Edit Profile (opens in new tab) Grosen, Anders Compute Distance To: Compute Author ID: grosen.anders Published as: Grosen, Anders Documents Indexed: 1 Publication since 2000 Co-Authors: 1 Co-Author with 1 Joint Publication 7 Co-Co-Authors Co-Authors 0 single-authored 1 Løchte Jørgensen, Peter Serials 1 Insurance Mathematics & Economics Fields 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1 Publications have been cited 96 times in 96 Documents Cited by ▼ Year ▼ Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Zbl 0977.62108Grosen, Anders; Jørgensen, Peter Løchte 96 2000 Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Zbl 0977.62108Grosen, Anders; Jørgensen, Peter Løchte 96 2000 all cited Publications top 5 cited Publications all top 5 Cited by 153 Authors 7 Gatzert, Nadine 4 Bacinello, Anna Rita 4 Kling, Alexander 4 Løchte Jørgensen, Peter 4 Pelsser, Antoon A. J. 4 Siu, Tak Kuen 3 Ballotta, Laura 3 Bauer, Daniel J. 3 Bernard, Carole L. 3 Bohnert, Alexander 3 Chen, An 3 Hieber, Peter 3 Jarner, Søren Fiig 3 Ruß, Jochen 3 Steffensen, Mogens 2 Biffis, Enrico 2 Consiglio, Andrea 2 De Giovanni, Domenico 2 Eling, Martin 2 Fard, Farzad Alavi 2 Gad, Kamille Sofie Tågholt 2 Gerstner, Thomas 2 Graf, Stefan 2 Griebel, Michael 2 Haberman, Steven 2 Holtz, Markus 2 Kiesel, Rüdiger 2 Lau, John Wei 2 Li, Jing 2 Maurer, Raimond H. 2 Millossovich, Pietro 2 Natolski, Jan 2 Nielsen, Jeppe Woetmann 2 Preisel, Michael 2 Quittard-Pinon, François M. 2 Rogalla, Ralph 2 Schmeiser, Hato 2 Siegelin, Ivonne 2 Wagner, Joël 2 Werner, Ralf 2 Yang, Hailiang 2 Zemp, Alexandra 1 Alfonsi, Aurélien 1 Barbarin, Jérome 1 Bartels, Hans-Jochen 1 Bienek, Tobias 1 Bo, Lijun 1 Born, Patricia H. 1 Bruszas, Sandy 1 Chen, Wei-Kuang 1 Cheng, Chunli 1 Cherchali, Adel 1 Chiarolla, Maria B. 1 Chu, Chi Chiu 1 Cocco, Flavio 1 Corsaro, Stefania 1 Costabile, Massimo 1 De Angelis, Pasquale L. 1 De Angelis, Tiziano 1 Devolder, Pierre 1 Djehiche, Boualem 1 Eckert, Johanna 1 Eckert, Jonas 1 Eliasen, Rune 1 Fabozzi, Frank J. 1 Faust, Roger 1 Gao, Jin 1 Gerrard, Russell 1 Giacometti, Rosella 1 Goecke, Oskar 1 Goschnick, Ralf 1 Guillen, Montserrat 1 Haep, Marcus 1 Hainaut, Donatien 1 Henriksen, Lars Frederik Brandt 1 Holder, Stefan 1 Hörfelt, Per 1 Infante Acevedo, Jose Arturo 1 Iwaki, Hideki 1 Juhl, Jeppe 1 Kang, Boda 1 Kaschützke, Barbara 1 Kassberger, Stefan 1 Kleinow, Torsten 1 Korn, Ralf 1 Koskinen, Lasse A. 1 Kronborg, Morten Tolver 1 Kuo, Weiyu 1 Kwok, Yue-Kuen 1 Le Courtis, Olivier A. 1 le Courtois, Olivier 1 Liebmann, Thomas 1 Lindset, Snorre 1 Loisel, Stéphane 1 Lukkarinen, Jani 1 Luoma, Arto 1 Mackay, Anne 1 Marino, Zelda 1 Massabó, Ivar 1 Miltersen, Kristian R. ...and 53 more Authors all top 5 Cited in 18 Serials 48 Insurance Mathematics & Economics 11 Scandinavian Actuarial Journal 10 European Actuarial Journal 4 Quantitative Finance 4 North American Actuarial Journal 3 Journal of Computational and Applied Mathematics 3 European Journal of Operational Research 2 Decisions in Economics and Finance 2 ASTIN Bulletin 1 SIAM Journal on Control and Optimization 1 Parallel Computing 1 Journal of Applied Mathematics and Stochastic Analysis 1 Applied Mathematical Finance 1 Finance and Stochastics 1 International Journal of Theoretical and Applied Finance 1 Asia-Pacific Financial Markets 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 The Scientific World Journal. Probability and Statistics all top 5 Cited in 9 Fields 96 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Statistics (62-XX) 15 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year