Jens Perch Nielsen

According to our database, Jens Perch Nielsen authored at least 14 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging.

Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka

Eur. J. Oper. Res., June, 2023

2022

Missing link survival analysis with applications to available pandemic data.

María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen

Comput. Stat. Data Anal., 2022

2021

Forecasting benchmarks of long-term stock returns via machine learning.

Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, Michael Scholz

Ann. Oper. Res., 2021

2019

Multiplicative local linear hazard estimation and best one-sided cross-validation.

María Luz Gámiz, María Dolores Martínez Miranda, Jens Perch Nielsen

J. Mach. Learn. Res., 2019

Communication and personal selection of pension saver's financial risk.

Russell Gerrard, Munir Hiabu, Ioannis Kyriakou, Jens Perch Nielsen

Eur. J. Oper. Res., 2019

A comparison of in-sample forecasting methods.

Stephan M. Bischofberger, Munir Hiabu, Enno Mammen, Jens Perch Nielsen

Comput. Stat. Data Anal., 2019

2016

Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities.

Munir Hiabu, Carolin Margraf, María Dolores Martínez Miranda, Jens Perch Nielsen

Expert Syst. Appl., 2016

2013

Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem.

María Dolores Martínez Miranda, Jens Perch Nielsen, Stefan Sperlich, Richard Verrall

Expert Syst. Appl., 2013

Optimal customer selection for cross-selling of financial services products.

Vladimir K. Kaishev, Jens Perch Nielsen, Fredrik Thuring

Expert Syst. Appl., 2013

Smoothing survival densities in practice.

María Luz Gámiz Pérez, María Dolores Martínez Miranda, Jens Perch Nielsen

Comput. Stat. Data Anal., 2013

Bandwidth selection in marker dependent kernel hazard estimation.

María Luz Gámiz Pérez, Lena Janys, María Dolores Martínez Miranda, Jens Perch Nielsen

Comput. Stat. Data Anal., 2013

Segmenting and Selecting Cross-sale Prospects using Dynamic Pricing.

Fredrik Thuring, Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé

Proceedings of the ICORES 2013, 2013

2012

Selecting prospects for cross-selling financial products using multivariate credibility.

Fredrik Thuring, Jens Perch Nielsen, Montserrat Guillen, Catalina Bolancé

Expert Syst. Appl., 2012

Time-varying effects in the analysis of customer loyalty: A case study in insurance.

Montserrat Guillen, Jens Perch Nielsen, Thomas H. Scheike, Ana Maria Pérez-Marín

Expert Syst. Appl., 2012