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Author ID: kleinow.torsten Recent zbMATH articles by "Kleinow, Torsten"
Published as: Kleinow, Torsten

Publications by Year

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 1348.91233
Kleinow, Torsten
25
2015
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter
16
2000
Multi-population mortality models: fitting, forecasting and comparisons. Zbl 1401.62206
Enchev, 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 1183.91072
Kleinow, Torsten; Willder, Mark
10
2007
Valuation and hedging of participating life-insurance policies under management discretion. Zbl 1156.91397
Kleinow, Torsten
5
2009
Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten
4
2017
Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463
Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard
3
2008
Sensitivity analysis of credit portfolio models. Zbl 1058.91546
Kiesel, Rüdiger; Kleinow, Torsten
3
2002
Parameter risk in time-series mortality forecasts. Zbl 1402.91202
Kleinow, Torsten; Richards, Stephen J.
3
2017
Stochastic mortality modeling: key drivers and dependent residuals. Zbl 1414.91219
Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten
2
2017
Factor risk quantification in annuity models. Zbl 1304.91116
Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew J. G.
2
2014
Web quantlets for time series analysis. Zbl 0995.62091
Härdle, 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 1018.68094
Kleinow, Torsten; Lehmann, Heiko
1
2002
MD*ReX: Linking XploRe to standard spreadsheet applications. Zbl 1018.68093
Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir
1
2002
Pension fund management and conditional indexation. Zbl 1214.91055
Kleinow, Torsten
1
2011
Financial fairness and conditional indexation. Zbl 1402.91203
Kleinow, Torsten; Schumacher, Johannes M.
1
2017
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
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
Multi-population mortality models: fitting, forecasting and comparisons. Zbl 1401.62206
Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G.
14
2017
Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten
4
2017
Parameter risk in time-series mortality forecasts. Zbl 1402.91202
Kleinow, Torsten; Richards, Stephen J.
3
2017
Stochastic mortality modeling: key drivers and dependent residuals. Zbl 1414.91219
Mavros, George; Cairns, Andrew J. G.; Streftaris, George; Kleinow, Torsten
2
2017
Financial fairness and conditional indexation. Zbl 1402.91203
Kleinow, Torsten; Schumacher, Johannes M.
1
2017
A common age effect model for the mortality of multiple populations. Zbl 1348.91233
Kleinow, Torsten
25
2015
Factor risk quantification in annuity models. Zbl 1304.91116
Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew J. G.
2
2014
Pension fund management and conditional indexation. Zbl 1214.91055
Kleinow, Torsten
1
2011
Valuation and hedging of participating life-insurance policies under management discretion. Zbl 1156.91397
Kleinow, Torsten
5
2009
Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463
Härdle, 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 1183.91072
Kleinow, Torsten; Willder, Mark
10
2007
Sensitivity analysis of credit portfolio models. Zbl 1058.91546
Kiesel, 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 1018.68094
Kleinow, Torsten; Lehmann, Heiko
1
2002
MD*ReX: Linking XploRe to standard spreadsheet applications. Zbl 1018.68093
Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir
1
2002
Web quantlets for time series analysis. Zbl 0995.62091
Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf
2
2001
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter
16
2000
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

Citations by Year