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On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; … - In: European journal of operational research : EJOR 307 (2023) 2, pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
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Communication and personal selection of pension saver's financial risk
Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; … - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1102-1111
Persistent link: https://www.econbiz.de/10011990304
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Less is more : increasing retirement gains by using an upside terminal wealth constraint
Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - In: Insurance / Mathematics & economics 64 (2015), pp. 259-267
Persistent link: https://www.econbiz.de/10011398052
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Super-efficient prediction based on high-quality marker information
Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493805
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Variable bandwidth kernel hazard estimators
Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493807
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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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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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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Survival analysis of a household portfolio of insurance policies : how much time do you have to stop total customer defection?
Brockett, Patrick L.; Golden, Linda L.; Guillén, Montserrat - In: The journal of risk and insurance : the journal of the … 75 (2008) 3, pp. 713-737
Persistent link: https://www.econbiz.de/10003759349
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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