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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/10003732697
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Additive intensity regression models in corporate default analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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Multiplicative hazard models for studying the evolution of mortality
Guillén, Montserrat; Nielsen, Jens Perch; Perez-Marin, … - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 165-177
Persistent link: https://www.econbiz.de/10003732725
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Froot and Stein revisited once again
Guillén, Montserrat; Høgh, Nils; Nielsen, Jens Perch; … - In: Annals of actuarial science : publ. by the Institute of … 3 (2008) 1/2, pp. 121-126
Persistent link: https://www.econbiz.de/10003938481
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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
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Do not pay for a Danish interest guarantee : the law of the triple blow
Guillén, Montserrat; Konicz, Agnieska Karolina; … - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 2, pp. 192-209
Persistent link: https://www.econbiz.de/10010188116
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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...
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...
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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Non-parametric estimation of operational risk losses adjusted for under-reporting
Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim; … - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 4, pp. 293
Persistent link: https://www.econbiz.de/10007887274
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Performance measurement of pension strategies: a case study of Danish life-cycle products
Guilln, Montserrat; Nielsen, Jens Perch; Prez-Marn, Ana M. - In: Scandinavian actuarial journal : Actuarial Society of … 2013 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010069867