Cash flows and policyholder behaviour in the semi-Markov life insurance setup K Buchardt, T Møller, KB Schmidt Scandinavian Actuarial Journal 2015 (8), 660-688, 2015 | 63 | 2015 |
Life insurance cash flows with policyholder behavior K Buchardt, T Møller Risks 3 (3), 290-317, 2015 | 38 | 2015 |
Dependent interest and transition rates in life insurance K Buchardt Insurance: Mathematics and Economics 55, 167-179, 2014 | 26 | 2014 |
Forward transition rates K Buchardt, C Furrer, M Steffensen Finance and stochastics 23, 975-999, 2019 | 14 | 2019 |
Kolmogorov’s forward PIDE and forward transition rates in life insurance K Buchardt Scandinavian actuarial journal 2017 (5), 377-394, 2017 | 7 | 2017 |
Continuous affine processes: transformations, Markov chains and life insurance K Buchardt Advances in Applied Probability 48 (2), 423-442, 2016 | 6 | 2016 |
Hedging and cash flows in the presence of taxes and expenses in life and pension insurance K Buchardt, T Møller Risks 6 (3), 68, 2018 | 5 | 2018 |
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 | 4 | 2022 |
Affine processes in life insurance mathematics-with a view towards Solvency II K Buchardt Available at SSRN 2146425, 2011 | 4 | 2011 |
Tax-and expense-modified risk-minimization for insurance payment processes K Buchardt, C Furrer, T Møller Scandinavian Actuarial Journal 2020 (10), 934-961, 2020 | 3 | 2020 |
Transaction time models in multi-state life insurance K Buchardt, C Furrer, O Lunding Sandqvist Scandinavian Actuarial Journal 2023 (10), 974-999, 2023 | 2 | 2023 |
Computation of bonus in multi-state life insurance J Ahmad, K Buchardt, C Furrer arXiv preprint arXiv:2007.04051, 2020 | 2 | 2020 |
Estimation for multistate models subject to reporting delays and incomplete event adjudication K Buchardt, C Furrer, OL Sandqvist arXiv preprint arXiv:2311.04318, 2023 | 1 | 2023 |
Life insurance liabilities with policyholder behaviour and stochastic rates K Buchardt University of Copenhagen, Faculty of Science, Department of Mathematical …, 2014 | 1 | 2014 |
Likelihood-based estimation for multistate models subject to IBNR-and RBNS effects K Buchardt, C Furrer, OL Sandqvist | | |