Edit Profile (opens in new tab) Nielsen, Jens Perch Compute Distance To: Compute Author ID: nielsen.jens-perch Published as: Nielsen, Jens Perch; Nielsen, Jens P.; Nielsen, J. P.; Perch Nielsen, Jens; Nielsen, Jans Perch; Nielsen, J. Homepage: http://www.cass.city.ac.uk/faculty-and-research/experts/jens-perch-nielsen Documents Indexed: 85 Publications since 1993, including 1 Book Co-Authors: 55 Co-Authors with 76 Joint Publications 1,086 Co-Co-Authors all top 5 Co-Authors 7 single-authored 20 Mammen, Enno 19 Guillen, Montserrat 14 Martínez Miranda, María Dolores 12 Linton, Oliver Bruce 6 Hiabu, Munir 6 Sperlich, Stefan 5 Bolancé, Catalina 5 Park, Byeong Uk 5 Pérez-Marín, Ana María 4 Donnelly, Catherine 4 Tanggaard, Carsten 4 Verrall, Richard J. 3 Buch-Kromann, Tine 3 Gámiz, Maria Luz 3 Gerrard, Russell 3 Gustafsson, Jim 3 Nielsen, Bent 3 Petersen, Kitt Skovsø 3 Scholz, Michael 2 Englund, Martin 2 Fledelius, Peter 2 Gámiz Pérez, María Luz 2 Janys, Lena 2 Jones, Michael Chris 2 Kyriakou, Ioannis 2 Spreeuw, Jaap 2 Wüthrich, Mario Valentin 1 Andersen, Per Kragh 1 Bickel, Peter John 1 Bischofberger, Stephan M. 1 Buch-Larsen, Tine 1 Elpidorou, Valandis 1 Felipe, Angie 1 Fitzenberger, Bernd 1 Härdle, Wolfgang Karl 1 Jarner, Søren Fiig 1 Jessen, Anders Hedegaard 1 Jewell, Nicholas P. 1 Løchte Jørgensen, Peter 1 Malani, Hina Mehta 1 Martínez Miranda, Dolores María 1 Mousavi, Parastoo 1 Nielsen, Lars Hougaard 1 Nielsen, Søren Feodor 1 Redfearn, William J. 1 Sandqvist, Bjørn Lunding 1 Scheike, Thomas H. 1 Thuring, Frederik 1 Van de Geer, Sara Anna 1 van den Berg, Gerard J. 1 Van Keilegom, Ingrid 1 Villegas, Andrés M. 1 Vodička, Peter 1 Vogelius, Michael S. 1 Vogt, Michael P. 1 Yang, Lijian all top 5 Serials 12 Insurance Mathematics & Economics 11 Biometrika 7 Scandinavian Actuarial Journal 7 ASTIN Bulletin 6 The Annals of Statistics 4 Computational Statistics and Data Analysis 3 Scandinavian Journal of Statistics 3 Statistics & Probability Letters 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Journal of Econometrics 2 Scandinavian Actuarial Journal 2 Statistics 2 North American Actuarial Journal 2 SORT. Statistics and Operations Research Transactions 2 Electronic Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of the American Statistical Association 1 Journal of Time Series Analysis 1 Revista Colombiana de Estadística 1 Annals of Operations Research 1 European Journal of Operational Research 1 Bernoulli 1 Journal of Nonparametric Statistics 1 The Econometrics Journal 1 Journal of Applied Statistics 1 Journal of Machine Learning Research (JMLR) 1 Journal of Actuarial Practice 1 Journal of the Korean Statistical Society 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The Scientific World Journal. Probability and Statistics all top 5 Fields 74 Statistics (62-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 73 Publications have been cited 1,005 times in 570 Documents Cited by ▼ Year ▼ A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036Linton, Oliver; Nielsen, Jens Perch 161 1995 The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028Mammen, E.; Linton, O.; Nielsen, J. 108 1999 A simple bias reduction method for density estimation. Zbl 0823.62033Jones, M. C.; Linton, O.; Nielsen, J. P. 71 1995 Smooth backfitting in practice. Zbl 1060.62048Nielsen, Jens Perch; Sperlich, Stefan 38 2005 Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023Nielsen, Jens P.; Linton, Oliver B. 35 1995 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 29 1999 Forecasting with the age-period-cohort model and the extended chain-ladder model. Zbl 1437.62516Kuang, D.; Nielsen, B.; Nielsen, J. P. 28 2008 Kernel density estimation for heavy-tailed distributions using the Champernowne transformation. Zbl 1095.62040Buch-Larsen, Tine; Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, Catalina 