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Forecasting in an Extended Chain‐Ladder‐Type Model
Kuang, Di; Nielsen, Bent; Perch Nielsen, Jens - In: The journal of risk and insurance : the journal of the … 78 (2011) 2, pp. 345-360
Persistent link: https://www.econbiz.de/10009014382
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Chain-ladder as maximum likelihood revisited
Kuang, D.; Nielsen, B.; Nielsen, J. P. - In: Annals of actuarial science : publ. by the Institute of … 4 (2009) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10009884604
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Performance measurement of pension strategies: a case study of Danish life cycle products
Guilln, Montserrat; Perch Nielsen, Jens; Prez-Marn, Ana M. - In: Scandinavian actuarial journal : Actuarial Society of … 2012 (2012) 4, pp. 258-277
Persistent link: https://www.econbiz.de/10010056070
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Do-Validation for Kernel Density Estimation
Mammen, Enno; Martínez Miranda, María Dolores; Perch … - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 651-661
Persistent link: https://www.econbiz.de/10009257516
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Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
Guillén, Montserrat; Jørgensen, Peter Løchte; … - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 229-252
Persistent link: https://www.econbiz.de/10006871528
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Kernel density estimation of actuarial loss functions
Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10006891305
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch - In: Insurance / Mathematics & economics 28 (2001) 2, pp. 191-204
Persistent link: https://www.econbiz.de/10006902374
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann's foundation, the Danish Actuarial Association and the Spanish CICYT SEC99-0693 for providing travel support.
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005926456
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann's foundation, the Danish Actuarial Association and the Spanish CICYT SEC99-0693 for providing travel support.
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005928714
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Quantitative modeling of operational risk losses when combining internal and external data
Nielsen, Jens Perch; Guillèn, Montserrat; Bolancé, … - In: Journal / The Capco Institute : journal of financial … 35 (2012), pp. 179-185
Persistent link: https://www.econbiz.de/10010185107