Jens Perch Nielsen

14 papers C 1Journal 13
YearRankTypeTitle / Venue / Authors
2023 J jnl
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging.
Eur. J. Oper. Res.
Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka
2022 J jnl
Missing link survival analysis with applications to available pandemic data.
Comput. Stat. Data Anal.
María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen
2021 J jnl
Forecasting benchmarks of long-term stock returns via machine learning.
Ann. Oper. Res.
Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, Michael Scholz
2019 J jnl
A comparison of in-sample forecasting methods.
Comput. Stat. Data Anal.
Stephan M. Bischofberger, Munir Hiabu, Enno Mammen, Jens Perch Nielsen
2019 J jnl
Communication and personal selection of pension saver's financial risk.
Eur. J. Oper. Res.
Russell Gerrard, Munir Hiabu, Ioannis Kyriakou, Jens Perch Nielsen
2019 J jnl
Multiplicative local linear hazard estimation and best one-sided cross-validation.
J. Mach. Learn. Res.
María Luz Gámiz, María Dolores Martínez Miranda, Jens Perch Nielsen
2016 J jnl
Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities.
Expert Syst. Appl.
Munir Hiabu, Carolin Margraf, María Dolores Martínez Miranda, Jens Perch Nielsen
2013 J jnl
Bandwidth selection in marker dependent kernel hazard estimation.
Comput. Stat. Data Anal.
María Luz Gámiz Pérez, Lena Janys, María Dolores Martínez Miranda, Jens Perch Nielsen
2013 J jnl
Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem.
Expert Syst. Appl.
María Dolores Martínez Miranda, Jens Perch Nielsen, Stefan Sperlich, Richard Verrall
2013 J jnl
Optimal customer selection for cross-selling of financial services products.
Expert Syst. Appl.
Vladimir K. Kaishev, Jens Perch Nielsen, Fredrik Thuring
2013 C conf
Segmenting and Selecting Cross-sale Prospects using Dynamic Pricing.
ICORES
Fredrik Thuring, Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé
2013 J jnl
Smoothing survival densities in practice.
Comput. Stat. Data Anal.
María Luz Gámiz Pérez, María Dolores Martínez Miranda, Jens Perch Nielsen
2012 J jnl
Selecting prospects for cross-selling financial products using multivariate credibility.
Expert Syst. Appl.
Fredrik Thuring, Jens Perch Nielsen, Montserrat Guillen, Catalina Bolancé
2012 J jnl
Time-varying effects in the analysis of customer loyalty: A case study in insurance.
Expert Syst. Appl.
Montserrat Guillen, Jens Perch Nielsen, Thomas H. Scheike, Ana Maria Pérez-Marín