27 2005 Boundary and bias correction in kernel hazard estimation. Zbl 1010.62093Nielsen, Jens Perch; Tanggaard, Carsten 24 2001 Identification of the age-period-cohort model and the extended chain-ladder model. Zbl 1437.62515Kuang, D.; Nielsen, B.; Nielsen, J. P. 24 2008 Kernel density estimation of actuarial loss functions. Zbl 1024.62041Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch 24 2003 Double chain ladder. Zbl 1277.91092Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard 22 2012 Prediction of RBNS and IBNR claims using claim amounts and claim counts. Zbl 1235.91109Verrall, Richard; Nielsen, Jens Perch; Jessen, Anders Hedegaard 21 2010 Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch 21 2006 On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J. 20 1998 Generalised structured models. Zbl 1436.62313Mammen, Enno; Nielsen, Jens Perch 19 2003 Bringing cost transparency to the life annuity market. Zbl 1304.91101Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 18 2014 A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043Linton, Oliver; Nielsen, Jens Perch 15 1994 Do-validation for kernel density estimation. Zbl 05965223Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch; Sperlich, Stefan 15 2011 An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040Nielsen, J. P.; Linton, O. B. 14 1998 Marker dependent kernel hazard estimation from local linear estimation. Zbl 1031.62502Nielsen, Jens Perch 14 1998 Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara 13 2003 Yield curve estimation by kernel smoothing methods. Zbl 1037.62112Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten 13 2001 Multiplicative bias correction in kernel hazard estimation. Zbl 0921.62106Nielsen, Jens Perch 12 1998 Identification and forecasting in mortality models. Zbl 1328.62575Nielsen, Bent; Nielsen, Jens P. 12 2014 Exchanging uncertain mortality for a cost. Zbl 1291.91103Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 11 2013 Local linear density estimation for filtered survival data, with bias correction. Zbl 1291.62085Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M. C. 10 2009 Inverse beta transformation in kernel density estimation. Zbl 1147.62323Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 10 2008 Performance measurement of pension strategies: a case study of Danish life-cycle products. Zbl 1279.91096Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 9 2013 Multivariate latent risk: a credibility approach. Zbl 1169.91387Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch 9 2008 A framework for consistent prediction rules based on markers. Zbl 0772.62052Jewell, Nicholas P.; Nielsen, Jens P. 8 1993 Variable bandwidth kernel hazard estimators. Zbl 1024.62013Nielsen, Jens Perch 7 2003 Asymptotics for in-sample density forecasting. Zbl 1312.62050Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. 7 2015 Bandwidth selection in marker dependent kernel hazard estimation. Zbl 1471.62071Gámiz Pérez, María Luz; Janys, Lena; Martínez Miranda, María Dolores; Nielsen, Jens Perch 7 2013 A general approach to the predictability issue in survival analysis with applications. Zbl 1156.62068Mammen, Enno; Nielsen, Jens Perch 7 2007 Nonparametric regression with filtered data. Zbl 1284.62227Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid 7 2011 Double chain ladder and Bornhuetter-Ferguson. Zbl 07054990Martínez-Miranda, Maria Dolores; Nielsen, Jens Perch; Verrall, Richard 6 2013 Longevity studies based on kernel hazard estimation. Zbl 1013.62102Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch 6 2001 Operational time and in-sample density forecasting. Zbl 1371.62031Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. 