Similar Search Results

Multidimensional credibility with time effects : an application to commercial business lines

Englund, Martin; Gustafsson, Jim; Nielsen, Jens Perch; … - In: The journal of risk and insurance : the journal of the … 76 (2009) 2, pp. 443-453

Persistent link: https://www.econbiz.de/10003868632

Local transformation kernel density estimation of loss

Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006

Persistent link: https://www.econbiz.de/10003459159

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

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

Identification and forecasting in the Lee-Carter model

Nielsen, Bent; Nielsen, Jens Perch - 2010

Persistent link: https://www.econbiz.de/10008822237

Local linear density estimation for filtered survival data, with bias correction

Nielsen, Jens Perch (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003530010

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

Forecasting in an extended chain-ladder-type model

Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2010

Persistent link: https://www.econbiz.de/10003981986

Chain-ladder as maximum likelihood revisited

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2009

Persistent link: https://www.econbiz.de/10003875083

Nonparametric prediction of stock returns guided by prior knowledge

Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan - 2012

Persistent link: https://www.econbiz.de/10009576925