Jamaal Ahmad
External Lecturer
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 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
- 2023
- Published
Aggregate Markov models in life insurance: Properties and valuation
Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Matrix methods in multi-state life insurance
Ahmad, Jamaal, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.Research output: Book/Report › Ph.D. thesis › Research
- Published
Phase-type representations of stochastic interest rates with applications to life insurance
Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606Research output: Contribution to journal › Journal article › Research › peer-review
- 2022
- Published
Computation of bonus in multi-state life insurance
Ahmad, Jamaal, Buchardt, K. & Furrer, Christian, 2022, In: ASTIN Bulletin: The Journal of the IAA. 52, 1, p. 291-331Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Multivariate higher order moments in multi-state life insurance
Ahmad, Jamaal, 2022, In: Scandinavian Actuarial Journal. 2022, 5, p. 399-420Research output: Contribution to journal › Journal article › Research › peer-review
ID: 147260911
Most downloads
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75
downloads
Computation of bonus in multi-state life insurance
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
24
downloads
Aggregate Markov models in life insurance: Properties and valuation
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
11
downloads
Phase-type representations of stochastic interest rates with applications to life insurance
Research output: Contribution to journal › Journal article › Research › peer-review
Published