Christian Furrer

Christian Furrer

Tenure Track Assistant Professor

ORCID: 0000-0002-7600-4513

Publication year:
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1 - 8 out of 8Page size: 10
  1. 2023
  2. E-pub ahead of print

    Transaction time models in multi-state life insurance

    Buchardt, K., Furrer, Christian & Sandqvist, Oliver Lunding, 2023, (E-pub ahead of print) In: Scandinavian Actuarial Journal.

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

  3. 2022
  4. 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 › peer-review

  5. 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 › peer-review

  6. 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 › peer-review

  7. 2021
  8. 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 › peer-review

  9. 2020
  10. 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 › peer-review

  11. 2019
  12. Published

    Experience rating in the classic Markov chain life insurance setting: An empirical Bayes and multivariate frailty approach

    Furrer, Christian, 2019, In: European Actuarial Journal. 9, p. 31–58

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

  13. Published

    Forward transition rates

    Buchardt, K., Furrer, Christian & Steffensen, Mogens, 2019, In: Finance and Stochastics. 23, 4, p. 975-999 25 p.

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

ID: 135858265