Publication Search Results
Exact matches for:
- Author = Nielsen JP
1.
Hiabu M, Nielsen JP, Scheike TH
M Hiabu, J P Nielsen, T H Scheike:
Nonsmooth backfitting for the excess risk additive regression model with two survival time scales,
Biometrika,
108
(2021),
no. 2,
491–506.
2.
Gerrard R, Hiabu M, Nielsen JP, Vodička P
Russell Gerrard, Munir Hiabu, Jens Perch Nielsen, Peter Vodička:
Long-term real dynamic investment planning,
Insurance: Mathematics and Economics,
90
(2020),
90–103.
3.
Bischofberger SM, Hiabu M, Mammen E, Nielsen JP
Stephan M. Bischofberger, Munir Hiabu, Enno Mammen, Jens P. Nielsen:
A comparison of in-sample forecasting methods,
Computational Statistics & Data Analysis,
137
(2019),
133–154.
MR3922198
4.
Gerrard R, Hiabu M, Kyriakou I, Nielsen JP
R. Gerrard, M. Hiabu, I. Kyriakou and J. P. Nielsen:
Self-selection and risk sharing in a modern world of life-long annuities,
British Actuarial Journal,
23
(2019),
5.
Gerrard R, Hiabu M, Kyriakou I, Nielsen JP
Russell Gerrard, Munir Hiabu, Ioannis Kyriakou, Jens Perch Nielsen:
Communication and personal selection of pension saver's financial risk,
European Journal of Operational Research,
274
(2019),
no. 3,
1102–1111.
MR3907256
6.
Hiabu M, Mammen E, Martìnez-Miranda MD, Nielsen JP
M. Hiabu, E. Mammen, M.D. Martìnez-Miranda and J.P. Nielsen:
In-sample forecasting with local linear survival densities,
Biometrika,
103
(2016),
no. 4,
843–859.
7.
Hiabu M, Margraf C, Martínez-Miranda MD, Nielsen JP
M Hiabu, C Margraf, M D Martínez-Miranda, J P Nielsen:
Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities,
Expert Systems with Applications,
45
(2016),
400–409.
8.
Hiabu M, Margraf C, Martínez-Miranda MD, Nielsen JP
M. Hiabu, C. Margraf, M. D. Martínez-Miranda, J. P. Nielsen:
The link between classical reserving and granular reserving through double chain ladder and its extensions,
British Actuarial Journal,
21
(2015),
no. 01,
97–116.
9.
Agbeko T, Hiabu M, Miranda MDM, Nielsen JP, Verrall R
Tony Agbeko, Munir Hiabu, Maria Delores Martinez Miranda, Jens Perch Nielsen and Richard Verrall:
Validating the Double Chain Ladder Stochastic Claims Reserving Model,
Variance,
8
(2014),
no. 8,
138–160.
| Number of matches: 9 |