Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution. - Marcus C. Christiansen; Nicola Loperfido (J. Appl. Probab., 2014)

Modeling and forecasting duration-dependent mortality rates. - Marcus C. Christiansen; Andreas Niemeyer; Lucia Teigiszerová (Comput. Stat. Data Anal., 2015)

On the forward rate concept in multi-state life insurance. - Marcus C. Christiansen; Andreas Niemeyer (Finance Stochastics, 2015)

Decomposing Dynamic Risks into Risk Components. - Katja Schilling; Daniel Bauer; Marcus C. Christiansen; Alexander Kling (Manag. Sci., 2020)