Edit Profile (opens in new tab) Christiansen, Marcus Christian Compute Distance To: Compute Author ID: christiansen.marcus-christian Published as: Christiansen, Marcus C.; Christiansen, Marcus Christian; Christiansen, Marcus; Christiansen, M. C. more...less Documents Indexed: 34 Publications since 2008 Co-Authors: 24 Co-Authors with 26 Joint Publications 490 Co-Co-Authors all top 5 Co-Authors 8 single-authored 5 Denuit, Michel M. 4 Steffensen, Mogens 3 Niemeyer, Andreas 2 Adékambi, Franck 2 Furrer, Christian 2 Schinzinger, Edo 1 Dhaene, Jan 1 Djehiche, Boualem 1 Fahrenwaldt, Matthias Albrecht 1 Hahn, Lukas Josef 1 Helwich, Marko 1 Henriksen, Lars Frederik Brandt 1 Hirsch, Christian 1 Jetses, Julian 1 Kleinow, Torsten 1 Lazăr, Dorina 1 Loperfido, Nicola M. R. 1 Macdonald, Angus S. 1 Schmidt, Volker 1 Schomacker, Kristian Juul 1 Spodarev, Evgueni 1 Teigiszerová, Lucia 1 Ungolo, Francesco 1 Unseld, Verena all top 5 Serials 10 Insurance Mathematics & Economics 7 Scandinavian Actuarial Journal 5 ASTIN Bulletin 2 Finance and Stochastics 2 European Actuarial Journal 1 Journal of Applied Probability 1 Computational Statistics and Data Analysis 1 Markov Processes and Related Fields 1 North American Actuarial Journal 1 Stochastics 1 AStA. Advances in Statistical Analysis 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Statistics & Risk Modeling all top 5 Fields 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 2 Systems theory; control (93-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 111 times in 80 Documents Cited by ▼ Year ▼ Multistate models in health insurance. Zbl 1443.62341Christiansen, Marcus C. 12 2012 The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina 10 2012 Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan 10 2014 A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. Zbl 1152.91573Christiansen, Marcus C. 8 2008 Deterministic mean-variance-optimal consumption and investment. Zbl 1291.91191Christiansen, Marcus; Steffensen, Mogens 7 2013 A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. 6 2016 Safety margins for unsystematic biometric risk in life and health insurance. Zbl 1291.91100Christiansen, Marcus C. 5 2013 Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058Christiansen, Marcus C.; Djehiche, Boualem 5 2020 Around the life cycle: deterministic consumption-investment strategies. Zbl 1416.91345Christiansen, Marcus C.; Steffensen, Mogens 5 2018 Safe-side scenarios for financial and biometrical risk. Zbl 1290.91083Christiansen, Marcus C.; Steffensen, Mogens 5 2013 Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030Christiansen, Marcus C.; Loperfido, Nicola 4 2014 Biometric worst-case scenarios for multi-state life insurance policies. Zbl 1231.91165Christiansen, Marcus C. 4 2010 Fundamental definition of the solvency capital requirement in Solvency II. Zbl 1431.91322Christiansen, Marcus C.; Niemeyer, Andreas 4 2014 A sensitivity analysis of typical life insurance contracts with respect to the technical basis. Zbl 1152.91574Christiansen, Marcus C. 3 2008 Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094Christiansen, Marcus C.; Helwich, Marko 3 2008 Integral and differential equations for the moments of multistate models in health insurance. Zbl 1401.91086Adékambi, Franck; Christiansen, Marcus C. 3 2017 On the forward rate concept in multi-state life insurance. Zbl 1311.60087Christiansen, Marcus C.; Niemeyer, Andreas 3 2015 Dynamics of state-wise prospective reserves in the presence of non-monotone information. Zbl 1460.91216Christiansen, Marcus C.; Furrer, Christian 2 2021 On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180Christiansen, Marcus C. 2 2021 A credibility approach for combining likelihoods of generalized linear models. Zbl 1390.62205Christiansen, Marcus C.; Schinzinger, Edo 2 2016 Stress scenario generation for solvency and risk management. Zbl 1401.91117Christiansen, Marcus Christian; Henriksen, Lars Frederik Brandt; Schomacker, Kristian Juul; Steffensen, Mogens 2 2016 Probability distributions of multi-states insurance models under semi-Markov assumptions. Zbl 1457.60137Adékambi, Franck; Christiansen, Marcus 1 2020 A general surplus decomposition principle in life insurance. Zbl 07637621Jetses, Julian; Christiansen, Marcus C. 1 2022 Mortality projections for non-converging groups of populations. Zbl 1433.91132Hahn, Lukas Josef; Christiansen, Marcus Christian 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 Differences in European mortality rates: a geometric approach on the age-period plane. Zbl 1390.91173Christiansen, Marcus C.; Spodarev, Evgeny; Unseld, Verena 1 2015 Dynamics of solvency risk in life insurance liabilities. Zbl 1401.91116Christiansen, M. C.; Fahrenwaldt, M. A. 1 2016 A general surplus decomposition principle in life insurance. Zbl 07637621Jetses, Julian; Christiansen, Marcus C. 1 2022 Dynamics of state-wise prospective reserves in the presence of non-monotone information. Zbl 1460.91216Christiansen, Marcus C.; Furrer, Christian 2 2021 On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180Christiansen, Marcus C. 2 2021 Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058Christiansen, Marcus C.; Djehiche, Boualem 5 2020 Probability distributions of multi-states insurance models under semi-Markov assumptions. Zbl 1457.60137Adékambi, Franck; Christiansen, Marcus 1 2020 Mortality projections for non-converging groups of populations. Zbl 1433.91132Hahn, Lukas Josef; Christiansen, Marcus Christian 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 Around the life cycle: deterministic consumption-investment strategies. Zbl 1416.91345Christiansen, Marcus C.; Steffensen, Mogens 5 2018 Integral and differential equations for the moments of multistate models in health insurance. Zbl 1401.91086Adékambi, Franck; Christiansen, Marcus C. 3 2017 A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. 