Marcus C. Christiansen

Publication Activity (10 Years)

Years Active: 2014-2020
Publications (10 Years): 1

Top Topics

Modeling Framework

Normal Distribution

Top Venues

Finance Stochastics

J. Appl. Probab.

Comput. Stat. Data Anal.

Publications

Katja Schilling, Daniel Bauer, Marcus C. Christiansen, Alexander Kling
Decomposing Dynamic Risks into Risk Components. Manag. Sci. 66 (12) (2020)
Marcus C. Christiansen, Andreas Niemeyer, Lucia Teigiszerová
Modeling and forecasting duration-dependent mortality rates. Comput. Stat. Data Anal. 83 (2015)
Marcus C. Christiansen, Andreas Niemeyer
On the forward rate concept in multi-state life insurance. Finance Stochastics 19 (2) (2015)
Marcus C. Christiansen, Nicola Loperfido
Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution. J. Appl. Probab. 51 (2) (2014)