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Søren Jarner
Søren Jarner
University of Copenhagen
在 jarner.dk 的电子邮件经过验证
标题
引用次数
引用次数
年份
Geometric ergodicity of Metropolis algorithms
SF Jarner, E Hansen
Stochastic processes and their applications 85 (2), 341-361, 2000
2772000
Polynomial convergence rates of Markov chains
SF Jarner, GO Roberts
The Annals of Applied Probability 12 (1), 224-247, 2002
2172002
Modelling adult mortality in small populations: The SAINT model
SF Jarner, EM Kryger
ASTIN Bulletin: The Journal of the IAA 41 (2), 377-418, 2011
1702011
Convergence of heavy‐tailed Monte Carlo Markov chain algorithms
SF Jarner, GO Roberts
Scandinavian Journal of Statistics 34 (4), 781-815, 2007
802007
Necessary conditions for geometric and polynomial ergodicity of random-walk-type
SF Jarner, RL Tweedie
Bernoulli 9 (4), 559-578, 2003
682003
Locally contracting iterated functions and stability of Markov chains
SF Jarner, RL Tweedie
Journal of applied probability 38 (2), 494-507, 2001
622001
The evolution of death rates and life expectancy in Denmark
SF Jarner, EM Kryger, C Dengsøe
Scandinavian Actuarial Journal 2008 (2-3), 147-173, 2008
372008
A partial internal model for longevity risk
SF Jarner, T Møller
Scandinavian Actuarial Journal 2015 (4), 352-382, 2015
272015
A nonparametric visual test of mixed hazard models
J Spreeuw, JP Nielsen, SF Jarner
SORT-Statistics and Operations Research Transactions 37 (2), 153-174, 2013
162013
Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes
SF Jarner, RL Tweedie
Stochastic Processes and their applications 101 (2), 257-271, 2002
162002
Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces
SF Jarner, WK Yuen
Advances in Applied Probability 36 (1), 243-266, 2004
142004
Risk‐Adjusted Impact of Administrative Costs on the Distribution of Terminal Wealth for Long‐Term Investment
M Guillén, SF Jarner, JP Nielsen, AM Pérez-Marín
The Scientific World Journal 2014 (1), 521074, 2014
112014
Pitfalls and merits of cointegration-based mortality models
SF Jarner, S Jallbjørn
Insurance: Mathematics and Economics 90, 80-93, 2020
92020
Investing for retirement through a with-profits pension scheme: a client's perspective
M Preisel, SF Jarner, R Eliasen
Scandinavian Actuarial Journal 2010 (1), 15-35, 2010
72010
The SAINT model: a decade later
SF Jarner, S Jallbjørn
ASTIN Bulletin: The Journal of the IAA 52 (2), 483-517, 2022
52022
Why you should care about investment costs: A risk-adjusted utility approach
MT Kronborg, SF Jarner
Journal of Behavioral and Experimental Finance 6, 56-66, 2015
52015
DISCUSSION PAPER PI-0902
SF Jarner, EM Kryger
52008
Sex differential dynamics in coherent mortality models
S Jallbjørn, SF Jarner
Forecasting 4 (4), 819-844, 2022
42022
Stochastic frailty models for modeling and forecasting mortality
SF Jarner
arXiv preprint arXiv:2109.02584, 2021
32021
Entrance times of random walks: With applications to pension fund modeling
SF Jarner, MT Kronborg
Insurance: Mathematics and Economics 67, 1-20, 2016
32016
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