4 papers
Loss of earning capacity in Denmark -- an actuarial perspective
C. Furrer, O. L. Sandqvist
We describe challenges and opportunities related to risk assessment and mitigation for loss of earning capacity insurance with a special focus on Denmark. The presence of public be…
Non-parametric estimators of scaled cash flows
T. Bathke, C. Furrer
In multi-state life insurance, incidental policyholder behavior gives rise to expected cash flows that are not easily targeted by classic non-parametric estimators if data is subje…
Conditional Aalen--Johansen estimation
Martin Bladt, Christian Furrer
The conditional Aalen--Johansen estimator, a general-purpose non-parametric estimator of conditional state occupation probabilities, is introduced. The estimator is applicable for…
Aggregate Markov models in life insurance: properties and valuation
Jamaal Ahmad, Mogens Bladt, Christian Furrer
In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain t…