Forecasting in an Extended Chain-Ladder-Type Model
Kuang, Di, Nielsen, Bent, Perch Nielsen, Jens
Published in The Journal of risk and insurance (01.06.2011)
Published in The Journal of risk and insurance (01.06.2011)
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Journal Article
Conditional variance forecasts for long-term stock returns
Mammen, Enno, Nielsen, Jens Perch, Scholz, Michael, Sperlich, Stefan
Published in Risks (Basel) (01.12.2019)
Published in Risks (Basel) (01.12.2019)
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Journal Article
Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case
Kyriakou, Ioannis, Mousavi, Parastoo, Nielsen, Jens Perch, Scholz, Michael
Published in Mathematics (Basel) (01.06.2020)
Published in Mathematics (Basel) (01.06.2020)
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Journal Article
Smooth backfitting in practice
Nielsen, Jens Perch, Sperlich, Stefan
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.02.2005)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.02.2005)
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Journal Article
Do-Validation for Kernel Density Estimation
Mammen, Enno, Martínez Miranda, María Dolores, Nielsen, Jens Perch, Sperlich, Stefan
Published in Journal of the American Statistical Association (01.06.2011)
Published in Journal of the American Statistical Association (01.06.2011)
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Journal Article
Price and profit optimization for financial services
Bolancé, Catalina, Guillen, Montserra, Nielsen, Jens Perch, Thuring, Fredrik
Published in Risks (Basel) (01.03.2018)
Published in Risks (Basel) (01.03.2018)
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Journal Article
Adding prior knowledge to quantitative operational risk models
Bolancé, Catalina, Guillén, Montserrat, Gustafsson, Jim, Perch Nielsen, Jens
Published in Journal of operational risk (01.03.2013)
Published in Journal of operational risk (01.03.2013)
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Journal Article
Long-Run Savings and Investment Strategy Optimization
Pérez-Marín, Ana M., Nielsen, Jens P., Guillén, M., Gerrard, Russell
Published in TheScientificWorld (01.01.2014)
Published in TheScientificWorld (01.01.2014)
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Journal Article
Global Polynomial Kernel Hazard Estimation
Hiabu, Munir, Martínez-Miranda, María Dolores, Nielsen, Jens Perch, Spreeuw, Jaap, Tanggaard, Carsten, Villegas, Andrés M.
Published in Revista Colombiana de Estadística (01.07.2015)
Published in Revista Colombiana de Estadística (01.07.2015)
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Journal Article
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., Guillen, Montserrat, Nielsen, Jens Perch, Parner, Jan, Perez-Marin, Ana Maria
Published in The Journal of risk and insurance (01.09.2008)
Published in The Journal of risk and insurance (01.09.2008)
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Journal Article