Edit Profile (opens in new tab) Jarner, Søren Fiig Co-Author Distance Author ID: jarner.soren-fiig Published as: Jarner, Søren F.; Jarner, Søren Fiig; Jarner, S. F. more...less External Links: ORCID Documents Indexed: 15 Publications since 2000 Co-Authors: 13 Co-Authors with 15 Joint Publications 225 Co-Co-Authors all top 5 Co-Authors 0 single-authored 3 Tweedie, Richard Lewis 2 Jallbjørn, Snorre 2 Preisel, Michael 2 Roberts, Gareth O. 1 Dengsøe, Chresten 1 Eliasen, Rune 1 Hansen, Ernst 1 Kronborg, Morten Tolver 1 Kryger, Esben Masotti 1 Møller, Thomas H. 1 Nielsen, Jens Perch 1 Spreeuw, Jaap 1 Yuen, Wai Kong all top 5 Serials 4 Scandinavian Actuarial Journal 2 Insurance Mathematics & Economics 2 Stochastic Processes and their Applications 1 Advances in Applied Probability 1 Scandinavian Journal of Statistics 1 Journal of Applied Probability 1 The Annals of Applied Probability 1 Bernoulli 1 ASTIN Bulletin 1 SORT. Statistics and Operations Research Transactions Fields 8 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Statistics (62-XX) 3 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 243 times in 203 Documents Cited by ▼ Year ▼ Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070 Jarner, Søren Fiig; Hansen, Ernst 84 2000 Polynomial convergence rates of Markov chains. Zbl 1012.60062 Jarner, Søren F.; Roberts, Gareth O. 75 2002 Locally contracting iterated functions and stability of Markov chains. Zbl 0996.60081 Jarner, S. F.; Tweedie, R. L. 20 2001 Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004 Jarner, Søren F.; Roberts, Gareth 18 2007 Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. Zbl 1043.60054 Jarner, Søren F.; Tweedie, Richard L. 16 2003 A partial internal model for longevity risk. Zbl 1398.91334 Jarner, Søren Fiig; Møller, Thomas 7 2015 The evolution of death rates and life expectancy in Denmark. Zbl 1224.91064 Jarner, Søren Fiig; Kryger, Esben Masotti; Dengsøe, Chresten 5 2008 Pitfalls and merits of cointegration-based mortality models. Zbl 1431.91334 Jarner, Søren F.; Jallbjørn, Snorre 5 2020 Conductance bounds on the \(L^2\) convergence rate of Metropolis algorithms on unbounded state spaces. Zbl 1042.60040 Jarner, Søren F.; Yuen, Wai Kong 4 2004 Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes. Zbl 1075.60549 Jarner, S. F.; Tweedie, R. L. 4 2002 A nonparametric visual test of mixed hazard models. Zbl 1296.62052 Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig 4 2013 Investing for retirement through a with-profits pension scheme: a client’s perspective. Zbl 1224.91081 Preisel, Michael; Jarner, Søren F.; Eliasen, Rune 1 2010 Pitfalls and merits of cointegration-based mortality models. Zbl 1431.91334 Jarner, Søren F.; Jallbjørn, Snorre 5 2020 A partial internal model for longevity risk. Zbl 1398.91334 Jarner, Søren Fiig; Møller, Thomas 7 2015 A nonparametric visual test of mixed hazard models. Zbl 1296.62052 Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig 4 2013 Investing for retirement through a with-profits pension scheme: a client’s perspective. Zbl 1224.91081 Preisel, Michael; Jarner, Søren F.; Eliasen, Rune 1 2010 The evolution of death rates and life expectancy in Denmark. Zbl 1224.91064 Jarner, Søren Fiig; Kryger, Esben Masotti; Dengsøe, Chresten 5 2008 Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004 Jarner, Søren F.; Roberts, Gareth 18 2007 Conductance bounds on the \(L^2\) convergence rate of Metropolis algorithms on unbounded state spaces. Zbl 1042.60040 Jarner, Søren F.; Yuen, Wai Kong 4 2004 Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. Zbl 1043.60054 Jarner, Søren F.; Tweedie, Richard L. 16 2003 Polynomial convergence rates of Markov chains. Zbl 1012.60062 Jarner, Søren F.; Roberts, Gareth O. 75 2002 Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes. Zbl 1075.60549 Jarner, S. F.; Tweedie, R. L. 4 2002 Locally contracting iterated functions and stability of Markov chains. Zbl 0996.60081 Jarner, S. F.; Tweedie, R. L. 20 2001 Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070 Jarner, Søren Fiig; Hansen, Ernst 84 2000 all cited Publications top 5 cited Publications all top 5 Cited by 276 Authors 12 Fort, Gersende 12 Roberts, Gareth O. 10 Jones, Galin L. 10 Moulines, Eric 8 Golomoziy, Vitaliy 8 Rosenthal, Jeffrey S. 8 Vihola, Matti 7 Andrieu, Christophe 7 Atchadé, Yves F. 7 Spade, David A. 5 Jarner, Søren Fiig 5 Kartashov, Mykola Valentynovych 5 Liu, Yuanyuan 5 Nguyen, Dang Hai 4 Flegal, James M. 4 Hobert, James P. 4 Jasra, Ajay 4 Kamatani, Kengo 4 Nielsen, Jens Perch 3 Douc, Randal 3 Guillin, Arnaud 3 Latuszynski, Krzysztof 3 Lee, Anthony J. T. 3 Martínez Miranda, María Dolores 3 