Concepedia

Matthias Börger

MB

Statistics

Publications

6

Citations

339

H-Index

6

Active since

2008

Affiliations

Helmholtz-Institute Ulm(Current)

Georgia State University

Matthias Börger is an author at Helmholtz-Institute Ulm specializing in statistics, longevity, and engineering.

Top concepts

StatisticsLongevityFinanceBusinessDemographyEngineeringEpidemiologyPublic HealthRiskAging

Publications per year

2008–2018

6

Publications

6

On the pricing of longevity-linked securities

Daniel J. Bauer, Matthias Börger, Jochen Ruß · Insurance Mathematics and Economics · 2009 · 139 citations

Asset Pricing, Finance, Derivative Pricing +2

Deterministic shock vs. stochastic value-at-risk — an analysis of the Solvency II standard model approach to longevity risk

Matthias Börger · Blätter der DGVFM · 2010 · 75 citations

Engineering, Aging, Longevity +13

The Volatility of Mortality

Daniel J. Bauer, Matthias Börger, Jochen Ruß et al. · Asia-Pacific Journal of Risk and Insurance · 2008 · 52 citations

Mortality Studies, Engineering, Non-gaussian Volatility Structure +14

MODELING THE MORTALITY TREND UNDER MODERN SOLVENCY REGIMES

Matthias Börger, Daniel Fleischer, Nikita Kuksin · Astin Bulletin · 2013 · 47 citations

Life Prediction, Computational Epidemiology, Deterioration Modeling +16

Extension, Compression, and Beyond: A Unique Classification System for Mortality Evolution Patterns

Matthias Börger, Martin Genz, Jochen Ruß · Demography · 2018 · 15 citations · Full text

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