Jamaal Ahmad
External Lecturer
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0002-4002-5400
1 - 2 out of 2Page size: 10
- 2024
- Published
Aggregate Markov models in life insurance: estimation via the EM algorithm
Ahmad, Jamaal & Bladt, Mogens, 2024, In: Scandinavian Actuarial Journal. 2024, 6, p. 533-560Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Estimating absorption time distributions of general Markov jump processes
Ahmad, Jamaal, Bladt, Martin Rainer & Bladt, Mogens, 2024, In: Scandinavian Journal of Statistics. 51, 1, p. 171-200Research output: Contribution to journal › Journal article › Research › peer-review
ID: 147260911
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79
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Computation of bonus in multi-state life insurance
Research output: Contribution to journal › Journal article › Research › peer-review
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29
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Aggregate Markov models in life insurance: Properties and valuation
Research output: Contribution to journal › Journal article › Research › peer-review
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15
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Phase-type representations of stochastic interest rates with applications to life insurance
Research output: Contribution to journal › Journal article › Research › peer-review
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