Jamaal Ahmad

Jamaal Ahmad

External Lecturer

ORCID: 0000-0002-4002-5400

Publication year:
All
1 - 7 out of 7Page size: 10
  1. 2024
  2. E-pub ahead of print

    Aggregate Markov models in life insurance: estimation via the EM algorithm

    Ahmad, Jamaal & Bladt, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 28 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Estimating absorption time distributions of general Markov jump processes

    Ahmad, Jamaal, Bladt, Martin Rainer & Bladt, Mogens, 2024, In: Scandinavian Journal of Statistics. 51, 1, p. 171-200

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. 2023
  5. Published

    Aggregate Markov models in life insurance: Properties and valuation

    Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Matrix methods in multi-state life insurance

    Ahmad, Jamaal, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  7. Published

    Phase-type representations of stochastic interest rates with applications to life insurance

    Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. 2022
  9. Published

    Computation of bonus in multi-state life insurance

    Ahmad, Jamaal, Buchardt, K. & Furrer, Christian, 2022, In: ASTIN Bulletin: The Journal of the IAA. 52, 1, p. 291-331

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Multivariate higher order moments in multi-state life insurance

    Ahmad, Jamaal, 2022, In: Scandinavian Actuarial Journal. 2022, 5, p. 399-420

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 147260911