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Fingerprint Dive into the research topics where Torsten Kleinow is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Multivariate Time Series Mathematics
Spreadsheet Mathematics
Computing Mathematics
Hedging Mathematics
Time Series Analysis Mathematics
Fairness Mathematics
Mortality Mathematics
Valuation Mathematics

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2001 2019

A stochastic implementation of the APCI model for mortality projections

Richards, S. J., Currie, I. D., Kleinow, T. & Ritchie, G. P., 28 Mar 2019, In : British Actuarial Journal. 24, e13.

Research output: Contribution to journalArticle

Open Access
File
mortality
targeting
simulation

Survival analysis of pension scheme mortality when data are missing

Ungolo, F., Christiansen, M. C., Kleinow, T. & Macdonald, A. S., 3 Jul 2019, In : Scandinavian Actuarial Journal. 2019, 6, p. 523-547 25 p.

Research output: Contribution to journalArticle

Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP

Wen, J., Kleinow, T. & Cairns, A. J. G., 8 Oct 2019, (Accepted/In press) In : North American Actuarial Journal.

Research output: Contribution to journalArticle

Quebec
Mortality
Pensions
Canada
Pension plans

Minimum reversion in multivariate time series

Kleinow, T. & Vellekoop, M., 26 Nov 2018, arXiv.

Research output: Working paper

Multivariate Time Series
Integrated Process
Random Noise
Survival Data
Multivariate Models

Financial fairness and conditional indexation

Kleinow, T. & Schumacher, J. M., 14 Sep 2017, In : Scandinavian Actuarial Journal. 2017, 8, p. 651-669 19 p.

Research output: Contribution to journalArticle

Open Access
File
Fairness
Risk Sharing
Categorical or nominal
Overlapping Generations
Joining