Priouret, Pierre 3 Yin, George Gang 2 Allassonnière, Stéphanie 2 Bebbington, Mark S. 2 Belomestny, Denis 2 Beskos, Alexandros 2 Connor, Stephen B. 2 Deligiannidis, George 2 Diaconis, Persi Warren 2 Doucet, Arnaud 2 Doukhan, Paul 2 Durmus, Alain 2 Favaro, Stefano 2 Fearnhead, Paul 2 Furrer, Christian 2 Gámiz Pérez, María Luz 2 Girolami, Mark A. 2 Guillen, Montserrat 2 Hening, Alexandru 2 Herbei, Radu 2 Hernández-Lerma, Onésimo 2 Hervé, Loïc 2 Hou, Zhenting 2 Jakubowski, Adam 2 Johndrow, James E. 2 Karagulyan, Avetik G. 2 Ledoux, James 2 Li, Yao 2 Livingstone, Samuel 2 Mao, Yonghua 2 Meitz, Mika 2 Neath, Ronald C. 2 Nguyen Huu Du 2 Nguyen, Nhu Ngoc 2 Pérez-Marín, Ana María 2 Petersen, Kitt Skovsø 2 Portier, François 2 Qin, Qian 2 Rudolf, Daniel 2 Saikkonen, Pentti 2 Shao, Xiaofeng 2 Sherlock, Chris 2 Song, Yanhong 2 Tarłowski, Dawid 2 Vandekerkhove, Pierre 2 Vasdekis, Giorgos 2 Vogrinc, Jure 2 Walker, Stephen Grahm 2 Whiteley, Nick 2 Wu, Wei Biao 1 Adamczak, Radosław 1 Ahmad, Jamaal 1 Al-Takrouri, Saleh 1 Ango Nze, Patrick 1 Azaïs, Romain 1 Balasooriya, Uditha 1 Bambos, Nicholas 1 Barbi, Elisabetta 1 Bednorz, Witold Marek 1 Benaïm, Michel 1 Berg, Stephen 1 Bertail, Patrice 1 Betancourt, Michael 1 Bierkens, Joris 1 Bladt, Martin 1 Bladt, Mogens 1 Blake, David 1 Bou-Rabee, Nawaf M. 1 Bourquin, Antoine 1 Brown, Austin R. 1 Butkovsky, Oleg A. 1 Byrne, Simon P. J. 1 Cai, Yongli 1 Cairns, Andrew J. G. 1 Cao, Junfei 1 Chada, Neil K. ...and 176 more Authors all top 5 Cited in 74 Serials 18 The Annals of Applied Probability 14 Stochastic Processes and their Applications 13 Journal of Applied Probability 12 Bernoulli 9 The Annals of Statistics 8 Statistics and Computing 7 Advances in Applied Probability 7 Theory of Probability and Mathematical Statistics 6 Scandinavian Actuarial Journal 6 Electronic Journal of Statistics 5 Computational Statistics and Data Analysis 5 Methodology and Computing in Applied Probability 4 Scandinavian Journal of Statistics 4 Insurance Mathematics & Economics 4 Statistics & Probability Letters 4 Statistical Science 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Journal of Mathematical Analysis and Applications 3 Journal of Computational and Graphical Statistics 2 Physica A 2 Journal of Differential Equations 2 Mathematics and Computers in Simulation 2 Operations Research Letters 2 Monte Carlo Methods and Applications 2 Electronic Communications in Probability 2 Econometric Theory 2 ASTIN Bulletin 2 SIAM/ASA Journal on Uncertainty Quantification 1 Communications on Pure and Applied Mathematics 1 Journal of Mathematical Biology 1 Journal of Statistical Physics 1 Mathematical Biosciences 1 Nonlinearity 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Journal of the American Statistical Association 1 Mathematische Zeitschrift 1 Studies in Applied Mathematics 1 Stochastic Analysis and Applications 1 International Journal of Approximate Reasoning 1 Journal of Theoretical Probability 1 Applied Mathematics Letters 1 SIAM Journal on Matrix Analysis and Applications 1 Queueing Systems 1 Annals of Operations Research 1 Computational Statistics 1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 1 SIAM Journal on Applied Mathematics 1 Bulletin of the American Mathematical Society. New Series 1 Journal of Nonlinear Science 1 Statistica Sinica 1 Journal of Difference Equations and Applications 1 Mathematical Population Studies 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Discrete Dynamics in Nature and Society 1 Journal of Applied Statistics 1 Extremes 1 Acta Mathematica Sinica. English Series 1 Brazilian Journal of Probability and Statistics 1 Discrete and Continuous Dynamical Systems. Series B 1 Iranian Journal of Science and Technology. Transaction A: Science 1 Entropy 1 Journal of Machine Learning Research (JMLR) 1 SIAM Journal on Applied Dynamical Systems 1 Hacettepe Journal of Mathematics and Statistics 1 Statistical Methods and Applications 1 Statistics Surveys 1 European Actuarial Journal 1 Foundations of Data Science 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 25 Fields 147 Probability theory and stochastic processes (60-XX) 83 Numerical analysis (65-XX) 80 Statistics (62-XX) 18 Dynamical systems and ergodic theory (37-XX) 18 Biology and other natural sciences (92-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Operations research, mathematical programming (90-XX) 8 Systems theory; control (93-XX) 4 Ordinary differential equations (34-XX) 4 Computer science (68-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Partial differential equations (35-XX) 2 General topology (54-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) Citations by Year