6 2017 Prediction of stock returns: a new way to look at it. Zbl 1095.91019Nielsen, Jens Perch; Sperlich, Stefan 5 2003 Super-efficient hazard estimation based on high-quality marker information. Zbl 0917.62032Nielsen, Jens Perch 5 1999 In-sample forecasting applied to reserving and mesothelioma mortality. Zbl 1314.91144Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch 5 2015 Smoothing survival densities in practice. Zbl 1365.62372Gámiz Pérez, M. Luz; Martínez Miranda, María Dolores; Nielsen, Jens Perch 5 2013 Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch 5 2015 Quantitative operational risk models. Zbl 1233.91003Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch 5 2012 Further theoretical and practical insight to the do-validated bandwidth selector. Zbl 1306.62096Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch; Sperlich, Stefan 4 2014 Double one-sided cross-validation of local linear hazards. Zbl 1414.62329Luz Gámiz, María; Mammen, Enno; Martínez Miranda, María Dolores; Perch Nielsen, Jens 4 2016 In-sample forecasting with local linear survival densities. Zbl 07072159Hiabu, M.; Mammen, E.; Martìnez-Miranda, M. D.; Nielsen, Jens P. 4 2016 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 4 2015 Nonparametric prediction of stock returns based on yearly data: the long-term view. Zbl 1348.62247Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan 4 2015 Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch 4 2011 Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria 4 2018 Multivariate boundary kernels from local linear estimation coefficient. Zbl 0922.62045Nielsen, Jens Perch 3 1999 A nonparametric visual test of mixed hazard models. Zbl 1296.62052Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig 3 2013 Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data. Zbl 1238.62039Buch-Kromann, Tine; Nielsen, Jens Perch 3 2012 The geometric chain-ladder. Zbl 1398.62310Kuang, D.; Nielsen, B.; Nielsen, J. P. 3 2015 Non-parametric estimation of operational risk losses adjusted for under-reporting. Zbl 1164.91026Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim; Nielsen, Jens Perch; Thuring, Frederik 3 2007 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 2 2012 A comparison of in-sample forecasting methods. Zbl 07058811Bischofberger, Stephan M.; Hiabu, Munir; Mammen, Enno; Nielsen, Jens Perch 2 2019 Transformation kernel estimation of insurance claim cost distributions. Zbl 1380.62139Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 2 2010 Non-parametric regression with a latent time series. Zbl 1206.62074Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor 2 2009 Two-dimensional hazard estimation for longevity analysis. Zbl 1142.62078Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Vogelius, Michael 2 2004 Can automobile insurance telematics predict the risk of near-miss events? Zbl 1437.91392Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis 2 2020 Nonparametric long term prediction of stock returns with generated bond yields. Zbl 1373.62529Scholz, Michael; Sperlich, Stefan; Nielsen, Jens Perch 2 2016 Communication and personal selection of pension saver’s financial risk. Zbl 1431.91329Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; Nielsen, Jens Perch 2 2019 A comparative study of parametric and nonparametric estimators of old-age mortality in Sweden. Zbl 1181.91277Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Petersen, Kitt Skovsø 1 2004 Performance measurement of pension strategies: a case study of Danish life cycle products. Zbl 1279.91095Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 1 2012 In-sample forecasting: a brief review and new algorithms. Zbl 1396.62073Lee, Y. K.; Mammen, E.; Nielsen, J. P.; Park, B. U. 1 2018 A note on the asymptotic variance of survival function in the semi-Markov model. Zbl 0779.62101Malani, Hina M.; Redfearn, William J.; Nielsen, Jens Perch 1 1993 Smoothing and prediction with a view to actuarial science, biostatistics and finance. Zbl 1087.62050Nielsen, Jens Perch 1 2003 Proportional hazard estimation adjusted by continuous credibility. Zbl 1102.62114Nielsen, Jens Perch; Sandqvist, Bjørn Lunding 1 2005 Nonparametric regression with parametric help. Zbl 1454.62127Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. 