| Publication | Date of Publication | Type |
|---|
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-02 | Paper |
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
European Journal of Operational Research | 2023-07-04 | Paper |
Smooth Backfitting of Proportional Hazards With Multiplicative Components
Journal of the American Statistical Association | 2023-03-14 | Paper |
| Smooth Backfitting for Additive Hazard Rates | 2023-02-19 | Paper |
Missing link survival analysis with applications to available pandemic data
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Nonsmooth backfitting for the excess risk additive regression model with two survival time scales
Biometrika | 2022-01-18 | Paper |
Nonsmooth backfitting for the excess risk additive regression model with two survival time scales
Biometrika | 2022-01-18 | Paper |
Forecasting benchmarks of long-term stock returns via machine learning
Annals of Operations Research | 2021-05-05 | Paper |
Calendar effect and in-sample forecasting
Insurance Mathematics & Economics | 2021-03-17 | Paper |
A general semiparametric approach to inference with marker-dependent hazard rate models
Journal of Econometrics | 2021-02-04 | Paper |
Long-term real dynamic investment planning
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Global polynomial kernel hazard estimation
Revista Colombiana de Estadística | 2020-06-21 | Paper |
Can automobile insurance telematics predict the risk of near-miss events?
North American Actuarial Journal | 2020-05-04 | Paper |
In-sample forecasting with local linear survival densities
Biometrika | 2019-06-24 | Paper |
Double one-sided cross-validation of local linear hazards
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
A comparison of in-sample forecasting methods
Computational Statistics and Data Analysis | 2019-05-24 | Paper |
Double Chain Ladder and Bornhuetter-Ferguson
North American Actuarial Journal | 2019-05-15 | Paper |
| scientific article; zbMATH DE number 7049737 (Why is no real title available?) | 2019-05-02 | Paper |
scientific article; zbMATH DE number 7049737 (Why is no real title available?)
(available as arXiv preprint) | 2019-05-02 | Paper |
Communication and personal selection of pension saver's financial risk
European Journal of Operational Research | 2019-01-09 | Paper |
Bandwidth selection in marker dependent kernel hazard estimation
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Double chain ladder, claims development inflation and zero-claims
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH
ASTIN Bulletin | 2018-06-05 | Paper |
| Transformation kernel estimation of insurance claim cost distributions | 2017-11-22 | Paper |
Smoothing survival densities in practice
Computational Statistics and Data Analysis | 2017-06-30 | Paper |
Nonparametric long term prediction of stock returns with generated bond yields
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Generalised structured models
Biometrika | 2016-06-27 | Paper |
Identification and forecasting in mortality models
The Scientific World Journal. Probability and Statistics | 2016-01-13 | Paper |
Nonparametric prediction of stock returns based on yearly data: the long-term view
Insurance Mathematics & Economics | 2015-12-14 | Paper |
Less is more: increasing retirement gains by using an upside terminal wealth constraint
Insurance Mathematics & Economics | 2015-09-14 | Paper |
In-sample forecasting applied to reserving and mesothelioma mortality
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Bringing cost transparency to the life annuity market
Insurance Mathematics & Economics | 2015-01-28 | Paper |
A nonparametric visual test of mixed hazard models
SORT. Statistics and Operations Research Transactions | 2014-09-29 | Paper |
Statistical modelling and forecasting of outstanding liabilities in non-life insurance
SORT. Statistics and Operations Research Transactions | 2014-09-29 | Paper |
Further theoretical and practical insight to the do-validated bandwidth selector
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Exchanging uncertain mortality for a cost
Insurance Mathematics & Economics | 2014-07-16 | Paper |
Local linear density estimation for filtered survival data, with bias correction
Statistics | 2014-03-12 | Paper |
Performance measurement of pension strategies: a case study of Danish life-cycle products
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Performance measurement of pension strategies: a case study of Danish life cycle products
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Double chain ladder
