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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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Forecasting in an extended chain-ladder-type model
Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - In: The journal of risk and insurance : the journal of the … 78 (2011) 2, pp. 345-359
Persistent link: https://www.econbiz.de/10009162046
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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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Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.; Nielsen, Bent; Shephard, Neil G. - In: State space and unobserved component models : theory …, (pp. 205-235). 2004
Persistent link: https://www.econbiz.de/10009719924
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Over-dispersed age-period-cohort models
Harnau, Jonas; Nielsen, Bent - 2017
Persistent link: https://www.econbiz.de/10011882276