Edit Profile (opens in new tab) Kleinow, Torsten Compute Distance To: Compute Author ID: kleinow.torsten Published as: Kleinow, Torsten Documents Indexed: 23 Publications since 2000 1 Contribution as Editor Co-Authors: 28 Co-Authors with 20 Joint Publications 916 Co-Co-Authors all top 5 Co-Authors 3 single-authored 6 Härdle, Wolfgang Karl 5 Cairns, Andrew J. G. 3 Macdonald, Angus S. 2 Richards, Stephen J. 2 Ungolo, Francesco 1 Aydınlı, Gökhan 1 Chen, Liang 1 Chen, Songxi 1 Christiansen, Marcus Christian 1 Enchev, Vasil 1 Haçarız, Oytun 1 Hall, Peter Gavin 1 Karabey, Uǧur 1 Kiesel, Rüdiger 1 Korostelev, Alexander P. 1 Lehmann, Heiko 1 Logeay, Camille 1 Mavros, George 1 Platen, Eckhard 1 Ramonat, Stefan J. 1 Schumacher, Johannes M. 1 Sofyan, Hizir 1 Stahl, Gerhard 1 Streftaris, George 1 Tschernig, Rolf 1 Vesper, Gregory T. 1 Wen, Jie 1 Willder, Mark all top 5 Serials 6 Scandinavian Actuarial Journal 5 Insurance Mathematics & Economics 2 Computational Statistics 2 North American Actuarial Journal 1 Annals of the Institute of Statistical Mathematics 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 ASTIN Bulletin 1 European Actuarial Journal all top 5 Fields 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Statistics (62-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 95 times in 78 Documents Cited by ▼ Year ▼ A common age effect model for the mortality of multiple populations. Zbl 1348.91233Kleinow, Torsten 25 2015 Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter 16 2000 Multi-population mortality models: fitting, forecasting and comparisons. Zbl 1401.62206Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. 14 2017 The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. Zbl 1183.91072Kleinow, Torsten; Willder, Mark 10 2007 Valuation and hedging of participating life-insurance policies under management discretion. Zbl 1156.91397Kleinow, Torsten 5 2009 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 4 2017 Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard 3 2008 Sensitivity analysis of credit portfolio models. Zbl 1058.91546Kiesel, Rüdiger; Kleinow, Torsten 3 2002 Parameter risk in time-series mortality forecasts. Zbl 1402.91202Kleinow, Torsten; Richards, Stephen J. 3 2017 Stochastic mortality modeling: key drivers and dependent residuals. Zbl 1414.91219Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten 2 2017 Factor risk quantification in annuity models. Zbl 1304.91116Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew J. G. 2 2014 Web quantlets for time series analysis. Zbl 0995.62091Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf 2 2001 Applied quantitative finance. Theory and computational tools (e-book). Zbl 1058.91037 1 2002 Client/Server based statistical computing. Zbl 1018.68094Kleinow, Torsten; Lehmann, Heiko 1 2002 MD*ReX: Linking XploRe to standard spreadsheet applications. Zbl 1018.68093Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir 1 2002 Pension fund management and conditional indexation. Zbl 1214.91055Kleinow, Torsten 1 2011 Financial fairness and conditional indexation. Zbl 1402.91203Kleinow, Torsten; Schumacher, Johannes M. 1 2017 Survival analysis of pension scheme mortality when data are missing. Zbl 1422.91379Ungolo, Francesco; Christiansen, Marcus C.; Kleinow, Torsten; MacDonald, Angus S. 1 2019 Survival analysis of pension scheme mortality when data are missing. Zbl 1422.91379Ungolo, Francesco; Christiansen, Marcus C.; Kleinow, Torsten; MacDonald, Angus S. 1 2019 Multi-population mortality models: fitting, forecasting and comparisons. Zbl 1401.62206Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. 