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researcher

T. Bernhardt

7 papers hereh-index 9334 citations36 works total

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

author position
  • sole author1
  • first author3
  • middle author1
  • last author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.RM3
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20192025
most citedModern tontine with bequest: innovation in pooled annuity products

49 citations · 86 across the 7 of their papers we have counts for

collaborators
Showing 2023 · math.PRShow all

1 paper · 2 filters

math.PR2023

On Watanabe's characterisation and change of intensity à la Girsanov for Cox processes

Dirk Becherer, Thomas Bernhardt, Pavel Gapeev

We discuss the equivalence of definitions for conditional Poisson processes, Cox processes, and stochastic intensities of point processes on the real line. We show that Watanabe's…

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