The following pages link to Jens Perch Nielsen (Q190735):
Displaying 50 items.
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (Q126894) (← links)
- (Q221854) (redirect page) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Further theoretical and practical insight to the do-validated bandwidth selector (Q397223) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data (Q421393) (← links)
- Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
- Nonparametric regression with filtered data (Q637090) (← links)
- A note on the asymptotic variance of survival function in the semi-Markov model (Q689514) (← links)
- Long-term real dynamic investment planning (Q784398) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
- Identification and forecasting in mortality models (Q904608) (← links)
- Inverse beta transformation in kernel density estimation (Q947174) (← links)
- A multiplicative bias reduction method for nonparametric regression (Q1324598) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Estimating multiplicative and additive hazard functions by kernel methods (Q1429313) (← links)
- (Q1578273) (redirect page) (← links)
- Bandwidth selection in marker dependent kernel hazard estimation (Q1615141) (← links)
- Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
- (Q1807074) (redirect page) (← links)
- On a semiparametric survival model with flexible covariate effect (Q1807075) (← links)
- Kernel estimation in a nonparametric marker dependent hazard model (Q1914267) (← links)
- Missing link survival analysis with applications to available pandemic data (Q2076104) (← links)
- A general semiparametric approach to inference with marker-dependent hazard rate models (Q2225000) (← links)
- Exchanging uncertain mortality for a cost (Q2252280) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
- Smoothing survival densities in practice (Q2361209) (← links)
- A comparison of in-sample forecasting methods (Q2416776) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Bringing cost transparency to the life annuity market (Q2513452) (← links)
- Calendar effect and in-sample forecasting (Q2656985) (← links)
- Generalised structured models (Q2813872) (← links)
- Double chain ladder (Q2866000) (← links)
- Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
- Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
- Statistical modelling and forecasting of outstanding liabilities in non-life insurance (Q2920795) (← links)
- A nonparametric visual test of mixed hazard models (Q2920821) (← links)
- (Q3071121) (← links)
- Do-Validation for Kernel Density Estimation (Q3095183) (← links)
- Quantitative Operational Risk Models (Q3101811) (← links)
- Generalized linear time series regression (Q3107989) (← links)
- Non-parametric regression with a latent time series (Q3161672) (← links)
- Multivariate Latent Risk: A Credibility Approach (Q3395766) (← links)
- A General Approach to the Predictability Issue in Survival Analysis with Applications (Q3606641) (← links)
- Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230) (← links)
- An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models (Q4214232) (← links)
- Marker dependent kernel hazard estimation from local linear estimation (Q4235020) (← links)
- Super-efficient hazard estimation based on high-quality marker information (Q4238087) (← links)
- Multiplicative Bias Correction in Kernel Hazard Estimation (Q4255149) (← links)
