Publications in Journals

  • Adekambi, F. and M.C. Christiansen, 2017. Integral and differential equations for the moments of multistate models in health insurance. Scandinavian Actuarial Journal, 1, 29-50. [Link]
  • Christiansen, M.C. and E. Schinzinger, 2016. A credibility approach for combining likelihoods of generalized linear models. ASTIN Bulletin, 46/3, 531-569. [Link]
  • Schinzinger, E., Denuit, M.M., and M.C. Christiansen, 2016. A multivariate evolutionary credibility model for mortality improvement rates. Insurance: Mathematics and Economics 69, 70-81. [Link]
  • Christiansen, M.C., Eling, M., Schmidt, J.-P., and L. Zirkelbach, 2016. Who is changing health insurance coverage? Empirical evidence on policyholder dynamics. Journal of Risk and Insurance, 83/2, 269-300. [Link]
  • Christiansen, M.C. and M.A. Fahrenwaldt, 2016. Dynamics of solvency risk in life insurance liabilities. Scandinavian Actuarial Journal, 9, 763-792. [Link]
  • Christiansen, M.C., Henriksen, L.F.B., Schomacker, K.J. and M. Steffensen, 2016. Stress Scenario Generation for Solvency and Risk Management. Scandinavian Actuarial Journal, 6, 502-529.  [Link]
  • Christiansen, M.C., Spodarev, E. and V. Unseld, 2015. Differences in European Mortality Rates: A Geometric Approach on the Age-Period Plane. ASTIN Bulletin 45/3, 477-502. [Link]
  • Christiansen, M.C., Niemeyer, A. and L. Teigiszerova, 2015. Modeling and forecasting duration-dependent mortality rates. Computational Statistics and Data Analysis 83, 65-81.  [Link]
  • Christiansen, M.C. and A. Niemeyer, 2015. On the forward rate concept in multi-state life insurance. Finance and Stochastics 19/2, 295-327.  [Link]
  • Christiansen, M.C., Hirsch, C., and V. Schmidt, 2014. Prediction of regionalized insurance risks based on control variates. Statistics & Risk Modeling 31/2, 163-181.  [Link]
  • Christiansen, M.C., Denuit, M.M. and J. Dhaene, 2014. Reserve-dependent benefits and costs in life and health insurance contracts. Insurance: Mathematics and Economics 57, 132-137.  [Link]
  • Christiansen, M.C. and A. Niemeyer, 2014. The fundamental definition of the Solvency Capital Requirement in Solvency II. ASTIN Bulletin, 44/3, 501-533.  [Link]
  • Christiansen, M.C. and N. Loperfido, 2014. Improved approximation of the sum of random vectors by the skew-normal distribution. Journal of Applied Probability 51/2, 466-482.  [Link]
  • Christiansen, M.C., 2013. Gaussian and linear approximation of stochastic diffusion models for interest and mortality rates. Risks 1, 81-100.  [Link]
  • Christiansen, M.C., 2013. Safety margins for unsystematic biometric risk in life and health insurance. Scandinavian Actuarial Journal 4, 286-323.  [Link]
  • Christiansen, M.C. and M. Steffensen, 2013. Safe-side scenarios for financial and biometrical risk. ASTIN Bulletin 43/3, 323-357.  [Link]
  • Christiansen, M.C. and M. Steffensen, 2013. Deterministic mean-variance-optimal consumption and investment. Stochastics 85/4, 620-636.  [Link]
  • Christiansen, M.C., Denuit, M.M., 2013. Worst-case actuarial calculations consistent with single- and multiple-decrement life tables. Insurance: Mathematics and Economics 52/1, 1-5.  [Link]
  • Christiansen, M.C., 2012. Multistate models in health insurance. Advances in Statistical Analysis 96, 155-186.  [Link]
  • Christiansen, M.C., Denuit, M.M., Lazar, D., 2012. The Solvency II square-root formula for systematic biometric risk. Insurance: Mathematics and Economics 50/2, 257-265.  [Link]
  • Christiansen, M.C., Denuit, M.M., 2010. First-order mortality rates and safe-side actuarial calculations in life insurance. ASTIN Bulletin 40/2,  587-614.  [Link]
  • Christiansen, M.C., 2010. Biometric worst-case scenarios for multi-state life insurance policies. Insurance: Mathematics and Economics 47, 190-197.  [Link] 
  • Christiansen, M.C., 2008. A sensitivity analysis of typical life insurance contracts with respect to the technical basis. Insurance: Mathematics and Economics 42/2, 787-796.  [Link] 
  • Christiansen, M.C., 2008. A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. Insurance: Mathematics and Economics 42/2, 680-690.  [Link] 
  • Christiansen, M.C., Helwich, M., 2008. Some further ideas concerning the interaction between insurance and investment risks. Blaetter der DGVFM 29/2, 253-266.  [Link]

Publications in Proceedings

  • Christiansen, M.C., 2015. A variational approach for mean-variance-optimal deterministic consumption and investment. In: Innovations in Quantitative Risk Management. K. Glau, M. Scherer, R. Zagst (eds.), Springer Proceedings in Mathematics & Statistics 99, 225-238. [Link]
  • Christiansen, M.C., 2011. Making use of netting effects when composing life insurance contracts. European Actuarial Journal 1 (Suppl. 1), 47-60.  [Link]
  • Christiansen, M.C., 2007. Vergleich von oekonomischen und biometrischen Risiken in der Personenversicherung. Zeitschrift fuer die gesamte Versicherungswissenschaft, Supplement 2007, 197-205. [Link]

Interdisciplinary Publications

  • Christiansen, M., Schmidt, J.P., Shkel, D., Kaluscha, R., Tepohl, L., and G. Krischak, 2017. Eine Fortschreibung des Rehabilitationsbedarfs in Deutschland bis 2040 anhand demografischer Faktoren. Gesundheitswesen[Link]
  • Klenk, J., Keil, U., Jaensch, A., Christiansen, M.C., and G. Nagel, 2016. Changes in life expectancy 1950-2010: contributions from age- and disease-specific mortality in selected countries. Population Health Metrics 14/20, 1-11. [Link]

Working papers

  • Hahn, L. and M. Christiansen. A Bayesian Multi-Population Mortality Projection Model.
  • Christiansen, M.C. and M. Steffensen. Around the Life-Cycle: Deterministic Consumption-Investment Strategies.  [Link]
  • Schilling, K., Bauer, D., Christiansen, M.C., and A. Kling. Decomposing life insurance liabilities into risk factors. [Link]

Doctoral thesis

  • A joint analysis of financial and biometrical risks in life insurance. University of Rostock. Referees: Prof. Dr. Hartmut Milbrodt, Prof. Dr. Holger Drees, PD Dr. Ulrich Orbanz  [Link]