Christian Furrer
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0002-7600-4513
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Scaled insurance cash flows: representation and computation via change of measure techniques
Furrer, Christian, 2022, In: Finance and Stochastics. 26, p. 359–382Research output: Contribution to journal › Journal article › Research › peer-review
ID: 135858265
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Tax- and expense-modified risk-minimization for insurance payment processes
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Computation of bonus in multi-state life insurance
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Aggregate Markov models in life insurance: Properties and valuation
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