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Kristian Buchardt
Kristian Buchardt
PhD, Head of the Actuarial Department @ AP Pension
Verified email at buchardt.net - Homepage
Title
Cited by
Cited by
Year
Cash flows and policyholder behaviour in the semi-Markov life insurance setup
K Buchardt, T Møller, KB Schmidt
Scandinavian Actuarial Journal 2015 (8), 660-688, 2015
632015
Life insurance cash flows with policyholder behavior
K Buchardt, T Møller
Risks 3 (3), 290-317, 2015
382015
Dependent interest and transition rates in life insurance
K Buchardt
Insurance: Mathematics and Economics 55, 167-179, 2014
262014
Forward transition rates
K Buchardt, C Furrer, M Steffensen
Finance and stochastics 23, 975-999, 2019
132019
Kolmogorov’s forward PIDE and forward transition rates in life insurance
K Buchardt
Scandinavian actuarial journal 2017 (5), 377-394, 2017
72017
Continuous affine processes: transformations, Markov chains and life insurance
K Buchardt
Advances in Applied Probability 48 (2), 423-442, 2016
62016
Hedging and cash flows in the presence of taxes and expenses in life and pension insurance
K Buchardt, T Møller
Risks 6 (3), 68, 2018
52018
Computation of bonus in multi-state life insurance
J Ahmad, K Buchardt, C Furrer
ASTIN Bulletin: The Journal of the IAA 52 (1), 291-331, 2022
42022
Affine processes in life insurance mathematics-with a view towards Solvency II
K Buchardt
Available at SSRN 2146425, 2011
42011
Tax-and expense-modified risk-minimization for insurance payment processes
K Buchardt, C Furrer, T Møller
Scandinavian Actuarial Journal 2020 (10), 934-961, 2020
32020
Transaction time models in multi-state life insurance
K Buchardt, C Furrer, O Lunding Sandqvist
Scandinavian Actuarial Journal 2023 (10), 974-999, 2023
22023
Computation of bonus in multi-state life insurance
J Ahmad, K Buchardt, C Furrer
arXiv preprint arXiv:2007.04051, 2020
22020
Estimation for multistate models subject to reporting delays and incomplete event adjudication
K Buchardt, C Furrer, OL Sandqvist
arXiv preprint arXiv:2311.04318, 2023
12023
Life insurance liabilities with policyholder behaviour and stochastic rates
K Buchardt
University of Copenhagen, Faculty of Science, Department of Mathematical …, 2014
12014
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