6 2016 A credibility approach for combining likelihoods of generalized linear models. Zbl 1390.62205Christiansen, Marcus C.; Schinzinger, Edo 2 2016 Stress scenario generation for solvency and risk management. Zbl 1401.91117Christiansen, Marcus Christian; Henriksen, Lars Frederik Brandt; Schomacker, Kristian Juul; Steffensen, Mogens 2 2016 Dynamics of solvency risk in life insurance liabilities. Zbl 1401.91116Christiansen, M. C.; Fahrenwaldt, M. A. 1 2016 On the forward rate concept in multi-state life insurance. Zbl 1311.60087Christiansen, Marcus C.; Niemeyer, Andreas 3 2015 Differences in European mortality rates: a geometric approach on the age-period plane. Zbl 1390.91173Christiansen, Marcus C.; Spodarev, Evgeny; Unseld, Verena 1 2015 Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan 10 2014 Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030Christiansen, Marcus C.; Loperfido, Nicola 4 2014 Fundamental definition of the solvency capital requirement in Solvency II. Zbl 1431.91322Christiansen, Marcus C.; Niemeyer, Andreas 4 2014 Deterministic mean-variance-optimal consumption and investment. Zbl 1291.91191Christiansen, Marcus; Steffensen, Mogens 7 2013 Safety margins for unsystematic biometric risk in life and health insurance. Zbl 1291.91100Christiansen, Marcus C. 5 2013 Safe-side scenarios for financial and biometrical risk. Zbl 1290.91083Christiansen, Marcus C.; Steffensen, Mogens 5 2013 Multistate models in health insurance. Zbl 1443.62341Christiansen, Marcus C. 12 2012 The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina 10 2012 Biometric worst-case scenarios for multi-state life insurance policies. Zbl 1231.91165Christiansen, Marcus C. 4 2010 A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. Zbl 1152.91573Christiansen, Marcus C. 8 2008 A sensitivity analysis of typical life insurance contracts with respect to the technical basis. Zbl 1152.91574Christiansen, Marcus C. 3 2008 Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094Christiansen, Marcus C.; Helwich, Marko 3 2008 all cited Publications top 5 cited Publications all top 5 Cited by 121 Authors 15 Christiansen, Marcus Christian 7 Furrer, Christian 5 Djehiche, Boualem 5 Steffensen, Mogens 4 Buchardt, Kristian 4 Löfdahl, Björn 4 Loperfido, Nicola M. R. 2 Ahmad, Jamaal 2 Bozikas, Apostolos 2 Chen, Fenge 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 Peng, Xingchun 2 Pitselis, Georgios 2 Ramsay, Colin M. 2 Rödel, Karen Tanja 1 Antonio, Katrien 1 Aro, Helena 1 Arrouy, Pierre-Edouard 1 Asadi, Saeed 1 Baione, Fabio 1 Bauer, Daniel J. 1 Bergeron-Boucher, Marie-Pier 1 Blake, David 1 Borgonovo, Emanuele 1 Boumezoued, Alexandre 1 Bruhn, Kenneth 1 Cairns, Andrew J. G. 1 Castaneda, Ranu 1 Chavez-Bedoya, Luis 1 Chen, Bingzheng 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 Falden, Debbie Kusch 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 He, Xinjiang 1 Henriksen, Lars Frederik Brandt 1 Hieber, Peter 1 Janabi, Mazin A. M. Al 1 Jang, Jiwook 1 Jensen, Ninna Reitzel 1 Juhl, Jeppe 1 Jung, Kwangmin 1 Kleinow, Torsten 1 Lapeyre, Bernard 1 Lazăr, Dorina 1 Levantesi, Susanna 1 Li, Jing 1 Lichtenstern, Andreas 1 Liu, Xiaoming 1 Lollike, Alexander Sevel 1 Lopez, Olivier 1 Lucas, Nathalie 1 Macdonald, Angus S. 1 Maegebier, Alexander 1 Mamon, Rogemar S. 1 Mehalla, Sophian 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 Nyegaard, Anna Kamille 1 Oeppen, Jim 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 ...and 21 more Authors all top 5 Cited in 19 Serials 24 Insurance Mathematics & Economics 14 Scandinavian Actuarial Journal 10 European Actuarial Journal 9 North American Actuarial Journal 5 ASTIN Bulletin 3 Finance and Stochastics 2 Journal of Multivariate Analysis 2 Computational Statistics and Data Analysis 1 Journal of Computational and Applied Mathematics 1 Operations Research 1 Optimization 1 Communications in Statistics. Theory and Methods 1 Linear Algebra and its Applications 1 Stochastic Processes and their Applications 1 International Journal of Theoretical and Applied Finance 1 Probability in the Engineering and Informational Sciences 1 Mathematics and Financial Economics 1 AStA. Advances in Statistical Analysis 1 MathematicS In Action all top 5 Cited in 13 Fields 73 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Statistics (62-XX) 22 Probability theory and stochastic processes (60-XX) 4 Systems theory; control (93-XX) 3 Partial differential equations (35-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year