Arık, Ayşe; Uğur, Ömür; Kleinow, Torsten The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices. (English) Zbl 1520.91305 ASTIN Bull. 53, No. 2, 392-417 (2023). MSC: 91G05 91G15 PDFBibTeX XMLCite \textit{A. Arık} et al., ASTIN Bull. 53, No. 2, 392--417 (2023; Zbl 1520.91305) Full Text: DOI
Wen, Jie; Cairns, Andrew J. G.; Kleinow, Torsten Modelling socio-economic mortality at neighbourhood level. (English) Zbl 1520.91355 ASTIN Bull. 53, No. 2, 285-310 (2023). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{J. Wen} et al., ASTIN Bull. 53, No. 2, 285--310 (2023; Zbl 1520.91355) Full Text: DOI
Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance. (English) Zbl 1491.91108 Scand. Actuar. J. 2022, No. 2, 94-114 (2022). MSC: 91G05 92D30 92D10 PDFBibTeX XMLCite \textit{O. Haçarız} et al., Scand. Actuar. J. 2022, No. 2, 94--114 (2022; Zbl 1491.91108) Full Text: DOI
Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. Genetics, insurance and hypertrophic cardiomyopathy. (English) Zbl 1466.91259 Scand. Actuar. J. 2021, No. 1, 54-81 (2021). MSC: 91G05 92C60 92D10 62P10 PDFBibTeX XMLCite \textit{O. Haçarız} et al., Scand. Actuar. J. 2021, No. 1, 54--81 (2021; Zbl 1466.91259) Full Text: DOI
Wen, Jie; Kleinow, Torsten; Cairns, Andrew J. G. Trends in Canadian mortality by pension level: evidence from the CPP and QPP. (English) Zbl 1466.91273 N. Am. Actuar. J. 24, No. 4, 533-561 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{J. Wen} et al., N. Am. Actuar. J. 24, No. 4, 533--561 (2020; Zbl 1466.91273) Full Text: DOI
Richards, Stephen J.; Ramonat, Stefan J.; Vesper, Gregory T.; Kleinow, Torsten Modelling seasonal mortality with individual data. (English) Zbl 1454.91206 Scand. Actuar. J. 2020, No. 10, 864-878 (2020). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{S. J. Richards} et al., Scand. Actuar. J. 2020, No. 10, 864--878 (2020; Zbl 1454.91206) Full Text: DOI
Ungolo, Francesco; Kleinow, Torsten; Macdonald, Angus S. A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates. (English) Zbl 1435.91161 Insur. Math. Econ. 91, 68-84 (2020). MSC: 91G05 62P05 62F15 PDFBibTeX XMLCite \textit{F. Ungolo} et al., Insur. Math. Econ. 91, 68--84 (2020; Zbl 1435.91161) Full Text: DOI
Ungolo, Francesco; Christiansen, Marcus C.; Kleinow, Torsten; MacDonald, Angus S. Survival analysis of pension scheme mortality when data are missing. (English) Zbl 1422.91379 Scand. Actuar. J. 2019, No. 6, 523-547 (2019). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{F. Ungolo} et al., Scand. Actuar. J. 2019, No. 6, 523--547 (2019; Zbl 1422.91379) Full Text: DOI
Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten Stochastic mortality modeling: key drivers and dependent residuals. (English) Zbl 1414.91219 N. Am. Actuar. J. 21, No. 3, 343-368 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{G. Mavros} et al., N. Am. Actuar. J. 21, No. 3, 343--368 (2017; Zbl 1414.91219) Full Text: DOI
Kleinow, Torsten; Richards, Stephen J. Parameter risk in time-series mortality forecasts. (English) Zbl 1402.91202 Scand. Actuar. J. 2017, No. 9, 804-828 (2017). MSC: 91B30 91D20 62P05 62P25 62M10 60G50 PDFBibTeX XMLCite \textit{T. Kleinow} and \textit{S. J. Richards}, Scand. Actuar. J. 2017, No. 9, 804--828 (2017; Zbl 1402.91202) Full Text: DOI
Kleinow, Torsten; Schumacher, Johannes M. Financial fairness and conditional indexation. (English) Zbl 1402.91203 Scand. Actuar. J. 2017, No. 8, 651-669 (2017). MSC: 91B30 91B62 PDFBibTeX XMLCite \textit{T. Kleinow} and \textit{J. M. Schumacher}, Scand. Actuar. J. 2017, No. 8, 651--669 (2017; Zbl 1402.91203) Full Text: DOI
Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. Multi-population mortality models: fitting, forecasting and comparisons. (English) Zbl 1401.62206 Scand. Actuar. J. 2017, No. 4, 319-342 (2017). MSC: 62P05 62P25 91B30 91D20 PDFBibTeX XMLCite \textit{V. Enchev} et al., Scand. Actuar. J. 2017, No. 4, 319--342 (2017; Zbl 1401.62206) Full Text: DOI
