Christian Furrer

Christian Furrer

Associate Professor


Publication year:
  1. 2024
  2. Published

    Expert Kaplan–Meier estimation

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

    Research output: Contribution to journalJournal articlepeer-review

  3. 2023
  4. 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 journalJournal articlepeer-review

  5. Published

    Expert Kaplan--Meier estimation

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

    Research output: Working paperPreprintResearch

  6. 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 journalJournal articlepeer-review

  7. 2022
  8. 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 journalJournal articlepeer-review

  9. 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 journalJournal articlepeer-review

  10. 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 journalJournal articlepeer-review

  11. 2021
  12. 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 journalJournal articlepeer-review

  13. 2020
  14. 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 journalJournal articlepeer-review

  15. 2019
  16. 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 journalJournal articlepeer-review

  17. 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 journalJournal articlepeer-review

ID: 135858265