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The geometric chain-ladder

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2013

Persistent link: https://www.econbiz.de/10009772561

Identification of the age-period-cohort model and the extended chain ladder model

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2007

Persistent link: https://www.econbiz.de/10003807414

Chain-ladder as maximum likelihood revisited

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2009

Persistent link: https://www.econbiz.de/10003875083

Chain-ladder as maximum likelihood revisited

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - In: Annals of actuarial science : publ. by the Institute of … 4 (2009) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10003938531

Generalized log-normal chain-ladder

Kuang, D.; Nielsen, Bent - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 553-576

Persistent link: https://www.econbiz.de/10012262754

Generalized log-normal chain-ladder

Kuang, D.; Nielsen, Bent - 2018

Persistent link: https://www.econbiz.de/10012492527

Two sided analysis of variance with a latent time series

Hansen, Lars Hougaard (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002396513

Identification and Forecasting in the Lee-Carter Model

Nielsen, Bent - 2010

We consider the identification problem for the model of Lee and Carter (1992). The parameters of this model are known only to be identified up to certain transformations. Forecasts from the model may therefore depend on the arbitrarily chosen identification scheme. A condition for invariant...

Persistent link: https://www.econbiz.de/10013135261

Forecasting in an extended chain-ladder-type model

Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2010

Persistent link: https://www.econbiz.de/10003981986

Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

Miranda, Maŕa Dolores Mart́nez; Nielsen, Bent; … - 2013

Persistent link: https://www.econbiz.de/10009747337