9 citations · 11 across the 10 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
stat.ME2026
Payment Process Estimation in Aggregated Insurance Models
Martin Bladt, Marcus Christiansen
Insurance payments may depend on latent micro states although only macro states and realized payments are observed. We study a sojourn-payment model for such aggregated multi-state…
q-fin.ST2026
How the interpolation of life tables affects the decomposition of life insurance surplus
Mintodê Nicodème Atchadé, Marcus C. Christiansen, Friedrich Hubalek +1
The surplus of a life insurance policy depends on both systematic changes in mortality risk and financial changes. We propose to decompose the surplus by the axiomatically justifie…