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Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
Saved in:
2
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
3
Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
Asmussen, Søren
;
Christensen, Bent Jesper
;
Thøgersen, …
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 92-100
Persistent link: https://www.econbiz.de/10012058923
Saved in:
4
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
5
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Saved in:
6
Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012504315
Saved in:
7
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
8
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 841-868
Persistent link: https://www.econbiz.de/10014465155
Saved in:
9
Climate, wind energy, and CO2 emissions from energy production in Denmark
Carlini, Federico
;
Christensen, Bent Jesper
;
Gupta, …
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014484367
Saved in:
10
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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