Prof. dr. T. (Torsten) Kleinow
Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics
Bezoekadres
- Roetersstraat 11
Postadres
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Postbus 15867
1001 NJ Amsterdam
Contactgegevens
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Publicaties
2023
Arlk, A., Uǧur, Ö., & Kleinow, T. (2023). The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices. ASTIN Bulletin, 53(2), 392-417. https://doi.org/10.1017/asb.2023.11 [details]- Schnürch, S., Kleinow, T., & Wagner, A. (2023). Accounting for COVID-19-Type shocks in mortality modeling: A comparative study. Journal of Demographic Economics, 89(3), 483-512. https://doi.org/10.1017/dem.2023.9 [details]
- Wen, J., Cairns, A. J. G., & Kleinow, T. (2023). Modelling socio-economic mortality at neighbourhood level. ASTIN Bulletin, 53(2), 285-310. https://doi.org/10.1017/asb.2023.12 [details]
- Yiu, A. M. T. L., Kleinow, T., & Streftaris, G. (2023). Cause-of-Death Contributions to Declining Mortality Improvements and Life Expectancies Using Cause-Specific Scenarios. North American Actuarial Journal. Advance online publication. https://doi.org/10.1080/10920277.2023.2230275
2022
- Haçarız, O., Kleinow, T., & Macdonald, A. S. (2022). An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance. Scandinavian Actuarial Journal, 2022(2), 94-114. https://doi.org/10.1080/03461238.2021.1930136
- Schnürch, S., Kleinow, T., Korn, R., & Wagner, A. (2022). The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19. Annals of Actuarial Science, 16(3), 498-526. https://doi.org/10.1017/S1748499522000045
2021
- Haçarız, O., Kleinow, T., & Macdonald, A. S. (2021). Genetics, insurance and hypertrophic cardiomyopathy. Scandinavian Actuarial Journal, 2021(1), 54-81. https://doi.org/10.1080/03461238.2020.1795714
- Schnürch, S., Kleinow, T., & Korn, R. (2021). Clustering-based extensions of the common age effect multi-population mortality model. Risks, 9(3), 1-32. Article 45. https://doi.org/10.3390/risks9030045
- Wen, J., Cairns, A. J. G., & Kleinow, T. (2021). Fitting multi-population mortality models to socio-economic groups. Annals of Actuarial Science, 15(1), 144-172. https://doi.org/10.1017/S1748499520000184
2020
- Haçarız, O., Kleinow, T., Macdonald, A. S., Tapadar, P., & Thomas, R. G. (2020). Will genetic test results be monetized in life insurance? Risk Management and Insurance Review, 23(4), 379-399. https://doi.org/10.1111/rmir.12159
- Richards, S. J., Currie, I. D., Kleinow, T., & Ritchie, G. P. (2020). Longevity trend risk over limited time horizons. Annals of Actuarial Science, 14(2), 262-277. https://doi.org/10.1017/S174849952000007X
- Richards, S. J., Ramonat, S. J., Vesper, G. T., & Kleinow, T. (2020). Modelling seasonal mortality with individual data. Scandinavian Actuarial Journal, 2020(10), 864-878. https://doi.org/10.1080/03461238.2020.1777194
- Ungolo, F., Kleinow, T., & Macdonald, A. S. (2020). A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates. Insurance: Mathematics and Economics, 91, 68-84. https://doi.org/10.1016/j.insmatheco.2020.01.003
- Wen, J., Kleinow, T., & Cairns, A. J. G. (2020). Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP. North American Actuarial Journal, 24(4), 533-561. https://doi.org/10.1080/10920277.2019.1679190
2019
- Richards, S. J., Currie, I. D., Kleinow, T., & Ritchie, G. P. (2019). A stochastic implementation of the APCI model for mortality projections. British Actuarial Journal, 24, Article e13. Advance online publication. https://doi.org/10.1017/S1357321718000260
- Ungolo, F., Christiansen, M. C., Kleinow, T., & MacDonald, A. S. (2019). Survival analysis of pension scheme mortality when data are missing. Scandinavian Actuarial Journal, 2019(6), 523-547. https://doi.org/10.1080/03461238.2019.1580610
2017
- Chen, L., Cairns, A. J. G., & Kleinow, T. (2017). Small population bias and sampling effects in stochastic mortality modelling. European Actuarial Journal, 7(1), 193-230. https://doi.org/10.1007/s13385-016-0143-x
