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The Froot-Stein model revisited
Høgh, Nils; Linton, Oliver; Nielsen, Jens Perch - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 37-47
Persistent link: https://www.econbiz.de/10009884573
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Multivariate density estimation using dimension reducing information and tail flattening transformations
Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; … - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 99-111
Persistent link: https://www.econbiz.de/10008768335
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Additive Intensity Regression Models in Corporate Default Analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics 11 (2013) 3, pp. 443-442
Persistent link: https://www.econbiz.de/10010134655
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DECONVOLUTING PREFERENCES AND ERRORS: A MODEL FOR BINOMIAL PANEL DATA
Fosgerau, Mogens; Nielsen, Søren Feodor - In: Econometric theory 26 (2010) 6, pp. 1846-1855
Persistent link: https://www.econbiz.de/10008719744
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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