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...

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Year of publication:	2000-11-01
Authors:	Nielsen, Jens Perch
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 30 - No, 2 - 2000, 295-303
Subject:	Bilanzstrukturmanagement

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Extent:	396288 bytes 10 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847105