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Torsten Kleinow
Torsten Kleinow
University of Amsterdam, Research Centre for Longevity Risk
Verified email at uva.nl - Homepage
Title
Cited by
Cited by
Year
A common age effect model for the mortality of multiple populations
T Kleinow
Insurance: Mathematics and Economics 63, 147-152, 2015
1072015
Multi-population mortality models: fitting, forecasting and comparisons
V Enchev, T Kleinow, AJG Cairns
Scandinavian Actuarial Journal 2017 (4), 319-342, 2017
952017
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
P Hall, W Härdle, T Kleinow, P Schmidt
Statistical inference for stochastic processes 3, 263-276, 2000
472000
Testing continuous time models in financial markets
T Kleinow
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2002
432002
Yet more on a stochastic economic model: part 1: updating and refitting, 1995 to 2009
AD Wilkie, Ş Şahin, AJG Cairns, T Kleinow
Annals of Actuarial Science 5 (1), 53-99, 2011
362011
Mortality and smoking prevalence: An empirical investigation in ten developed countries
T Kleinow, AJG Cairns
British Actuarial Journal 18 (2), 452-466, 2013
282013
Parameter risk in time-series mortality forecasts
T Kleinow, SJ Richards
Scandinavian Actuarial Journal 2017 (9), 804-828, 2017
272017
Valuation and hedging of participating life-insurance policies under management discretion
T Kleinow
Insurance: Mathematics and Economics 44 (1), 78-87, 2009
262009
The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
T Kleinow, M Willder
Insurance: Mathematics and Economics 40 (3), 445-458, 2007
262007
Revisiting the Wilkie investment model
S Sahin, A Cairns, T Kleinow
18th International AFIR Colloquium, Rome, 1-24, 2008
242008
Fitting multi-population mortality models to socio-economic groups
J Wen, AJG Cairns, T Kleinow
Annals of Actuarial Science 15 (1), 144-172, 2021
222021
Applications of copulas for the calculation of value-at-risk
W Härdle, T Kleinow, G Stahl, J Rank, T Siegl
Applied Quantitative Finance: Theory and Computational Tools, 35-50, 2002
222002
Estimating state-price densities with nonparametric regression
W Härdle, T Kleinow, G Stahl, K Huynh, P Kervella, J Zheng
Applied Quantitative Finance: Theory and Computational Tools, 171-196, 2002
222002
Web quantlets for time series analysis
W Härdle, T Kleinow, R Tschernig
Annals of the Institute of Statistical Mathematics 53, 179-188, 2001
212001
Trends in Canadian mortality by pension level: evidence from the CPP and QPP
J Wen, T Kleinow, AJG Cairns
North American Actuarial Journal 24 (4), 533-561, 2020
202020
A stochastic implementation of the APCI model for mortality projections
SJ Richards, ID Currie, T Kleinow, GP Ritchie
British Actuarial Journal 24, e13, 2019
192019
Small population bias and sampling effects in stochastic mortality modelling
L Chen, AJG Cairns, T Kleinow
European Actuarial Journal 7, 193-230, 2017
192017
The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19
S Schnürch, T Kleinow, R Korn, A Wagner
Annals of Actuarial Science 16 (3), 498-526, 2022
182022
The analysis of implied volatilities
W Härdle, T Kleinow, G Stahl, MR Fengler, W Härdie, P Schmidt
Applied Quantitative Finance: Theory and Computational Tools, 127-144, 2002
182002
Approximating value at risk in conditional gaussian models
W Härdle, T Kleinow, G Stahl, SR Jaschke, Y Jiang
Applied Quantitative Finance: Theory and Computational Tools, 3-33, 2002
172002
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