| Publication | Date of Publication | Type |
|---|
| Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality | 2025-01-02 | Paper |
| On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging | 2023-07-04 | Paper |
| Smooth Backfitting of Proportional Hazards With Multiplicative Components | 2023-03-14 | Paper |
| Smooth Backfitting for Additive Hazard Rates | 2023-02-19 | Paper |
| Missing link survival analysis with applications to available pandemic data | 2022-02-18 | Paper |
| Nonsmooth backfitting for the excess risk additive regression model with two survival time scales | 2022-01-18 | Paper |
| Forecasting benchmarks of long-term stock returns via machine learning | 2021-05-05 | Paper |
| Calendar effect and in-sample forecasting | 2021-03-17 | Paper |
| A general semiparametric approach to inference with marker-dependent hazard rate models | 2021-02-04 | Paper |
| Long-term real dynamic investment planning | 2020-08-03 | Paper |
| Global Polynomial Kernel Hazard Estimation | 2020-06-21 | Paper |
| Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? | 2020-05-04 | Paper |
| In-sample forecasting with local linear survival densities | 2019-06-24 | Paper |
| Double One-sided Cross-validation of Local Linear Hazards | 2019-06-12 | Paper |
| A comparison of in-sample forecasting methods | 2019-05-24 | Paper |
| Double Chain Ladder and Bornhuetter-Ferguson | 2019-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4633027 | 2019-05-02 | Paper |
| Communication and personal selection of pension saver's financial risk | 2019-01-09 | Paper |
| Bandwidth selection in marker dependent kernel hazard estimation | 2018-11-02 | Paper |
| Double chain ladder, claims development inflation and zero-claims | 2018-07-11 | Paper |
| IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH | 2018-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4593689 | 2017-11-22 | Paper |
| Smoothing survival densities in practice | 2017-06-30 | Paper |
| Nonparametric long term prediction of stock returns with generated bond yields | 2016-11-21 | Paper |
| Generalised structured models | 2016-06-27 | Paper |
| Identification and forecasting in mortality models | 2016-01-13 | Paper |
| Nonparametric prediction of stock returns based on yearly data: the long-term view | 2015-12-14 | Paper |
| Less is more: increasing retirement gains by using an upside terminal wealth constraint | 2015-09-14 | Paper |
| In-sample forecasting applied to reserving and mesothelioma mortality | 2015-05-26 | Paper |
| Bringing cost transparency to the life annuity market | 2015-01-28 | Paper |
| A nonparametric visual test of mixed hazard models | 2014-09-29 | Paper |
| Statistical modelling and forecasting of outstanding liabilities in non-life insurance | 2014-09-29 | Paper |
| Further theoretical and practical insight to the do-validated bandwidth selector | 2014-08-11 | Paper |
| Exchanging uncertain mortality for a cost | 2014-07-16 | Paper |
| Local linear density estimation for filtered survival data, with bias correction | 2014-03-12 | Paper |
| Performance measurement of pension strategies: a case study of Danish life-cycle products | 2013-12-17 | Paper |
| Performance measurement of pension strategies: a case study of Danish life cycle products | 2013-12-13 | Paper |
| Double chain ladder | 2013-12-12 | Paper |
| Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data | 2012-05-23 | Paper |
| Generalized linear time series regression | 2011-12-28 | Paper |
| Quantitative Operational Risk Models | 2011-11-30 | Paper |
| Do-Validation for Kernel Density Estimation | 2011-10-28 | Paper |
| Nonparametric regression with filtered data | 2011-09-02 | Paper |
| Multivariate density estimation using dimension reducing information and tail flattening trans\-formations | 2011-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071121 | 2011-02-01 | Paper |
| Non-parametric regression with a latent time series | 2010-10-15 | Paper |
| Multivariate Latent Risk: A Credibility Approach | 2009-09-13 | Paper |
| Non-parametric estimation of operational risk losses adjusted for under-reporting | 2009-02-28 | Paper |
| A General Approach to the Predictability Issue in Survival Analysis with Applications | 2009-02-26 | Paper |
| Inverse beta transformation in kernel density estimation | 2008-09-29 | Paper |
| Two-dimensional Hazard Estimation for Longevity Analysis | 2007-12-16 | Paper |
| Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator | 2007-12-16 | Paper |
| Proportional Hazard Estimation Adjusted by Continuous Credibility | 2006-10-04 | Paper |
| Kernel density estimation for heavy-tailed distributions using the champernowne transformation | 2006-07-13 | Paper |
| Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims | 2006-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5467669 | 2006-05-24 | Paper |
| Smooth Backfitting in Practice | 2005-05-06 | Paper |
| Prediction of Stock Returns: A New Way to Look at It | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659785 | 2005-03-21 | Paper |
| Estimating multiplicative and additive hazard functions by kernel methods | 2004-05-18 | Paper |
| Super-Efficient Prediction Based on High-Quality Marker Information | 2004-03-30 | Paper |
| Variable bandwidth kernel hazard estimators | 2003-11-17 | Paper |
| Kernel density estimation of actuarial loss functions | 2003-11-16 | Paper |
| Longevity studies based on kernel hazard estimation | 2003-07-03 | Paper |
| Boundary and Bias Correction in Kernel Hazard Estimation | 2002-11-21 | Paper |
| The existence and asymptotic properties of a backfitting projection algorithm under weak conditions | 2002-06-10 | Paper |
| Yield curve estimation by kernel smoothing methods | 2001-01-01 | Paper |
| Nonparametric Autoregression with Multiplicative Volatility and Additive mean | 2000-03-01 | Paper |
| On a semiparametric survival model with flexible covariate effect | 1999-11-09 | Paper |
| The existence and asymptotic properties of a backfitting projection algorithm under weak conditions | 1999-10-01 | Paper |
| Multivariate Boundary Kernels from Local Linear Estimation | 1999-09-14 | Paper |
| Multiplicative Bias Correction in Kernel Hazard Estimation | 1999-08-10 | Paper |
| Marker dependent kernel hazard estimation from local linear estimation | 1999-03-25 | Paper |
| Super-efficient hazard estimation based on high-quality marker information | 1999-01-01 | Paper |
| An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models | 1998-10-18 | Paper |
| Kernel estimation in a nonparametric marker dependent hazard model | 1996-10-08 | Paper |
| A kernel method of estimating structured nonparametric regression based on marginal integration | 1995-11-02 | Paper |
| A simple bias reduction method for density estimation | 1995-08-16 | Paper |
| A multiplicative bias reduction method for nonparametric regression | 1994-05-24 | Paper |
| A note on the asymptotic variance of survival function in the semi-Markov model | 1994-01-19 | Paper |
| A framework for consistent prediction rules based on markers | 1993-10-11 | Paper |
