A common age effect model for the mortality of multiple populations T Kleinow Insurance: Mathematics and Economics 63, 147-152, 2015 | 107 | 2015 |
Multi-population mortality models: fitting, forecasting and comparisons V Enchev, T Kleinow, AJG Cairns Scandinavian Actuarial Journal 2017 (4), 319-342, 2017 | 96 | 2017 |
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 | 47 | 2000 |
Testing continuous time models in financial markets T Kleinow Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2002 | 44 | 2002 |
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 | 36 | 2011 |
Mortality and smoking prevalence: An empirical investigation in ten developed countries T Kleinow, AJG Cairns British Actuarial Journal 18 (2), 452-466, 2013 | 29 | 2013 |
Parameter risk in time-series mortality forecasts T Kleinow, SJ Richards Scandinavian Actuarial Journal 2017 (9), 804-828, 2017 | 27 | 2017 |
Valuation and hedging of participating life-insurance policies under management discretion T Kleinow Insurance: Mathematics and Economics 44 (1), 78-87, 2009 | 26 | 2009 |
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 | 26 | 2007 |
Fitting multi-population mortality models to socio-economic groups J Wen, AJG Cairns, T Kleinow Annals of Actuarial Science 15 (1), 144-172, 2021 | 24 | 2021 |
Revisiting the Wilkie investment model S Sahin, A Cairns, T Kleinow 18th International AFIR Colloquium, Rome, 1-24, 2008 | 24 | 2008 |
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 | 22 | 2002 |
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 | 22 | 2002 |
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 | 21 | 2020 |
Web quantlets for time series analysis W Härdle, T Kleinow, R Tschernig Annals of the Institute of Statistical Mathematics 53, 179-188, 2001 | 21 | 2001 |
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 | 20 | 2022 |
A stochastic implementation of the APCI model for mortality projections SJ Richards, ID Currie, T Kleinow, GP Ritchie British Actuarial Journal 24, e13, 2019 | 19 | 2019 |
Small population bias and sampling effects in stochastic mortality modelling L Chen, AJG Cairns, T Kleinow European Actuarial Journal 7, 193-230, 2017 | 19 | 2017 |
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 | 18 | 2002 |
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 | 17 | 2002 |