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Anna Kamille Nyegaard

University of Copenhagen

PhD Student

Universitetsparken 5

Copenhagen ?, DK-2100

Denmark

  • University of Copenhagen

SCHOLARLY PAPERS

4

DOWNLOADS

406

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Retrospective Reserves and Bonus with Policyholder Behavior

Number of pages: 28 Posted: 08 May 2020
Debbie Falden and Anna Kamille Nyegaard
University of Liverpool - Department of Mathematical Sciences and Institute for Risk and Uncertainty and University of Copenhagen
Downloads 116 (613,149)

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Retrospective Reserves, Bonus, Policyholder Behavior, FMA, Dividends, With-profit Insurance

2.

Analysis and Calculation of Prospective Reserves - Where Payments Depend on the Reserve and a Reserve-Dependent Markov Process

Number of pages: 73 Posted: 12 Feb 2021
Anna Kamille Nyegaard
University of Copenhagen
Downloads 101 (694,528)

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Life insurance, reserve-dependent payments, least-squares Monte Carlo, nested simulation

3.

Natural hedging in continuous time life insurance

Number of pages: 25 Posted: 27 Apr 2022 Last Revised: 12 Oct 2022
Anna Kamille Nyegaard
University of Copenhagen
Downloads 99 (694,528)
Citation 1

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Natural hedging, Continuous time life insurance, Solvency Capital Requirements, Risk margins

4.

Reserve-dependent Management Actions in Life Insurance

Number of pages: 25 Posted: 20 Dec 2021 Last Revised: 03 May 2023
Debbie Falden and Anna Kamille Nyegaard
University of Liverpool - Department of Mathematical Sciences and Institute for Risk and Uncertainty and University of Copenhagen
Downloads 90 (742,061)

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