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S. Jarner

3 papers here

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

author position
  • sole author2
  • first author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • stat.ME1

identity via Semantic Scholar / OpenAlex

most citedStrategic mean-variance investing under mean-reverting stock returns

1 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2021

Stochastic frailty models for modeling and forecasting mortality

Søren Fiig Jarner

In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age…

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