Research and development
ATP seeks to promote research and development within investment, pensions and actuarial science.
We achieve this through alliances with Danish and international researchers and institutions. ATP has also established a business PhD programme, in which graduates do their PhD training at ATP in cooperation with an institution of higher education.
ATP also contributes to research and development directly. In recent years, ATP has developed a business model, which is based on the latest research and development.
Pensions & Investments shares its experience and consequently publishes its own research and development in international scientific journals and industry publications.
Articles
2023
Forecasting, interventions and selection: the benefits of a causal mortality model
S. Jallbjørn, S. F. Jarner & N.R. Hansen
European Actuarial Journal (2023)
ATP’s investeringsstrategi set i et ALM perspektiv
A. Japhetson & M. Svenstrup
Working paper (2023)
2022
Sex Differential Dynamics in Coherent Mortality Models
S. Jallbjørn & S. F. Jarner
Forecasting (2022)
The SAINT model: A decade later
S. F. Jarner & S. Jallbjørn
ASTIN Bulletin (2022)
2020
Pitfalls and merits of cointegration-based mortality models
S. F. Jarner & S. Jallbjørn
Insurance: Mathematics and Economics (2020)