Jens Perch Nielsen
Jens Perch Nielsen
Professor of Actuarial Science, Cass Business School
Verified email at city.ac.uk
TitleCited byYear
A kernel method of estimating structured nonparametric regression based on marginal integration
O Linton, JP Nielsen
Biometrika, 93-100, 1995
6251995
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
E Mammen, O Linton, J Nielsen
The Annals of Statistics 27 (5), 1443-1490, 1999
3971999
A simple bias reduction method for density estimation
MC Jones, O Linton, JP Nielsen
Biometrika 82 (2), 327-338, 1995
1911995
Kernel density estimation for heavy-tailed distributions using the Champernowne transformation
T Buch-Larsen, JP Nielsen, M Guillén, C Bolancé
Statistics 39 (6), 503-516, 2005
1532005
Kernel density estimation of actuarial loss functions
C Bolancé, M Guillen, JP Nielsen
Insurance: Mathematics and Economics 32 (1), 19-36, 2003
1112003
Nonparametric autoregression with multiplicative volatility and additive mean
L Yang, W Hardle, J Nielsen
Journal of Time Series Analysis 20 (5), 579-604, 1999
1111999
Smooth backfitting in practice
JP Nielsen, S Sperlich
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2005
1042005
Kernel estimation in a nonparametric marker dependent hazard model
JP Nielsen, OB Linton
The Annals of Statistics 23 (5), 1735-1748, 1995
961995
Boundary and bias correction in kernel hazard estimation
JP Nielsen, C Tanggaard
Scandinavian Journal of Statistics 28 (4), 675-698, 2001
952001
Forecasting with the age-period-cohort model and the extended chain-ladder model
D Kuang, B Nielsen, JP Nielsen
Biometrika 95 (4), 987-991, 2008
802008
Identification of the age-period-cohort model and the extended chain-ladder model
D Kuang, B Nielsen, JP Nielsen
Biometrika 95 (4), 979-986, 2008
802008
Yield curve estimation by kernel smoothing methods
O Linton, E Mammen, JP Nielsen, C Tanggaard
Journal of Econometrics 105 (1), 185-223, 2001
772001
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
M Guillén, PL Jørgensen, JP Nielsen
Insurance: Mathematics and Economics 38 (2), 229-252, 2006
692006
Double chain ladder
MDM Miranda, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012
672012
Time-varying effects in the analysis of customer loyalty: A case study in insurance
M Guillén, JP Nielsen, TH Scheike, AM Pérez-Marín
Expert systems with Applications 39 (3), 3551-3558, 2012
672012
An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models
JP Nielsen, OB Linton
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
601998
A framework for consistent prediction rules based on markers
NP Jewell, JP Nielsen
Biometrika 80 (1), 153-164, 1993
571993
The need to monitor customer loyalty and business risk in the European insurance industry
M Guillen, JP Nielsen, AM Pérez-Marín
The Geneva Papers on Risk and Insurance-Issues and Practice 33 (2), 207-218, 2008
552008
Quantitative operational risk models
C Bolancé, M Guillén, J Gustafsson, JP Nielsen
Chapman and Hall/CRC, 2012
542012
Inverse Beta transformation in kernel density estimation
C Bolancé, M Guillén, JP Nielsen
Statistics & Probability Letters 78 (13), 1757-1764, 2008
542008
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