1 2020 Forecasting benchmarks of long-term stock returns via machine learning. Zbl 1465.62175Kyriakou, Ioannis; Mousavi, Parastoo; Nielsen, Jens Perch; Scholz, Michael 1 2021 Forecasting benchmarks of long-term stock returns via machine learning. Zbl 1465.62175Kyriakou, Ioannis; Mousavi, Parastoo; Nielsen, Jens Perch; Scholz, Michael 1 2021 Can automobile insurance telematics predict the risk of near-miss events? Zbl 1437.91392Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis 2 2020 Nonparametric regression with parametric help. Zbl 1454.62127Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. 1 2020 A comparison of in-sample forecasting methods. Zbl 07058811Bischofberger, Stephan M.; Hiabu, Munir; Mammen, Enno; Nielsen, Jens Perch 2 2019 Communication and personal selection of pension saver’s financial risk. Zbl 1431.91329Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; Nielsen, Jens Perch 2 2019 Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria 4 2018 In-sample forecasting: a brief review and new algorithms. Zbl 1396.62073Lee, Y. K.; Mammen, E.; Nielsen, J. P.; Park, B. U. 1 2018 Operational time and in-sample density forecasting. Zbl 1371.62031Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. 6 2017 Double one-sided cross-validation of local linear hazards. Zbl 1414.62329Luz Gámiz, María; Mammen, Enno; Martínez Miranda, María Dolores; Perch Nielsen, Jens 4 2016 In-sample forecasting with local linear survival densities. Zbl 07072159Hiabu, M.; Mammen, E.; Martìnez-Miranda, M. D.; Nielsen, Jens P. 4 2016 Nonparametric long term prediction of stock returns with generated bond yields. Zbl 1373.62529Scholz, Michael; Sperlich, Stefan; Nielsen, Jens Perch 2 2016 Asymptotics for in-sample density forecasting. Zbl 1312.62050Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. 7 2015 In-sample forecasting applied to reserving and mesothelioma mortality. Zbl 1314.91144Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch 5 2015 Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch 5 2015 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 4 2015 Nonparametric prediction of stock returns based on yearly data: the long-term view. Zbl 1348.62247Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan 4 2015 The geometric chain-ladder. Zbl 1398.62310Kuang, D.; Nielsen, B.; Nielsen, J. P. 3 2015 Bringing cost transparency to the life annuity market. Zbl 1304.91101Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 18 2014 Identification and forecasting in mortality models. Zbl 1328.62575Nielsen, Bent; Nielsen, Jens P. 12 2014 Further theoretical and practical insight to the do-validated bandwidth selector. Zbl 1306.62096Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch; Sperlich, Stefan 4 2014 Exchanging uncertain mortality for a cost. Zbl 1291.91103Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch 11 2013 Performance measurement of pension strategies: a case study of Danish life-cycle products. Zbl 1279.91096Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 9 2013 Bandwidth selection in marker dependent kernel hazard estimation. Zbl 1471.62071Gámiz Pérez, María Luz; Janys, Lena; Martínez Miranda, María Dolores; Nielsen, Jens Perch 7 2013 Double chain ladder and Bornhuetter-Ferguson. Zbl 07054990Martínez-Miranda, Maria Dolores; Nielsen, Jens Perch; Verrall, Richard 6 2013 Smoothing survival densities in practice. Zbl 1365.62372Gámiz Pérez, M. Luz; Martínez Miranda, María