Christian Furrer

Christian Furrer

Associate Professor

ORCID: 0000-0002-7600-4513

Publication year:
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1 - 10 out of 12Page size: 10
  1. 2024
  2. Published

    Expert Kaplan–Meier estimation

    Bladt, Martin Rainer & Furrer, Christian, 2024, In: Scandinavian Actuarial Journal. 2024, 1, p. 1-27 27 p.

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

  3. E-pub ahead of print

    Fairness: plurality, causality, and insurability

    Fahrenwaldt, M., Furrer, Christian, Hiabu, Munir Eberhardt, Huang, F., Jørgensen, Frederik Hytting, Lindholm, M., Loftus, J., Steffensen, Mogens & Tsanakas, A., 2024, (E-pub ahead of print) In: European Actuarial Journal.

    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

    Expert Kaplan--Meier estimation

    Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 p.

    Research output: Working paper › Preprint › Research

  7. Published

    Transaction time models in multi-state life insurance

    Buchardt, K., Furrer, Christian & Sandqvist, Oliver Lunding, 2023, In: Scandinavian Actuarial Journal. 10, p. 974-999

    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

    Extension of as-if-Markov modeling to scaled payments

    Christiansen, M. C. & Furrer, Christian, 2022, In: Insurance: Mathematics and Economics. 107, p. 288-306

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

  11. Published

    Scaled insurance cash flows: representation and computation via change of measure techniques

    Furrer, Christian, 2022, In: Finance and Stochastics. 26, p. 359–382

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

  12. 2021
  13. Published

    Dynamics of state-wise prospective reserves in the presence of non-monotone information

    Christiansen, M. C. & Furrer, Christian, 2021, In: Insurance: Mathematics and Economics. 97, p. 81-98

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

  14. 2020
  15. Published

    Tax- and expense-modified risk-minimization for insurance payment processes

    Buchardt, K., Furrer, Christian & Møller, Thomas, 2020, In: Scandinavian Actuarial Journal. 2020, 10, p. 934–961

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

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