Piet de Jong

Available identifiers

zbMath Open de-jong.pietMaRDI QIDQ222117

List of research outcomes

Publication	Date of Publication	Type
Forecasting Runoff Triangles	2021-12-22	Paper
A more meaningful parameterization of the Lee-Carter model	2020-11-19	Paper
Coherent modeling of male and female mortality using Lee-Carter in a complex number framework	2016-12-14	Paper
Insights to systematic risk and diversification across a joint probability distribution	2016-05-12	Paper
The tradeoff insurance premium as a two-sided generalisation of the distortion premium	2015-12-14	Paper
Loss reserving using loss aversion functions	2012-02-10	Paper
Determining and Allocating Diversification Benefits for a Portfolio of Risks	2010-06-21	Paper
Mortality Projection Based on the Wang Transform	2009-06-15	Paper
Adverse Selection Spirals	2009-06-15	Paper
Mean and dispersion modelling for policy claims costs	2009-02-28	Paper
Generalized Linear Models for Insurance Data	2008-02-25	Paper
SMOOTHING WITH AN UNKNOWN INITIAL CONDITION	2007-05-29	Paper
The ARMA model in state space form	2007-03-02	Paper
Extending Lee–Carter Mortality Forecasting	2006-05-29	Paper
Nonparametric smoothing using state space techniques	2003-07-03	Paper
Modeling and smoothing unequally spaced sequence data	2002-09-16	Paper
Diagnosing Shocks in Time Series	1999-11-28	Paper
The scan sampler for time series models	1998-02-11	Paper
The simulation smoother for time series models	1995-08-16	Paper
Fast likelihood evaluation and prediction for nonstationary state space models	1994-07-04	Paper
STATIONARY AND NON-STATIONARY STATE SPACE MODELS	1994-06-29	Paper
The diffuse Kalman filter	1992-06-25	Paper
STABLE ALGORITHMS FOR THE STATE SPACE MODEL	1991-01-01	Paper
Smoothing and Interpolation with the State-Space Model	1989-01-01	Paper
The likelihood for a state space model	1988-01-01	Paper
Covariances for smoothed estimates in state space models	1988-01-01	Paper
A cross-validation filter for time series models	1988-01-01	Paper
STATE TRANSITION SPECIFICATION IN STATE-SPACE MODELS	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3218968	1985-01-01	Paper
Models and methods for pairing data	1985-01-01	Paper
A statistical approach to Saaty's scaling method for priorities	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3319650	1984-01-01	Paper
Credibility theory and the Kalman filter	1983-01-01	Paper
Testing for Random Pairing	1983-01-01	Paper
Insurance premiums under demand constraints	1981-01-01	Paper
Determining the final form of a linear dynamic econometric model	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4153496	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4113284	1976-01-01	Paper

Research outcomes over time

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