Dolores; Nielsen, Jens Perch 5 2013 A nonparametric visual test of mixed hazard models. Zbl 1296.62052Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig 3 2013 Double chain ladder. Zbl 1277.91092Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard 22 2012 Quantitative operational risk models. Zbl 1233.91003Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch 5 2012 Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data. Zbl 1238.62039Buch-Kromann, Tine; Nielsen, Jens Perch 3 2012 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 2 2012 Performance measurement of pension strategies: a case study of Danish life cycle products. Zbl 1279.91095Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S. 1 2012 Do-validation for kernel density estimation. Zbl 05965223Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch; Sperlich, Stefan 15 2011 Nonparametric regression with filtered data. Zbl 1284.62227Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid 7 2011 Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch 4 2011 Prediction of RBNS and IBNR claims using claim amounts and claim counts. Zbl 1235.91109Verrall, Richard; Nielsen, Jens Perch; Jessen, Anders Hedegaard 21 2010 Transformation kernel estimation of insurance claim cost distributions. Zbl 1380.62139Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 2 2010 Local linear density estimation for filtered survival data, with bias correction. Zbl 1291.62085Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M. C. 10 2009 Non-parametric regression with a latent time series. Zbl 1206.62074Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor 2 2009 Forecasting with the age-period-cohort model and the extended chain-ladder model. Zbl 1437.62516Kuang, D.; Nielsen, B.; Nielsen, J. P. 28 2008 Identification of the age-period-cohort model and the extended chain-ladder model. Zbl 1437.62515Kuang, D.; Nielsen, B.; Nielsen, J. P. 24 2008 Inverse beta transformation in kernel density estimation. Zbl 1147.62323Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch 10 2008 Multivariate latent risk: a credibility approach. Zbl 1169.91387Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch 9 2008 A general approach to the predictability issue in survival analysis with applications. Zbl 1156.62068Mammen, Enno; Nielsen, Jens Perch 7 2007 Non-parametric estimation of operational risk losses adjusted for under-reporting. Zbl 1164.91026Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim; Nielsen, Jens Perch; Thuring, Frederik 3 2007 Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch 21 2006 Smooth backfitting in practice. Zbl 1060.62048Nielsen, Jens Perch; Sperlich, Stefan 38 2005 Kernel density estimation for heavy-tailed distributions using the Champernowne transformation. Zbl 1095.62040Buch-Larsen, Tine; Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, Catalina 27 2005 Proportional hazard estimation adjusted by continuous credibility. Zbl 1102.62114Nielsen, Jens Perch; Sandqvist, Bjørn Lunding 1 2005 Two-dimensional hazard estimation for longevity analysis. Zbl 1142.62078Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Vogelius, Michael 2 2004 A comparative study of parametric and nonparametric estimators of old-age mortality in Sweden. Zbl 1181.91277Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Petersen, Kitt Skovsø 1 2004 Kernel density estimation of actuarial loss functions. Zbl 1024.62041Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch 24 2003 Generalised structured models. Zbl 1436.62313Mammen, Enno; Nielsen, Jens Perch 19 2003 Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara 13 2003 Variable bandwidth kernel hazard estimators. Zbl 1024.62013Nielsen, Jens Perch 7 2003 Prediction of stock returns: a new way to look at it. Zbl 1095.91019Nielsen, Jens Perch; Sperlich, Stefan 5 2003 