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researcher

Johannes T. N. Krebs

20 papers hereh-index 7118 citations26 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author11
  • first author5
  • middle author4

Across the 20 of 20 papers where every author was matched, so the position is known.

fields
  • math.ST13
  • math.PR5
  • q-fin.RM1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20162022
most citedBootstrapping Persistent Betti Numbers and Other Stabilizing Statistics

7 citations · 18 across the 15 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2019

Quantifying Life Insurance Risk using Least-Squares Monte Carlo

Claus Baumgart, Johannes Krebs, Robert Lempertseder +1

This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.