Edit Profile (opens in new tab) Börger, Matthias Compute Distance To: Compute Author ID: borger.matthias Published as: Börger, Matthias Documents Indexed: 5 Publications since 2010 Co-Authors: 4 Co-Authors with 4 Joint Publications 47 Co-Co-Authors Co-Authors 1 single-authored 3 Ruß, Jochen 2 Schupp, Johannes 1 Bauer, Daniel J. 1 Freimann, Arne Serials 4 Insurance Mathematics & Economics 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) Fields 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 68 times in 54 Documents Cited by ▼ Year ▼ On the pricing of longevity-linked securities. Zbl 1231.91142Bauer, Daniel; Börger, Matthias; Ruß, Jochen 39 2010 Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341Börger, Matthias 21 2010 Modeling trend processes in parametric mortality models. Zbl 1400.91241Börger, Matthias; Schupp, Johannes 7 2018 It takes two: why mortality trend modeling is more than modeling one mortality trend. Zbl 1467.91133Börger, Matthias; Russ, Jochen; Schupp, Johannes 1 2021 It takes two: why mortality trend modeling is more than modeling one mortality trend. Zbl 1467.91133Börger, Matthias; Russ, Jochen; Schupp, Johannes 1 2021 Modeling trend processes in parametric mortality models. Zbl 1400.91241Börger, Matthias; Schupp, Johannes 7 2018 On the pricing of longevity-linked securities. Zbl 1231.91142Bauer, Daniel; Börger, Matthias; Ruß, Jochen 39 2010 Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341Börger, Matthias 21 2010 all cited Publications top 5 cited Publications all top 5 Cited by 96 Authors 5 Chen, An 5 Sherris, Michael 4 Blake, David 4 Li, Johnny Siu-Hang 4 MacMinn, Richard D. 3 Börger, Matthias 3 Loisel, Stéphane 3 Ruß, Jochen 2 Barrieu, Pauline M. 2 Blackburn, Craig 2 Cairns, Andrew J. G. 2 Christiansen, Marcus Christian 2 El Karoui, Nicole 2 Freimann, Arne 2 Guillen, Montserrat 2 Hainaut, Donatien 2 Li, Jackie Ji 2 Liu, Yanxin 2 Rach, Manuel 2 Schmeck, Maren Diane 1 Ai, Jing 1 Balasooriya, Uditha 1 Bauer, Daniel J. 1 Bensusan, Harry 1 Bravo, Jorge Miguel 1 Brockett, Patrick L. 1 Buchardt, Kristian 1 Chen, Bingzheng 1 Chen, Hua 1 De Waegenaere, Anja 1 Debonneuil, Edouard 1 Devolder, Pierre 1 El Mekkaoui de Freitas, Najat 1 Fong, Joelle H. 1 Fung, Man Chung 1 Guo, Qiheng 1 Haberman, Steven 1 Hanewald, Katja 1 Hardy, Mary Rosalyn 1 Hasgül, Etkin 1 Henriksen, Lars Frederik Brandt 1 Hieber, Peter 1 Hillairet, Caroline 1 Jacobson, Allen F. 1 Jarner, Søren Fiig 1 Klein, Jakob K. 1 Kleinow, Torsten 1 Kling, Alexander 1 Kung, Ko-Lun 1 Leung, Melvern 1 Levantesi, Susanna 1 Li, Han 1 Liu, I-Chien 1 Melenberg, Bertrand 1 Menoncin, Francesco 1 Menzietti, Massimiliano 1 Meyricke, Ramona 1 Møller, Thomas H. 1 Nendel, Max 1 Niemeyer, Andreas 1 Njenga, Carolyn Ndigwako 1 O’Hare, Colin 1 Yolcu Okur, Yeliz 1 Olivieri, Annamaria 1 Pelsser, Antoon A. J. 1 Planchet, Frédéric 1 Ravanelli, Claudia 1 Regis, Luca 1 Renshaw, Arthur E. 1 Richards, Stephen J. 1 Riedel, Frank 1 Salhi, Yahia 1 Schilling, Katja 1 Schmidli, Hanspeter 1 Schomacker, Kristian Juul 1 Schultze, Mark B. 1 Schupp, Johannes 1 Selcuk-Kestel, A. Sevtap 1 Shao, Adam W. 1 Steffensen, Mogens 1 Su, Karen C. 1 Sun, Tao 1 Tan, Ken Seng 1 Tang, Qihe 1 Tang, Sixian 1 Tsai, Jason Chenghsien 1 Vigna, Elena 1 Wang, Chou-Wen 1 Wang, Jennifer L. 1 Wang, Ting 1 Young, Virginia R. 1 Yue, Jack C. 1 Zhang, Lihong 1 Zhao, Lin 1 Zheng, Min 1 Zhou, Kenneth Q. all top 5 Cited in 8 Serials 29 Insurance Mathematics & Economics 8 Scandinavian Actuarial Journal 7 ASTIN Bulletin 6 North American Actuarial Journal 1 Finance and Stochastics 1 Discrete Dynamics in Nature and Society 1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) all top 5 Cited in 6 Fields 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 5 General and overarching topics; collections (00-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year