Anders Grosen : Citation Profile

Are you Anders Grosen?

Aarhus Universitet
Aarhus Universitet

3

H index

3

i10 index

197

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   2 years (2000 - 2002). See details.
   Cites by year: 98
   Journals where Anders Grosen has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr393
   Updated: 2023-03-25    RAS profile: 2011-10-18    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Grosen.

Is cited by:

Consiglio, Andrea (7)

Pelsser, Antoon (5)

Zenios, Stavros (4)

Jørgensen, Peter (4)

Borel-Mathurin, Fabrice (4)

Nordahl, Helge (4)

Platen, Eckhard (4)

Loisel, Stéphane (4)

Siu, Tak Kuen (4)

Poufinas, Thomas (4)

Ballotta, Laura (4)

Cites to:

Brennan, Michael (3)

Sandmann, Klaus (2)

Scholes, Myron (2)

Ortu, Fulvio (2)

Kreps, David (2)

Ekern, Steinar (1)

Main data

Where Anders Grosen has published?

Recent works citing Anders Grosen (2022 and 2021)

YearTitle of citing document
2021An analytical study of participating policies with minimum guaranteed and surrender option. (2020). Stabile, Gabriele ; de Angelis, Tiziano ; Chiarolla, Maria B. In: Papers. RePEc:arx:papers:2004.06982.

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2021Non-concave expected utility optimization with uncertain time horizon: an application to participating life insurance contracts. (2020). Stadje, Mitja ; Nguyen, Thai ; Dehm, Christian. In: Papers. RePEc:arx:papers:2005.13831.

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2021Multiple-prior valuation of cash flows subject to capital requirements. (2021). Thoegersen, Julie ; Lindskog, Filip ; Engsner, Hampus. In: Papers. RePEc:arx:papers:2109.00306.

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2021Estimating the relation between digitalization and the market value of insurers. (2021). Weiss, Gregor ; Scharner, Philipp ; Fritzsch, Simon. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:529-567.

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2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2021Multiple shadow insurance activities and life insurance policyholder protection. (2021). Yao, Wenyu ; Chen, Shi ; Huang, Fu-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313868.

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2021Affiliated reinsurance and insurer performance under capital regulation. (2021). Lin, Jyh-Horng ; Yang, Yang ; Yi, Minli. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319310918.

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2021On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita ; Millossovich, Pietro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258.

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2022Business environment, political risk, governance, Shariah compliance and efficiency in insurance companies in the MENA region. (2022). Shaddady, Ali. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:4:d:10.1057_s41288-021-00232-8.

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2022An analytical study of participating policies with minimum rate guarantee and surrender option. (2022). Stabile, Gabriele ; Angelis, Tiziano ; Chiarolla, Maria B. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:2:d:10.1007_s00780-022-00471-0.

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2021Minimum return rate guarantees under default risk: optimal design of quantile guarantees. (2021). Offermann, Sascha ; Lubos, Oliver ; Mahayni, Antje. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:7:d:10.1007_s11846-020-00410-3.

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2021Life insurance convexity. (2021). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4221.

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Works by Anders Grosen:

YearTitleTypeCited
2002The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article3
2000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article130
2001Life Insurance Liabilities at Market Value. In: Finance Working Papers.
[Full Text][Citation analysis]		paper41
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. In: Finance Working Papers.
[Full Text][Citation analysis]		paper23
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.(2001) In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article

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