Super-Efficient Prediction Based on High-Quality Market Information
Nielsen (1999) showed the surprising fact that a nonparametric one-dimensional hazard as a function of time can be estimated x/~-consistently if a high quality marker is observed...
Year of publication: |
2000-11-01
|
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Authors: | Nielsen, Jens Perch |
Institutions: | International Actuarial Association / Actuarial Studies in Non-Life Insurance |
Published in: | |
Subject: | Bilanzstrukturmanagement |
Saved in:
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