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Christian Furrer
Christian Furrer
Associate professor, University of Copenhagen
Bestätigte E-Mail-Adresse bei math.ku.dk - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Forward transition rates
K Buchardt, C Furrer, M Steffensen
Finance and Stochastics 23 (4), 975-999, 2019
142019
Computation of bonus in multi-state life insurance
J Ahmad, K Buchardt, C Furrer
ASTIN Bulletin: The Journal of the IAA 52 (1), 291-331, 2022
62022
Dynamics of state-wise prospective reserves in the presence of non-monotone information
MC Christiansen, C Furrer
Insurance: Mathematics and Economics 97, 81-98, 2021
62021
Aggregate Markov models in life insurance: properties and valuation
J Ahmad, M Bladt, C Furrer
Insurance: Mathematics and Economics 113, 50-69, 2023
32023
Expert Kaplan–Meier estimation
M Bladt, C Furrer
Scandinavian Actuarial Journal, 1-27, 2023
32023
Conditional Aalen--Johansen estimation
M Bladt, C Furrer
arXiv preprint arXiv:2303.02119, 2023
32023
Scaled insurance cash flows: representation and computation via change of measure techniques
C Furrer
Finance and Stochastics 26 (2), 359-382, 2022
32022
Tax-and expense-modified risk-minimization for insurance payment processes
K Buchardt, C Furrer, T Møller
Scandinavian Actuarial Journal 2020 (10), 934-961, 2020
32020
Transaction time models in multi-state life insurance
K Buchardt, C Furrer, O Lunding Sandqvist
Scandinavian Actuarial Journal, 1-26, 2023
22023
Extension of as-if-Markov modeling to scaled payments
MC Christiansen, C Furrer
22022
Multi-state modeling in the mathematics of life insurance: meditations and applications
C Furrer
PhD Thesis, University of Copenhagen, 2020
22020
Experience rating in the classic Markov chain life insurance setting: An empirical Bayes and multivariate frailty approach
C Furrer
European Actuarial Journal 9 (1), 31-58, 2019
22019
Estimation for multistate models subject to reporting delays and incomplete event adjudication
K Buchardt, C Furrer, OL Sandqvist
arXiv preprint arXiv:2311.04318, 2023
12023
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