Geometric ergodicity of Metropolis algorithms SF Jarner, E Hansen Stochastic processes and their applications 85 (2), 341-361, 2000 | 283 | 2000 |
Polynomial convergence rates of Markov chains SF Jarner, GO Roberts The Annals of Applied Probability 12 (1), 224-247, 2002 | 224 | 2002 |
Modelling adult mortality in small populations: The SAINT model SF Jarner, EM Kryger ASTIN Bulletin: The Journal of the IAA 41 (2), 377-418, 2011 | 173 | 2011 |
Convergence of heavy‐tailed Monte Carlo Markov chain algorithms SF Jarner, GO Roberts Scandinavian Journal of Statistics 34 (4), 781-815, 2007 | 82 | 2007 |
Necessary conditions for geometric and polynomial ergodicity of random-walk-type SF Jarner, RL Tweedie Bernoulli 9 (4), 559-578, 2003 | 68 | 2003 |
Locally contracting iterated functions and stability of Markov chains SF Jarner, RL Tweedie Journal of applied probability 38 (2), 494-507, 2001 | 62 | 2001 |
The evolution of death rates and life expectancy in Denmark SF Jarner, EM Kryger, C Dengsøe Scandinavian Actuarial Journal 2008 (2-3), 147-173, 2008 | 37 | 2008 |
A partial internal model for longevity risk SF Jarner, T Møller Scandinavian Actuarial Journal 2015 (4), 352-382, 2015 | 28 | 2015 |
Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes SF Jarner, RL Tweedie Stochastic Processes and their applications 101 (2), 257-271, 2002 | 18 | 2002 |
A nonparametric visual test of mixed hazard models J Spreeuw, JP Nielsen, SF Jarner SORT-Statistics and Operations Research Transactions 37 (2), 153-174, 2013 | 16 | 2013 |
Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces SF Jarner, WK Yuen Advances in Applied Probability 36 (1), 243-266, 2004 | 14 | 2004 |
Pitfalls and merits of cointegration-based mortality models SF Jarner, S Jallbjørn Insurance: Mathematics and Economics 90, 80-93, 2020 | 10 | 2020 |
Risk‐Adjusted Impact of Administrative Costs on the Distribution of Terminal Wealth for Long‐Term Investment M Guillén, SF Jarner, JP Nielsen, AM Pérez-Marín The Scientific World Journal 2014 (1), 521074, 2014 | 10 | 2014 |
Investing for retirement through a with-profits pension scheme: a client's perspective M Preisel, SF Jarner, R Eliasen Scandinavian Actuarial Journal 2010 (1), 15-35, 2010 | 7 | 2010 |
DISCUSSION PAPER PI-0902 SF Jarner, EM Kryger | 6 | 2008 |
The saint model: A decade later SF Jarner, S Jallbjørn ASTIN Bulletin: The Journal of the IAA 52 (2), 483-517, 2022 | 5 | 2022 |
Why you should care about investment costs: A risk-adjusted utility approach MT Kronborg, SF Jarner Journal of Behavioral and Experimental Finance 6, 56-66, 2015 | 5 | 2015 |
Sex differential dynamics in coherent mortality models S Jallbjørn, SF Jarner Forecasting 4 (4), 819-844, 2022 | 4 | 2022 |
Stochastic frailty models for modeling and forecasting mortality SF Jarner arXiv preprint arXiv:2109.02584, 2021 | 3 | 2021 |
Entrance times of random walks: With applications to pension fund modeling SF Jarner, MT Kronborg Insurance: Mathematics and Economics 67, 1-20, 2016 | 3 | 2016 |