ASTIN Bulletin | 2013-12-12 | Paper |
Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
Annals of the Institute of Statistical Mathematics | 2012-05-23 | Paper |
Generalized linear time series regression
Biometrika | 2011-12-28 | Paper |
| Quantitative Operational Risk Models | 2011-11-30 | Paper |
Do-Validation for Kernel Density Estimation
Journal of the American Statistical Association | 2011-10-28 | Paper |
Nonparametric regression with filtered data
Bernoulli | 2011-09-02 | Paper |
Multivariate density estimation using dimension reducing information and tail flattening trans\-formations
Insurance Mathematics & Economics | 2011-08-01 | Paper |
| Prediction of RBNS and IBNR claims using claim amounts and claim counts | 2011-02-01 | Paper |
Non-parametric regression with a latent time series
Econometrics Journal | 2010-10-15 | Paper |
Multivariate Latent Risk: A Credibility Approach
ASTIN Bulletin | 2009-09-13 | Paper |
Non-parametric estimation of operational risk losses adjusted for under-reporting
Scandinavian Actuarial Journal | 2009-02-28 | Paper |
A General Approach to the Predictability Issue in Survival Analysis with Applications
Biometrika | 2009-02-26 | Paper |
Inverse beta transformation in kernel density estimation
Statistics & Probability Letters | 2008-09-29 | Paper |
Two-dimensional Hazard Estimation for Longevity Analysis
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Proportional Hazard Estimation Adjusted by Continuous Credibility
ASTIN Bulletin | 2006-10-04 | Paper |
Kernel density estimation for heavy-tailed distributions using the champernowne transformation
Statistics | 2006-07-13 | Paper |
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
Insurance Mathematics & Economics | 2006-06-09 | Paper |
| scientific article; zbMATH DE number 5026194 (Why is no real title available?) | 2006-05-24 | Paper |
Smooth Backfitting in Practice
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-05-06 | Paper |
Prediction of Stock Returns: A New Way to Look at It
ASTIN Bulletin | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2148140 (Why is no real title available?) | 2005-03-21 | Paper |
Estimating multiplicative and additive hazard functions by kernel methods
The Annals of Statistics | 2004-05-18 | Paper |
Super-Efficient Prediction Based on High-Quality Marker Information
ASTIN Bulletin | 2004-03-30 | Paper |
Variable bandwidth kernel hazard estimators
Journal of Nonparametric Statistics | 2003-11-17 | Paper |
Kernel density estimation of actuarial loss functions
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Longevity studies based on kernel hazard estimation
Insurance Mathematics & Economics | 2003-07-03 | Paper |
Boundary and Bias Correction in Kernel Hazard Estimation
Scandinavian Journal of Statistics | 2002-11-21 | Paper |
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
The Annals of Statistics | 2002-06-10 | Paper |
Yield curve estimation by kernel smoothing methods
Journal of Econometrics | 2001-01-01 | Paper |
Nonparametric Autoregression with Multiplicative Volatility and Additive mean
Journal of Time Series Analysis | 2000-03-01 | Paper |
On a semiparametric survival model with flexible covariate effect
The Annals of Statistics | 1999-11-09 | Paper |
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
The Annals of Statistics | 1999-10-01 | Paper |
Multivariate Boundary Kernels from Local Linear Estimation
Scandinavian Actuarial Journal | 1999-09-14 | Paper |
Multiplicative Bias Correction in Kernel Hazard Estimation
Scandinavian Journal of Statistics | 1999-08-10 | Paper |
Marker dependent kernel hazard estimation from local linear estimation
Scandinavian Actuarial Journal | 1999-03-25 | Paper |
Super-efficient hazard estimation based on high-quality marker information
Biometrika | 1999-01-01 | Paper |
An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1998-10-18 | Paper |
Kernel estimation in a nonparametric marker dependent hazard model
The Annals of Statistics | 1996-10-08 | Paper |
A kernel method of estimating structured nonparametric regression based on marginal integration
Biometrika | 1995-11-02 | Paper |
A simple bias reduction method for density estimation
Biometrika | 1995-08-16 | Paper |
A multiplicative bias reduction method for nonparametric regression
Statistics & Probability Letters | 1994-05-24 | Paper |
A note on the asymptotic variance of survival function in the semi-Markov model
Statistics & Probability Letters | 1994-01-19 | Paper |
A framework for consistent prediction rules based on markers
Biometrika | 1993-10-11 | Paper |
