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Nonparametric prediction of stock returns based on yearly data : the long-term view
Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan - In: Insurance / Mathematics & economics 65 (2015), pp. 143-155
Persistent link: https://www.econbiz.de/10011422898
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Communication and personal selection of pension saver's financial risk
Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; … - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1102-1111
Persistent link: https://www.econbiz.de/10011990304
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Nonparametric long term prediction of stock returns with generated bond yields
Scholz, Michael; Sperlich, Stefan; Nielsen, Jens Perch - In: Insurance / Mathematics & economics 69 (2016), pp. 82-96
Persistent link: https://www.econbiz.de/10011530926
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Facing up to longevity with old actuarial methods : a comparison of pooled funds and income tontines
Bräutigam, Marcel; Guillén, Montserrat; Nielsen, Jens … - In: The Geneva papers on risk and insurance - issues and … 42 (2017) 3, pp. 406-422
Persistent link: https://www.econbiz.de/10011735144
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Implementing individual savings decisions for retirement with bounds on wealth
Donnelly, Catherine W.; Guillén, Montserrat; Nielsen, … - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 111-137
Persistent link: https://www.econbiz.de/10011875583
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Long-term real dynamic investment planning
Gerrard, Russell; Hiabu, Munir; Nielsen, Jens Perch; … - In: Insurance / Mathematics & economics 92 (2020), pp. 90-103
Persistent link: https://www.econbiz.de/10012242041
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A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - In: Journal of econometrics 221 (2021) 1, pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
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Calendar effect and in-sample forecasting
Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance / Mathematics & economics 96 (2021), pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
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Can automobile insurance telematics predict the risk of near-miss events?
Guillén, Montserrat; Nielsen, Jens Perch; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 1, pp. 141-152
Persistent link: https://www.econbiz.de/10012180728
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On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; … - In: European journal of operational research : EJOR 307 (2023) 2, pp. 948-962
Persistent link: https://www.econbiz.de/10014335305