phone +45 29 255 855
e-mail: kristian at buchardt dot net LinkedIn profile
Papers
Estimation for multistate models subject to reporting delays and incomplete event adjudication (with C. Furrer and O. L. Sandqvist), 2023. Preprint available on arXiv:2311.04318.
Master's Thesis: Affine Processes in Life Insurance Mathematics - With a View Towards Solvency II, Department of Mathematical Sciences, University of Copenhagen, September 2011. Available for download
Life annuity design (session on The Latest in Longevity Risk Modelling), ICPM, Copenhagen discussion forum, October 2022
Solvensmodeller, regnskab og kontribution, Members meeting at The Danish Society of Actuaries, April 2022
Fremregningsmodel for gennemsnitsrente - teori og praksis, PROBABLI - The Conference, March 2022
Modelling of life insurance and pensions in practice, Workshop on Time to Event Data and Machine Learning with focus on pension insurance problems, CBS, Copenhagen, November 2019
The Danish partial internal model for longevity risk, Members meeting at Svenska Aktuarieföreningen, April 2019
Cash flows and market values in extensions of the classic life insurance Markov model, Seminar, Carl von Ossietzky Universität Oldenburg, October 2018
On cash flows dependent on investment returns in life and pension insurance, 31st International Congress of Actuaries, Berlin, Germany, June 2018
On cash flows dependent on investment returns in life and pension insurance, 21st International Congress on Insurance: Mathematics and Economics, Vienna, Austria, July 2017
Policetageradfærd, stress-scenarier og optimale dividendestrategier (jointly with L. F. Brandt), Members meeting at The Danish Society of Actuaries, October 2016
Kolmogorov's forward PIDE and forward transition rates in life insurance, 3rd European Actuarial Journal Conference, Lyon, France, September 2016
A step forward with Kolmogorov. Pension and life insurance liabilities: analytic/numeric methods, Colloquium of the International Actuarial Association, Oslo, Norway, June 2015
Cash Flows and Policyholder Behaviour in the Semi-Markov Life Insurance Setup, 8th Conference in Actuarial Science & Finance on Samos, June 2014
Life insurance cash flows with policyholder behaviour, 30th International Congress of Actuaries, Washington, D.C., USA, April 2014
Policyholder behaviour: A model for dependent interest rate and surrender rate, The 17th International Congress on Insurance: Mathematics & Economics, Copenhagen, Denmark, July 2013
Dependent Interest and Transition Rates in Life Insurance, Colloquium of the International Actuarial Association, Lyon, France, June 2013
Cash flows and policyholder behaviour in the semi-Markov life insurance setup, L2 ISFA Lyon and ISA-HEC Lausanne seminar, ISFA Lyon, June 2013
Valuation of Life Insurance Reserves with Dependent Affine Rates, 1st European Actuarial Journal (EAJ) Conference, University of Lausanne, Switzerland, September 2012
Generalised Forward Rates, or: Life Insurance Valuation with Dependent Affine Rates, Bachelier Finance Society 7th World Congress, Sydney, June 2012
Valuation of Life Insurance Reserves with Dependent Affine Rates, 7th Conference in Actuarial Science & Finance on Samos, June 2012
Teaching
Fremregning for gennemsnitsrente: tilstandsvist og tilstandsfrit (jointly with J. Ahmad and C. Furrer), course for members of The Danish Society of Actuaries, 2022 & 2023.
Advanced Topics in Modern Life Insurance (jointly with C. Furrer and D. K. Falden), Optional course for the masters degree in Actuarial Science, 2020, University of Copenhagen
Inference, Market Consistent Valuation and Pricing in Life Insurance (jointly with C. Furrer and T. Møller), Optional course for the masters degree in Actuarial Science, 2018, University of Copenhagen
Cash flows in life insurance (jointly with T. Møller), part of course for members of The Danish Society of Actuaries, 2016.
Mortality estimation and semi-Markov modelling, Optional course for the masters degree in Actuarial Science, 2014, University of Copenhagen
Hedging and market consistent valuation in life insurance (jointly with T. Møller), Optional course for the masters degree in Actuarial Science, 2013, University of Copenhagen
Supervision of ph.d.-students
Oliver Lunding Sandqvist (jointly with M. Steffensen, C. Furrer and L. F. Brandt), Tab af erhvervsevne: forsikring og forebyggelse, supervised part of the project, 2021
Christian Furrer (jointly with M. Steffensen, N. R. Hansen and T. Møller), Biometric risks in life insurance, 2017-2020
Supervision of the master's thesis for the cand.act. degree
Heini Høgnason (jointly with M. Bladt and O. L. Sandqvist), Efficient estimation of bonus in life insurance, June 2023
Frederik Skjødt (jointly with C. Furrer and J. R. Ott), Design and computation of bonus in the presence of risk charge, January 2023
Oliver Lunding Sandqvist (jointly with C. Furrer), Transaction time models in life insurance, May 2021
Rasmus Mølskov Andersen (jointly with J. L. Pedersen and N. R. Heegaard), Approximations to computation of bonus in a doubly stochastic setup, May 2021
Jamaal Ahmad (jointly with C. Furrer and M. Steffensen), Elimination of Path Dependencies for Projection of Cash Flows in Multi-State Life Insurance, September 2019
Christian Furrer (jointly with M. Steffensen), Empirical Bayes credibility for the classic Markov chain life insurance setting, August 2017
Camilla Myrdal Engmark (jointly with M. Steffensen), An extended disability model with causual explanation of disability, November 2014
Christian Kongsgaard (jointly with M. Steffensen), Market value Calculations in Life Insurance by PDEs or ODEs?, September 2014
Longer visits to foreign research institutions
February 2013 - June 2013: Department of Actuarial Science, University of Lausanne, Switzerland
