Narrow search
Showing 1 - 10 of 72
Cover Image
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
Cover Image
Super-efficient prediction based on high-quality marker information
Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493805
Cover Image
Variable bandwidth kernel hazard estimators
Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493807
Cover Image
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
Cover Image
Local transformation kernel density estimation of loss distributions
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003885747
Cover Image
Local transformation kernel density estimation of loss
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
Persistent link: https://www.econbiz.de/10003459159
Cover Image
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. 99-110
Persistent link: https://www.econbiz.de/10008839753
Cover Image
Local linear density estimation for filtered survival data, with bias correction
Nielsen, Jens Perch (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003530010
Cover Image
Local transformation kernel density estimation of loss distributions
Gustafsson, Jim; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
We develop a tailor made semiparametric asymmetric kernel density estimator for the estimation of actuarial loss distributions. The estimator is obtained by transforming the data with the generalized Champernowne distribution initially fitted to the data. Then the density of the transformed data...
Persistent link: https://www.econbiz.de/10003394377
Cover Image
Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342