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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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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
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Forecasting with the age-period-cohort model and the extended chain-ladder model
Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2008
Persistent link: https://www.econbiz.de/10003807442
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Identification and forecasting in the Lee-Carter model
Nielsen, Bent; Nielsen, Jens Perch - 2010
Persistent link: https://www.econbiz.de/10008822237
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Local linear density estimation for filtered survival data, with bias correction
Nielsen, Jens Perch (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003530010
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Forecasting in an extended chain-ladder-type model
Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2010
Persistent link: https://www.econbiz.de/10003981986
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Chain-ladder as maximum likelihood revisited
Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2009
Persistent link: https://www.econbiz.de/10003875083
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The geometric chain-ladder
Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2013
Persistent link: https://www.econbiz.de/10009772561
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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
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A simple benchmark for mesothelioma projection for Great Britain
Martínez-Miranda, M.D.; Nielsen, B.; Nielsen, Jens Perch - 2016
Persistent link: https://www.econbiz.de/10011503144