Smoothing and prediction with a view to actuarial science, biostatistics and finance. Zbl 1087.62050Nielsen, Jens Perch 1 2003 Boundary and bias correction in kernel hazard estimation. Zbl 1010.62093Nielsen, Jens Perch; Tanggaard, Carsten 24 2001 Yield curve estimation by kernel smoothing methods. Zbl 1037.62112Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten 13 2001 Longevity studies based on kernel hazard estimation. Zbl 1013.62102Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch 6 2001 The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028Mammen, E.; Linton, O.; Nielsen, J. 108 1999 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 29 1999 Super-efficient hazard estimation based on high-quality marker information. Zbl 0917.62032Nielsen, Jens Perch 5 1999 Multivariate boundary kernels from local linear estimation coefficient. Zbl 0922.62045Nielsen, Jens Perch 3 1999 On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J. 20 1998 An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040Nielsen, J. P.; Linton, O. B. 14 1998 Marker dependent kernel hazard estimation from local linear estimation. Zbl 1031.62502Nielsen, Jens Perch 14 1998 Multiplicative bias correction in kernel hazard estimation. Zbl 0921.62106Nielsen, Jens Perch 12 1998 A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036Linton, Oliver; Nielsen, Jens Perch 161 1995 A simple bias reduction method for density estimation. Zbl 0823.62033Jones, M. C.; Linton, O.; Nielsen, J. P. 71 1995 Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023Nielsen, Jens P.; Linton, Oliver B. 35 1995 A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043Linton, Oliver; Nielsen, Jens Perch 15 1994 A framework for consistent prediction rules based on markers. Zbl 0772.62052Jewell, Nicholas P.; Nielsen, Jens P. 8 1993 A note on the asymptotic variance of survival function in the semi-Markov model. Zbl 0779.62101Malani, Hina M.; Redfearn, William J.; Nielsen, Jens Perch 1 1993 all cited Publications top 5 cited Publications all top 5 Cited by 740 Authors 44 Nielsen, Jens Perch 36 Mammen, Enno 30 Linton, Oliver Bruce 25 Park, Byeong Uk 18 Sperlich, Stefan 17 Guillen, Montserrat 12 Yang, Lijian 11 Martínez Miranda, María Dolores 10 Van Keilegom, Ingrid 7 Debbarh, Mohammed 7 Dette, Holger 7 Jones, Michael Chris 7 Yu, Kyusang 6 Antonio, Katrien 6 Blake, David 6 Bolancé, Catalina 6 Bouzebda, Salim 6 Donnelly, Catherine 6 Hall, Peter Gavin 6 Härdle, Wolfgang Karl 6 Igarashi, Gaku 6 Lee, Youngkyung 6 Liang, Hua 5 Chen, An 5 Denuit, Michel M. 5 Fan, Jianqing 5 Gao, Jiti 5 Hiabu, Munir 5 Hirukawa, Masayuki 5 Horowitz, Joel L. 5 Kakizawa, Yoshihide 5 Lu, Xuewen 5 Neumeyer, Natalie 5 Verrall, Richard J. 5 Vogt, Michael P. 5 Xia, Yingcun 4 Adjabi, Smail 4 Badescu, Andrei L. 4 Boucher, Jean-Philippe 4 Gámiz, Maria Luz 4 Gatzert, Nadine 4 Jeon, Jeong Min 4 Ker, Alan P. 4 Liu, Rong 4 Peng, Liang 4 Pérez-Marín, Ana María 4 Punzo, Antonio 4 Taylor, Greg 4 Tjøstheim, Dag B. 4 Turlach, Berwin A. 4 Wang, Li 4 Yang, Seong J. 4 Zhang, Riquan 4 Zougab, Nabil 3 Avanzi, Benjamin 3 Bagkavos, Dimitrios 3 Bagnato, Luca 3 Buch-Kromann, Tine 3 Bühlmann, Peter 3 Cui, Xia 3 Didi, Sultana 3 Gao, Guangyuan 3 Gerrard, Russell 3 Han, Kyunghee 3 Huang, Jianhua Z. 3 Jacho-Chávez, David Tomás 3 Jiang, Jiancheng 3 Kim, Choongrak 3 Kong, Efang 3 Lian, Heng 3 Lin, X. Sheldon 3 Lindholm, Mathias 3 Lu, Zudi 3 MacMinn, Richard D. 3 Martins-Filho, Carlos 3 Meng, Shengwang 3 Milevsky, Moshe Arye 3 Naito, Kanta 3 Pigeon, Mathieu 3 Rach, Manuel 3 Raya-Miranda, Rocío 3 Roca-Pardiñas, Javier 3 Sakudo, Mari 3 Scaillet, Olivier 3 Scholz, Michael 3 Trufin, Julien 3 Tutz, Gerhard E. 3 Viallon, Vivian 3 Wong, Bernard 3 Wüthrich, Mario Valentin 3 Xue, Lan 3 Zhou, Xian 2 Abdallah, Anas 2 Aerts, Marc 2 Audrino, Francesco 2 Balter, Anne G. 2 Bareche, Aïcha 2 