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Christiansen, Marcus Christian

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Author ID: christiansen.marcus-christian Recent zbMATH articles by "Christiansen, Marcus Christian"
Published as: Christiansen, Marcus C.; Christiansen, Marcus Christian; Christiansen, Marcus; Christiansen, M. C.
Documents Indexed: 31 Publications since 2008
Co-Authors: 23 Co-Authors with 24 Joint Publications
477 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 97 times in 71 Documents Cited by Year
Multistate models in health insurance. Zbl 1443.62341
Christiansen, Marcus C.
12
2012
The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina
10
2012
Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096
Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan
8
2014
A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. Zbl 1152.91573
Christiansen, Marcus C.
8
2008
A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C.
6
2016
Safe-side scenarios for financial and biometrical risk. Zbl 1290.91083
Christiansen, Marcus C.; Steffensen, Mogens
5
2013
Deterministic mean-variance-optimal consumption and investment. Zbl 1291.91191
Christiansen, Marcus; Steffensen, Mogens
5
2013
Safety margins for unsystematic biometric risk in life and health insurance. Zbl 1291.91100
Christiansen, Marcus C.
4
2013
Biometric worst-case scenarios for multi-state life insurance policies. Zbl 1231.91165
Christiansen, Marcus C.
4
2010
Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030
Christiansen, Marcus C.; Loperfido, Nicola
4
2014
Around the life cycle: deterministic consumption-investment strategies. Zbl 1416.91345
Christiansen, Marcus C.; Steffensen, Mogens
4
2018
Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058
Christiansen, Marcus C.; Djehiche, Boualem
4
2020
A sensitivity analysis of typical life insurance contracts with respect to the technical basis. Zbl 1152.91574
Christiansen, Marcus C.
3
2008
Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094
Christiansen, Marcus C.; Helwich, Marko
3
2008
Fundamental definition of the solvency capital requirement in Solvency II. Zbl 1431.91322
Christiansen, Marcus C.; Niemeyer, Andreas
3
2014
On the forward rate concept in multi-state life insurance. Zbl 1311.60087
Christiansen, Marcus C.; Niemeyer, Andreas
2
2015
A credibility approach for combining likelihoods of generalized linear models. Zbl 1390.62205
Christiansen, Marcus C.; Schinzinger, Edo
2
2016
Stress scenario generation for solvency and risk management. Zbl 1401.91117
Christiansen, Marcus Christian; Henriksen, Lars Frederik Brandt; Schomacker, Kristian Juul; Steffensen, Mogens
2
2016
Integral and differential equations for the moments of multistate models in health insurance. Zbl 1401.91086
Adékambi, Franck; Christiansen, Marcus C.
2
2017
Mortality projections for non-converging groups of populations. Zbl 1433.91132
Hahn, Lukas Josef; Christiansen, Marcus Christian
1
2019
Survival analysis of pension scheme mortality when data are missing. Zbl 1422.91379
Ungolo, Francesco; Christiansen, Marcus C.; Kleinow, Torsten; MacDonald, Angus S.
1
2019
Differences in European mortality rates: a geometric approach on the age-period plane. Zbl 1390.91173
Christiansen, Marcus C.; Spodarev, Evgeny; Unseld, Verena
1
2015
Dynamics of solvency risk in life insurance liabilities. Zbl 1401.91116
Christiansen, M. C.; Fahrenwaldt, M. A.
1
2016
Dynamics of state-wise prospective reserves in the presence of non-monotone information. Zbl 1460.91216
Christiansen, Marcus C.; Furrer, Christian
1
2021
On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180
Christiansen, Marcus C.
1
2021
Dynamics of state-wise prospective reserves in the presence of non-monotone information. Zbl 1460.91216
Christiansen, Marcus C.; Furrer, Christian
1
2021
On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180
Christiansen, Marcus C.
1
2021
Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058
Christiansen, Marcus C.; Djehiche, Boualem
4
2020
Mortality projections for non-converging groups of populations. Zbl 1433.91132
Hahn, Lukas Josef; Christiansen, Marcus Christian
1
2019
Survival analysis of pension scheme mortality when data are missing. Zbl 1422.91379
Ungolo, Francesco; Christiansen, Marcus C.; Kleinow, Torsten; MacDonald, Angus S.
1
2019
Around the life cycle: deterministic consumption-investment strategies. Zbl 1416.91345
Christiansen, Marcus C.; Steffensen, Mogens
4
2018
Integral and differential equations for the moments of multistate models in health insurance. Zbl 1401.91086
Adékambi, Franck; Christiansen, Marcus C.
2
2017
A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C.
6
2016
A credibility approach for combining likelihoods of generalized linear models. Zbl 1390.62205
Christiansen, Marcus C.; Schinzinger, Edo
2
2016
Stress scenario generation for solvency and risk management. Zbl 1401.91117
Christiansen, Marcus Christian; Henriksen, Lars Frederik Brandt; Schomacker, Kristian Juul; Steffensen, Mogens
2
2016
Dynamics of solvency risk in life insurance liabilities. Zbl 1401.91116
Christiansen, M. C.; Fahrenwaldt, M. A.
1
2016
On the forward rate concept in multi-state life insurance. Zbl 1311.60087
Christiansen, Marcus C.; Niemeyer, Andreas
2
2015
Differences in European mortality rates: a geometric approach on the age-period plane. Zbl 1390.91173
Christiansen, Marcus C.; Spodarev, Evgeny; Unseld, Verena
1
2015
Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096
Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan
8
2014
Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030
Christiansen, Marcus C.; Loperfido, Nicola
4
2014
Fundamental definition of the solvency capital requirement in Solvency II. Zbl 1431.91322
Christiansen, Marcus C.; Niemeyer, Andreas
3
2014
Safe-side scenarios for financial and biometrical risk. Zbl 1290.91083
Christiansen, Marcus C.; Steffensen, Mogens
5
2013
Deterministic mean-variance-optimal consumption and investment. Zbl 1291.91191
Christiansen, Marcus; Steffensen, Mogens
5
2013
Safety margins for unsystematic biometric risk in life and health insurance. Zbl 1291.91100
Christiansen, Marcus C.
4
2013
Multistate models in health insurance. Zbl 1443.62341
Christiansen, Marcus C.
12
2012
The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina
10
2012
Biometric worst-case scenarios for multi-state life insurance policies. Zbl 1231.91165
Christiansen, Marcus C.
4
2010
A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. Zbl 1152.91573
Christiansen, Marcus C.
8
2008
A sensitivity analysis of typical life insurance contracts with respect to the technical basis. Zbl 1152.91574
Christiansen, Marcus C.
3
2008
Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094
Christiansen, Marcus C.; Helwich, Marko
3
2008
all top 5