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten Small population bias and sampling effects in stochastic mortality modelling. (English) Zbl 1394.91201 Eur. Actuar. J. 7, No. 1, 193-230 (2017). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{L. Chen} et al., Eur. Actuar. J. 7, No. 1, 193--230 (2017; Zbl 1394.91201) Full Text: DOI Link
Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew J. G. Factor risk quantification in annuity models. (English) Zbl 1304.91116 Insur. Math. Econ. 58, 34-45 (2014). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{U. Karabey} et al., Insur. Math. Econ. 58, 34--45 (2014; Zbl 1304.91116) Full Text: DOI
Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard Semiparametric diffusion estimation and application to a stock market index. (English) Zbl 1140.91463 Quant. Finance 8, No. 1, 81-92 (2008). MSC: 91B82 PDFBibTeX XMLCite \textit{W. Härdle} et al., Quant. Finance 8, No. 1, 81--92 (2008; Zbl 1140.91463) Full Text: DOI Link
Kleinow, Torsten; Willder, Mark The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. (English) Zbl 1183.91072 Insur. Math. Econ. 40, No. 3, 445-458 (2007). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{T. Kleinow} and \textit{M. Willder}, Insur. Math. Econ. 40, No. 3, 445--458 (2007; Zbl 1183.91072) Full Text: DOI
Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir MD*ReX: Linking XploRe to standard spreadsheet applications. (English) Zbl 1018.68093 Comput. Stat. 17, No. 3, 329-341 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 68U35 PDFBibTeX XMLCite \textit{G. Aydinli} et al., Comput. Stat. 17, No. 3, 329--341 (2002; Zbl 1018.68093) Full Text: DOI Link
Kleinow, Torsten; Lehmann, Heiko Client/Server based statistical computing. (English) Zbl 1018.68094 Comput. Stat. 17, No. 3, 315-328 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 68U35 PDFBibTeX XMLCite \textit{T. Kleinow} and \textit{H. Lehmann}, Comput. Stat. 17, No. 3, 315--328 (2002; Zbl 1018.68094) Full Text: DOI Link
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten An empirical likelihood goodness-of-fit test for diffusions. (English) Zbl 1058.91533 Härdle, Wolfgang et al., Applied quantitative finance. Theory and computational tools (e-book). Berlin: Springer (ISBN 3-540-43460-7). 259-281 (2002). MSC: 62C12 91G10 91B82 PDFBibTeX XMLCite \textit{S. X. Chen} et al., in: Applied quantitative finance. Theory and computational tools (e-book). Berlin: Springer. 259--281 (2002; Zbl 1058.91533)
Kiesel, Rüdiger; Kleinow, Torsten Sensitivity analysis of credit portfolio models. (English) Zbl 1058.91546 Härdle, Wolfgang et al., Applied quantitative finance. Theory and computational tools (e-book). Berlin: Springer (ISBN 3-540-43460-7). 111-124 (2002). MSC: 91G10 91G40 PDFBibTeX XMLCite \textit{R. Kiesel} and \textit{T. Kleinow}, in: Applied quantitative finance. Theory and computational tools (e-book). Berlin: Springer. 111--124 (2002; Zbl 1058.91546)
Härdle, Wolfgang (ed.); Kleinow, Torsten (ed.); Stahl, Gerhard (ed.) Applied quantitative finance. Theory and computational tools (e-book). (English) Zbl 1058.91037 Berlin: Springer (ISBN 3-540-43460-7). xxiv, 402 p. (2002). MSC: 91Gxx 91-06 62-06 62P05 00B15 91B82 91B84 PDFBibTeX XMLCite \textit{W. Härdle} (ed.) et al., Applied quantitative finance. Theory and computational tools (e-book). Berlin: Springer (2002; Zbl 1058.91037)
Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf Web quantlets for time series analysis. (English) Zbl 0995.62091 Ann. Inst. Stat. Math. 53, No. 1, 179-188 (2001). MSC: 62M10 62-04 62G99 PDFBibTeX XMLCite \textit{W. Härdle} et al., Ann. Inst. Stat. Math. 53, No. 1, 179--188 (2001; Zbl 0995.62091) Full Text: DOI
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. (English) Zbl 0981.62035 Stat. Inference Stoch. Process. 3, No. 3, 263-276 (2000). MSC: 62G09 91B84 62G10 62P05 62M10 91B28 PDFBibTeX XMLCite \textit{P. Hall} et al., Stat. Inference Stoch. Process. 3, No. 3, 263--276 (2000; Zbl 0981.62035) Full Text: DOI