14 2017 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 4 2017 Parameter risk in time-series mortality forecasts. Zbl 1402.91202Kleinow, Torsten; Richards, Stephen J. 3 2017 Stochastic mortality modeling: key drivers and dependent residuals. Zbl 1414.91219Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten 2 2017 Financial fairness and conditional indexation. Zbl 1402.91203Kleinow, Torsten; Schumacher, Johannes M. 1 2017 A common age effect model for the mortality of multiple populations. Zbl 1348.91233Kleinow, Torsten 25 2015 Factor risk quantification in annuity models. Zbl 1304.91116Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew J. G. 2 2014 Pension fund management and conditional indexation. Zbl 1214.91055Kleinow, Torsten 1 2011 Valuation and hedging of participating life-insurance policies under management discretion. Zbl 1156.91397Kleinow, Torsten 5 2009 Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard 3 2008 The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. Zbl 1183.91072Kleinow, Torsten; Willder, Mark 10 2007 Sensitivity analysis of credit portfolio models. Zbl 1058.91546Kiesel, Rüdiger; Kleinow, Torsten 3 2002 Applied quantitative finance. Theory and computational tools (e-book). Zbl 1058.91037 1 2002 Client/Server based statistical computing. Zbl 1018.68094Kleinow, Torsten; Lehmann, Heiko 1 2002 MD*ReX: Linking XploRe to standard spreadsheet applications. Zbl 1018.68093Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir 1 2002 Web quantlets for time series analysis. Zbl 0995.62091Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf 2 2001 Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter 16 2000 all cited Publications top 5 cited Publications all top 5 Cited by 171 Authors 6 Kleinow, Torsten 4 Blake, David 4 Cairns, Andrew J. G. 3 Antonio, Katrien 3 Gatzert, Nadine 3 Haberman, Steven 3 Tudor, Ciprian A. 2 Bohnert, Alexander 2 Bozikas, Apostolos 2 Christiansen, Marcus Christian 2 Garzón, Johanna 2 Guillen, Montserrat 2 Li, Jackie Ji 2 Ling, Chen 2 Macdonald, Angus S. 2 MacMinn, Richard D. 2 Millossovich, Pietro 2 Nielsen, Jens Perch 2 Ouburg, Wilbert 2 Peng, Liang 2 Pérez-Marín, Ana María 2 Petersen, Kitt Skovsø 2 Pitselis, Georgios 2 Preis, Tobias 2 Schumacher, Johannes M. 2 Stanley, H. Eugene 2 Ungolo, Francesco 2 Vellekoop, Michel H. 2 Wang, Hsin-Chung 1 Amato, Valeria D. 1 Amoussou, Amour Toffodji Gbaguidi 1 Araya, Héctor 1 Bao, Hailong 1 Bardoutsos, Anastasios G. 1 Bayraktar, Erhan 1 Beetsma, Roel M. W. J. 1 Bennedsen, Mikkel 1 Beran, Jan 1 Bienek, Tobias 1 Borgonovo, Emanuele 1 Bruszas, Sandy 1 Carriquiry, Alicia L. 1 Chen, Damiaan H. J. 1 Chen, Ree Yongqing 1 Cheng, Ronglong 1 Chong, Chen-Tai 1 Chronopoulou, Alexandra 1 Concepción Ausín, M. 1 de Boer, Wouter 1 De Rosa, Clemente 1 de Vries, Robert 1 De Waegenaere, Anja 1 Desgranges, Gabriel 1 Devriendt, Sander 1 Diao, Liqun 1 Diep, Hung T. 1 Diop, Mamadou Abdoul 1 Dong, Yumo 1 Dowd, Kevin 1 El Karoui, Nicole 1 Enchev, Vasil 1 Feuerhake, Jörg 1 Fujiwara, Takeshi 1 Galeano, Pedro 1 Gan, Guojun 1 Genton, Marc G. 1 Ghosh, Pulak 1 Guibert, Quentin 1 Guthrie, Simon 1 Hahn, Lukas Josef 1 Hallam, Mark 1 Härdle, Wolfgang Karl 1 Horowitz, Joel L. 1 Huang, Fei 1 Jack Yue, Ching-Syang 1 Jallbjørn, Snorre 1 Jarner, Søren Fiig 1 Jun, Mikyoung 1 Kaishev, Vladimir K. 1 Kallestrup-Lamb, Malene 1 Kan, Hok-Kwan 1 Kaschützke, Barbara 1 Kliemann, Wolfgang H. 1 Kobayashi, Ikunori 1 Korn, Ralf 1 Kreiß, Jens-Peter 1 Kromme, Egbert 1 Landsman, Zinoviy M. 1 Lee, Maggie 1 Lee, Myoungji 1 Li, Deyuan 1 Li, Johnny Siu-Hang 1 Li, Yumiao 1 Liu, Jia 1 Liu, Yanxin 1 Lledó, Josep 1 Løchte Jørgensen, Peter 1 Loisel, Stéphane 1 Lopes, Hedibert Freitas 1 Lopez, Olivier ...and 71 more Authors all top 5 Cited in 28 Serials 21 Insurance Mathematics & Economics 8 Scandinavian Actuarial Journal 8 ASTIN Bulletin 7 European Actuarial Journal 6 North American Actuarial Journal 3 Communications in Statistics. Theory and Methods 2 Computational Statistics and Data Analysis 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Physica A 1 International Statistical Review 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Statistics & Probability Letters 1 Econometric Reviews 1 Computational Statistics 1 European Journal of Operational Research 1 Proceedings of the National Academy of Sciences of the United States of America 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Review of Derivatives Research 1 Frontiers of Mathematics in China 1 Electronic Journal of Statistics 1 Advances in Mathematical Physics 1 Journal of Agricultural, Biological, and Environmental Statistics all top 5 Cited in 9 Fields 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 4 General and overarching topics; collections (00-XX) 4 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Partial differential equations (35-XX) 1 Biology and other natural sciences (92-XX) Citations by Year