Cited by 108 Authors

13 Christiansen, Marcus Christian
6 Furrer, Christian
5 Djehiche, Boualem
5 Steffensen, Mogens
4 Buchardt, Kristian
4 Löfdahl, Björn
4 Loperfido, Nicola M. R.
2 Bozikas, Apostolos
2 Denuit, Michel M.
2 Dhaene, Jan
2 Eling, Martin
2 Fahrenwaldt, Matthias Albrecht
2 Graf, Stefan
2 Kling, Alexander
2 Oguledo, Victor I.
2 Pitselis, Georgios
2 Ramsay, Colin M.
2 Rödel, Karen Tanja
1 Ahmad, Jamaal
1 Antonio, Katrien
1 Aro, Helena
1 Asadi, Saeed
1 Baione, Fabio
1 Bergeron-Boucher, Marie-Pier
1 Blake, David
1 Borgonovo, Emanuele
1 Bruhn, Kenneth
1 Cairns, Andrew J. G.
1 Castaneda, Ranu
1 Chavez-Bedoya, Luis
1 Chen, Bingzheng
1 Chen, Fenge
1 Chen, Yongzhao
1 Chen, Ze
1 Cheng, Chunli
1 Cheung, Ka Chun
1 Choi, Hugo Ming Cheung
1 de Melo, Eduardo Fraga L.
1 Diao, Liqun
1 Falkowski, Adrian
1 Fleischmann, Anselm
1 Fong, Joelle H.
1 Forsyth, Peter A.
1 Fuino, Michel
1 Gad, Kamille Sofie Tågholt
1 Gaigall, Daniel
1 Gallo, Michele
1 Gao, Huan
1 Gatzert, Nadine
1 Godecharle, Els
1 Guibert, Quentin
1 Haberman, Steven
1 Hanbali, Hamza
1 Henriksen, Lars Frederik Brandt
1 Janabi, Mazin A. M. Al
1 Jang, Jiwook
1 Jensen, Ninna Reitzel
1 Juhl, Jeppe
1 Jung, Kwangmin
1 Kleinow, Torsten
1 Lazăr, Dorina
1 Levantesi, Susanna
1 Li, Jing
1 Lichtenstern, Andreas
1 Liu, Xiaoming
1 Lollike, Alexander Sevel
1 Lopez, Olivier
1 Macdonald, Angus S.
1 Maegebier, Alexander
1 Mamon, Rogemar S.
1 Mezőfi, Balázs
1 Mohd Ramli, Siti Norafidah
1 Møller, Thomas H.
1 Neves, César
1 Niedermayer, Andras
1 Niedermayer, Daniel
1 Niemeyer, Andreas
1 Oeppen, Jim
1 Peng, Xingchun
1 Piette, Pierrick
1 Pla-Porcel, Javier
1 Rabitti, Giovanni
1 Renshaw, Arthur E.
1 Reuß, Andreas
1 Schmeck, Maren Diane
1 Schmidli, Hanspeter
1 Schnell, Werner
1 Schomacker, Kristian Juul
1 Shao, Adam W.
1 Sherris, Michael
1 Shevchenko, Pavel V.
1 Šikić, Mario
1 Simonacci, Violetta
1 Słomiński, Leszek
1 Sokol, Alexander
1 Süli, Balázs Márton
1 Tarpey, Thaddeus
1 Teigiszerová, Lucia
1 Ungolo, Francesco
1 Ventura-Marco, Manuel
...and 8 more Authors

Citations by Year