Marcus C. Christiansen

According to our database, Marcus C. Christiansen authored at least 4 papers between 2014 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

Decomposing Dynamic Risks into Risk Components.

Katja Schilling, Daniel Bauer, Marcus C. Christiansen, Alexander Kling

Manag. Sci., 2020

2015

On the forward rate concept in multi-state life insurance.

Marcus C. Christiansen, Andreas Niemeyer

Finance Stochastics, 2015

Modeling and forecasting duration-dependent mortality rates.

Marcus C. Christiansen, Andreas Niemeyer, Lucia Teigiszerová

Comput. Stat. Data Anal., 2015

2014

Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution.

Marcus C. Christiansen, Nicola Loperfido

J. Appl. Probab., 2014