Bernhardt, Thomas 2 Bischofberger, Stephan M. 2 Bissantz, Nicolai ...and 640 more Authors all top 5 Cited in 89 Serials 61 Insurance Mathematics & Economics 41 The Annals of Statistics 34 Journal of Econometrics 28 Computational Statistics and Data Analysis 26 ASTIN Bulletin 25 Journal of Nonparametric Statistics 21 Scandinavian Actuarial Journal 19 Econometric Theory 17 Journal of Statistical Planning and Inference 17 Statistics & Probability Letters 17 Communications in Statistics. Theory and Methods 16 Journal of the Korean Statistical Society 15 Journal of Multivariate Analysis 13 Annals of the Institute of Statistical Mathematics 13 North American Actuarial Journal 11 Scandinavian Journal of Statistics 10 Computational Statistics 10 Bernoulli 9 Electronic Journal of Statistics 7 Metrika 7 Statistics 7 Test 7 European Actuarial Journal 6 Journal of the American Statistical Association 6 Statistical Science 6 Journal of Applied Statistics 5 Journal of Time Series Analysis 5 Econometric Reviews 5 Communications in Statistics. Simulation and Computation 4 Economics Letters 4 European Journal of Operational Research 4 Journal of Statistical Computation and Simulation 4 Statistical Papers 4 Lifetime Data Analysis 4 The Econometrics Journal 3 The Canadian Journal of Statistics 3 Biometrics 3 Journal of Computational and Applied Mathematics 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Journal of Statistical Theory and Practice 3 AStA. Advances in Statistical Analysis 2 Applied Mathematics and Computation 2 Annals of Operations Research 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Inequalities and Applications 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 International Journal of Theoretical and Applied Finance 2 Methodology and Computing in Applied Probability 2 Statistical Methodology 2 The Annals of Applied Statistics 1 Advances in Applied Probability 1 Biometrical Journal 1 International Economic Review 1 Journal of Mathematical Psychology 1 Scandinavian Actuarial Journal 1 Probability Theory and Related Fields 1 Science in China. Series A 1 Automation and Remote Control 1 Pattern Recognition 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Mathematical Methods of Statistics 1 Annals of Mathematics and Artificial Intelligence 1 Mathematical Population Studies 1 Journal of Applied Analysis 1 Mathematical Methods of Operations Research 1 Revista Matemática Complutense 1 Far East Journal of Theoretical Statistics 1 Biostatistics 1 Applied Stochastic Models in Business and Industry 1 Advances and Applications in Statistics 1 Journal of Systems Science and Complexity 1 Statistical Modelling 1 Journal of Machine Learning Research (JMLR) 1 Review of Derivatives Research 1 Statistical Methods and Applications 1 Journal of Industrial and Management Optimization 1 Inverse Problems in Science and Engineering 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Advances in Mathematical Physics 1 Journal of Computational and Graphical Statistics 1 Journal of Probability and Statistics 1 Sankhyā. Series A 1 Annals of Finance 1 ISRN Applied Mathematics 1 Communications in Mathematics and Statistics 1 The Scientific World Journal. Probability and Statistics 1 Transactions of A. Razmadze Mathematical Institute 1 Mathematical Statistics and Learning all top 5 Cited in 19 Fields 497 Statistics (62-XX) 165 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 73 Numerical analysis (65-XX) 49 Probability theory and stochastic processes (60-XX) 8 Computer science (68-XX) 5 General and overarching topics; collections (00-XX) 5 Operations research, mathematical programming (90-XX) 5 Biology and other natural sciences (92-XX) 5 Systems theory; control (93-XX) 3 Integral equations (45-XX) 3 Geophysics (86-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) Citations by Year