Theo Nijman

Available identifiers

Publication	Date of Publication	Type
The annuity puzzle remains a puzzle	2018-08-10	Paper
Testing affine term structure models in case of transaction costs	2016-03-30	Paper
When can insurers offer products that dominate delayed old-age pension benefit claiming?	2014-04-15	Paper
Longevity risk and capital markets: the 2008-2009 update	2012-02-10	Paper
Optimal Annuity Risk Management*	2011-11-15	Paper
Longevity risk in portfolios of pension annuities	2009-01-28	Paper
Estimating the term structure of mortality	2009-01-28	Paper
Marginalization and contemporaneous aggregation in multivariate GARCH processes	1996-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q4834772	1995-08-30	Paper
Temporal Aggregation of Garch Processes	1994-01-06	Paper
Testing for Selectivity Bias in Panel Data Models	1993-01-16	Paper
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations	1991-01-01	Paper
Efficiency gains due to using missing data procedures in regression models	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3219651	1985-01-01	Paper
Linear regression using both temporally aggregated and temporally disaggregated data	1982-01-01	Paper

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