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2020
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.

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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

2017

Financial fairness and conditional indexation

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

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Parameter risk in time-series mortality forecasts

Kleinow, T. & Richards, S. J., 21 Oct 2017, In : Scandinavian Actuarial Journal. 2017, 9, p. 804-828 25 p.

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Small Population Bias and Sampling Effects in Stochastic Mortality Modelling

Chen, L., Cairns, A. J. G. & Kleinow, T., Jul 2017, In : European Actuarial Journal. 7, 1, p. 193-230 38 p.

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Stochastic Mortality Modelling: Key Drivers and Dependent Residuals

Mavros, G., Cairns, A. J. G., Streftaris, G. & Kleinow, T., 17 May 2017, In : North American Actuarial Journal. p. 1-26 26 p.

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2016

Multi-population mortality models: Fitting, Forecasting and Comparisons

Enchev, V., Kleinow, T. & Cairns, A. J. G., 27 Jan 2016, In : Scandinavian Actuarial Journal.

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Open Access
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36 Downloads (Pure)
2015

A common age effect model for the mortality of multiple populations

Kleinow, T., Jul 2015, In : Insurance: Mathematics and Economics. 63, p. 147–152

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110 Downloads (Pure)
2014

A yield-only model for the term structure of interest rates

Şahin, Ş., Cairns, A. J. G., Kleinow, T. & Wilkie, A. D., Mar 2014, In : Annals of Actuarial Science. 8, 1, p. 99-130 32 p.

Research output: Contribution to journalArticle

Factor risk quantification in annuity models

Karabey, U., Kleinow, T. & Cairns, A. J. G., 1 Sep 2014, In : Insurance: Mathematics and Economics. 58, p. 34-45

Research output: Contribution to journalArticle

2013
2011

Pension fund management and conditional indexation

Kleinow, T., 2011, In : ASTIN Bulletin: The Journal of the IAA. 41, 1, p. 61-86 26 p.

Research output: Contribution to journalArticle

Yet more on a stochastic economic model: Part 1: Updating and refitting, 1995 to 2009

Wilkie, A. D., Şahin, Ş., Cairns, A. J. G. & Kleinow, T., 1 Mar 2011, In : Annals of Actuarial Science. 5, 01, p. 53-99

Research output: Contribution to journalArticle

2009
2008

Semiparametric diffusion estimation and application to a stock market index

Härdle, W., Kleinow, T., Korostelev, A., Logeay, C. & Platen, E., Feb 2008, In : Quantitative Finance. 8, 1, p. 81-92 12 p.

Research output: Contribution to journalArticle

2007
2002

MD*Rex: Linking XploRe to standard spreadsheet applications

Aydinli, G., Härdle, W., Kleinow, T. & Sofyan, H., 2002, In : Computational Statistics. 17, 3, p. 329-341 13 p.

Research output: Contribution to journalArticle

2001

Web Quantlets for Time Series Analysis

Härdle, W., Kleinow, T. & Tschernig, R., Mar 2001, In : Annals of the Institute of Statistical Mathematics. 53, 1, p. 179-188 10 p.

Research output: Contribution to journalArticle