Jens Perch Nielsen

发表

Multiplicative local linear hazard estimation and best one-sided cross-validation

María Luz Gámiz, María Dolores Martínez Miranda, Jens Perch Nielsen, 2017, J. Mach. Learn. Res..

Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality

Bent Nielsen, Jens Perch Nielsen, María Dolores Martínez Miranda, 2015 .

Segmenting and Selecting Cross-sale Prospects using Dynamic Pricing

Jens Perch Nielsen, Montserrat Guillen, Fredrik Thuring, 2013, ICORES.

Nonparametric Estimation of Operational Risk Losses Adjusted for Underreporting

Jens Perch Nielsen, Fredrik Thuring, Martin Englund, 2006 .

A comparison of in-sample forecasting methods

Jens Perch Nielsen, Stephan M. Bischofberger, Munir Hiabu, 2019, Comput. Stat. Data Anal..

Selecting prospects for cross-selling financial products using multivariate credibility

Jens Perch Nielsen, Montserrat Guillen, Fredrik Thuring, 2012, Expert Syst. Appl..

Quantitative Operational Risk Models

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2012 .

Double Chain Ladder

María Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall, 2012, ASTIN Bulletin.

Quantitative modeling of operational risk losses when combining internal and external data

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2012 .

Quantifying Operational Risk Guided by Kernel Smoothing and Continuous Credibility: A Practitioners View

Paul Pritchard, Jens Perch Nielsen, Jim Gustafsson, 2006 .

Special Issue “Machine Learning in Insurance”

Jens Perch Nielsen, Vali Asimit, Ioannis Kyriakou, 2020 .

The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions

Jens Perch Nielsen, Munir Hiabu, Carolin Margraf, 2016 .

Bandwidth selection in marker dependent kernel hazard estimation

María Dolores Martínez Miranda, Jens Perch Nielsen, María Luz Gámiz Pérez, 2013, Comput. Stat. Data Anal..

Validating the double chain ladder stochastic claims reserving model

María Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall, 2014 .

Calendar effect and in-sample forecasting

Jens Perch Nielsen, M. D. Martínez-Miranda, Enno Mammen, 2021, Insurance: Mathematics and Economics.

Local Transformation Kernel Density Estimation of Loss

Olivier Scaillet, Jens Perch Nielsen, Jim Gustafsson, 2006 .

Quantifying Operational Risk Guided by Kernel Smoothing and Continuous Credibility

Paul Pritchard, Jens Perch Nielsen, Jim Gustafsson, 2005 .

Smoothing survival densities in practice

María Dolores Martínez Miranda, Jens Perch Nielsen, María Luz Gámiz Pérez, 2013, Comput. Stat. Data Anal..

Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem

María Dolores Martínez Miranda, Jens Perch Nielsen, Stefan Sperlich, 2013, Expert Syst. Appl..

Improving automobile insurance ratemaking using telematics

Jens Perch Nielsen, Montserrat Guillén, Mercedes Ayuso, 2016 .

Forecasting in an Extended Chain-Ladder-Type

Di Kuang, Bent Nielsen, Jens Perch Nielsen, 2011 .

Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities

María Dolores Martínez Miranda, Jens Perch Nielsen, Munir Hiabu, 2016, Expert Syst. Appl..

Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data

Jens Perch Nielsen, Mercedes Ayuso, Montserrat Guillen, 2018, Transportation.

Communication and Personal Selection of Pension Saver’s Financial Risk

Jens Perch Nielsen, Ioannis Kyriakou, Russell Gerrard, 2019, Eur. J. Oper. Res..

Combining Underreported Internal and External Data for Operational Risk Measurement

Jens Perch Nielsen, Montserrat Guillén, Jim Gustafsson, 2008 .

Optimal customer selection for cross-selling of financial services products

Jens Perch Nielsen, Vladimir K. Kaishev, Fredrik Thuring, 2013, Expert Syst. Appl..

Time-varying effects in the analysis of customer loyalty: A case study in insurance

Jens Perch Nielsen, Montserrat Guillen, Thomas H. Scheike, 2012, Expert Syst. Appl..

Forecasting benchmarks of long-term stock returns via machine learning

Jens Perch Nielsen, Ioannis Kyriakou, Michael Scholz, 2019, Annals of Operations Research.

Nonparametric Autoregression with Multiplicative Volatility and Additive mean

Jens Perch Nielsen, Wolfgang Karl Härdle, Lijian Yang, 1999 .

Kernel density estimation of actuarial loss functions

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2003 .

Longevity studies based on kernel hazard estimation

Jens Perch Nielsen, Montserrat Guillén, Angie Felipe, 2001 .

Marker dependent kernel hazard estimation from local linear estimation

Jens Perch Nielsen, J. Nielsen, 1998 .

On a semiparametric survival model with flexible covariate effect

Peter J. Bickel, Jens Perch Nielsen, Oliver Linton, 1998 .

Smooth backfitting in practice

Jens Perch Nielsen, Stefan Sperlich, J. Nielsen, 2005 .

Statistical modelling and forecasting of outstanding liabilities in non-life insurance

Jens Perch Nielsen, M. D. Martínez-Miranda, Mario V. Wüthrich, 2012 .

Nonparametric prediction of stock returns guided by prior knowledge

Jens Perch Nielsen, Stefan Sperlich, J. Nielsen, 2012 .

Do-Validation for Kernel Density Estimation

Jens Perch Nielsen, Stefan Sperlich, Enno Mammen, 2011 .

A simple bias reduction method for density estimation

Jens Perch Nielsen, Oliver Linton, M. C. Jones, 1995 .

A multiplicative bias reduction method for nonparametric regression

Jens Perch Nielsen, Oliver Linton, O. Linton, 1994 .

Generalized linear time series regression

Jens Perch Nielsen, Bernd Fitzenberger, Enno Mammen, 2011 .

A framework for consistent prediction rules based on markers

Jens Perch Nielsen, Nicholas P. Jewell, N. Jewell, 1993 .

A comparative study of new cross-validated bandwidth selectors for kernel density estimation

Jens Perch Nielsen, Stefan Sperlich, Enno Mammen, 2012 .

Inverse beta transformation in kernel density estimation

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2008 .

Forecasting with the age-period-cohort model and the extended chain-ladder model

Di Kuang, Bent Nielsen, Jens Perch Nielsen, 2008 .

Boundary and Bias Correction in Kernel Hazard Estimation

Jens Perch Nielsen, J. Nielsen, Carsten Tanggaard, 2001 .

An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models

Jens Perch Nielsen, Oliver Linton, O. Linton, 1998 .

Transformation kernel estimation of insurance claim cost distributions

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2010 .

Time-varying effects when analysing customer lifetime duration: application to the insurance market

Jens Perch Nielsen, Montserrat Guillén, Ana M. Pérez-Marín, 2006 .

Multivariate Boundary Kernels from Local Linear Estimation

Jens Perch Nielsen, 1999 .

Identification of the age-period-cohort model and the extended chain ladder model

Di Kuang, Bent Nielsen, Jens Perch Nielsen, 2007 .

The Use of Telematics Devices to Improve Automobile Insurance Rates

Jens Perch Nielsen, Mercedes Ayuso, Montserrat Guillen, 2018, Risk analysis : an official publication of the Society for Risk Analysis.