 197-205
Persistent link: https://www.econbiz.de/10003600743
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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