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Nonparametric Regression with...
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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