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researcher

M. Christiansen

11 papers hereh-index 13593 citations62 works total

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

author position
  • sole author3
  • first author3
  • middle author1
  • last author4

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.MF3
  • q-fin.RM2
  • q-fin.GN1
  • q-fin.ST1
  • stat.ME1
same name
  • M. Christiansen — 9 papers, h 5
  • M. Christiansen — 6 papers, h 6
  • M. Christiansen — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20182026
most citedNonlinear reserving and multiple contract modifications in life insurance

9 citations · 11 across the 10 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.MF2019★ 9 cited

Nonlinear reserving and multiple contract modifications in life insurance

Marcus C. Christiansen, Boualem Djehiche

Life insurance cash flows become reserve dependent when contract conditions are modified during the contract term on condition that actuarial equivalence is maintained. As a result…

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