Forward transition rates K Buchardt, C Furrer, M Steffensen Finance and Stochastics 23 (4), 975-999, 2019 | 14 | 2019 |
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 | 6 | 2022 |
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 | 6 | 2021 |
Aggregate Markov models in life insurance: properties and valuation J Ahmad, M Bladt, C Furrer Insurance: Mathematics and Economics 113, 50-69, 2023 | 3 | 2023 |
Expert Kaplan–Meier estimation M Bladt, C Furrer Scandinavian Actuarial Journal, 1-27, 2023 | 3 | 2023 |
Conditional Aalen--Johansen estimation M Bladt, C Furrer arXiv preprint arXiv:2303.02119, 2023 | 3 | 2023 |
Scaled insurance cash flows: representation and computation via change of measure techniques C Furrer Finance and Stochastics 26 (2), 359-382, 2022 | 3 | 2022 |
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, 1-26, 2023 | 2 | 2023 |
Extension of as-if-Markov modeling to scaled payments MC Christiansen, C Furrer | 2 | 2022 |
Multi-state modeling in the mathematics of life insurance: meditations and applications C Furrer PhD Thesis, University of Copenhagen, 2020 | 2 | 2020 |
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 | 2 | 2019 |
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 |