- Enchev, V., Kleinow, T., & Cairns, A. J. G. (2017). Multi-population mortality models: fitting, forecasting and comparisons. Scandinavian Actuarial Journal, 2017(4), 319-342. https://doi.org/10.1080/03461238.2015.1133450
- Kleinow, T., & Richards, S. J. (2017). Parameter risk in time-series mortality forecasts. Scandinavian Actuarial Journal, 2017(9), 804-828. https://doi.org/10.1080/03461238.2016.1255655
- Kleinow, T., & Schumacher, J. M. (2017). Financial fairness and conditional indexation. Scandinavian Actuarial Journal, 2017(8), 651-669. https://doi.org/10.1080/03461238.2016.1225592 [details]
- Mavros, G., Cairns, A. J. G., Streftaris, G., & Kleinow, T. (2017). Stochastic Mortality Modeling: Key Drivers and Dependent Residuals. North American Actuarial Journal, 21(3), 343-368. https://doi.org/10.1080/10920277.2017.1286992
2015
- Kleinow, T. (2015). A common age effect model for the mortality of multiple populations. Insurance: Mathematics and Economics, 63, 147-152. https://doi.org/10.1016/j.insmatheco.2015.03.023
2014
- Karabey, U., Kleinow, T., & Cairns, A. J. G. (2014). Factor risk quantification in annuity models. Insurance: Mathematics and Economics, 58(1), 34-45. https://doi.org/10.1016/j.insmatheco.2014.06.004
- Şahin, Ş., Cairns, A. J. G., Kleinow, T., & David Wilkie, A. (2014). A yield-macro model for actuarial use in the United Kingdom. Annals of Actuarial Science, 8(2), 320-350. https://doi.org/10.1017/S1748499514000116
2013
- Şahin, Ş., Cairns, A. J. G., Kleinow, T., & David Wilkie, A. (2013). A yield-only model for the term structure of interest rates. Annals of Actuarial Science, 8(1), 99-130. https://doi.org/10.1017/S1748499513000146
2011
- Kleinow, T. (2011). Pension fund management and conditional indexation. ASTIN Bulletin, 41(1), 61-86. https://doi.org/10.2143/AST.41.1.2084386
- Wilkie, A. D., Şahin, Ş., Cairns, A. J. G., & Kleinow, T. (2011). Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009. Annals of Actuarial Science, 5(1), 53-99. https://doi.org/10.1017/S1748499510000072
2009
- Kleinow, T. (2009). Valuation and hedging of participating life-insurance policies under management discretion. Insurance: Mathematics and Economics, 44(1), 78-87. https://doi.org/10.1016/j.insmatheco.2008.10.003
2008
- Härdle, W., Kleinow, T., Korostelev, A., Logeay, C., & Platen, E. (2008). Semiparametric diffusion estimation and application to a stock market index. Quantitative Finance, 8(1), 81-92. https://doi.org/10.1080/14697680601026998
2007
- Kleinow, T., & Willder, M. (2007). The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. Insurance: Mathematics and Economics, 40(3), 445-458. https://doi.org/10.1016/j.insmatheco.2006.07.005
2002
- Aydinli, G., Härdle, W., Kleinow, T., & Sofyan, H. (2002). MD*Rex: Linking XploRe to standard spreadsheet applications. Computational Statistics, 17(3), 329-341. https://doi.org/10.1007/s001800200110
- Kleinow, T., & Lehmann, H. (2002). Client/server based statistical computing. Computational Statistics, 17(3), 315-328. https://doi.org/10.1007/s001800200109
2001
- Härdle, W., Kleinow, T., & Tschernig, R. (2001). Web quantlets for time series analysis. Annals of the Institute of Statistical Mathematics, 53(1), 179-188. https://doi.org/10.1023/A:1017980807689
2023
- van Berkum, F., & Kleinow, T. (2023). Decomposing Mortality Improvement Rates into Cause-Specific Contributions. (Working paper RCLR; No. RCLR-2023-03). RCLR. https://rclr.nl/discussion-papers/decomposing-mortality-improvement-rates-into-cause-specific-contributions/ [details]
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Nevenwerkzaamheden
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financial institutions and consultancies
consultancy
technical and scientific advice -
Institute and Faculty of Actuaries
examiner
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financial institutions and consultancies
Arlk, A., Uǧur, Ö., & Kleinow, T. (2023). The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices. ASTIN Bulletin, 53(2), 392-417.