Marcus C. Christiansen

Overview

Marcus C. Christiansen is an actuarial scientist and co-developer (with Lukas J. Hahn) of the Bayesian Multi-Population Mortality Projection (BMPMP) model. His research spans stochastic mortality modeling, life insurance mathematics, and the application of Bayesian methods to multi-population demographic projection without the convergence assumptions embedded in standard common-factor models.

Key Contributions / Features

• Hahn and Christiansen (2016): Co-developer of the BMPMP framework coupling CBD logit mortality models (ages 40–100) with VECM dynamics and Bayesian MCMC estimation. Key empirical contribution: non-convergence of European national mortality rates is the norm, not the exception, invalidating the Li-Lee (2005) convergence assumption for heterogeneous country groupings. Practical output: left-skewed posterior predictive distributions (increasing skewness with cointegration rank $r$), and the corrgram diagnostic for multi-population longevity basis risk in insurance applications.

Related

• Lukas J. Hahn
• Multi-Population Mortality Modeling
• Cairns-Blake-Dowd Model
• Vector Error Correction Model

Sources

• Hahn and Christiansen 2016 — Mortality Projections for Non-converging Groups of Populations