Publications

Filtered Results: 24 found

Sept 2014
Working Paper
Deviance Analysis of Age-period-cohort Models
Bent Nielsen
Jun 2014
Identification and Forecasting in Mortality Models
Bent Nielsen, J. P. Nielsen
Feb 2014
Paper
Inference and Forecasting in the Age–Period–Cohort Model
Bent Nielsen, J. P. Nielsen, M.D. Martinez
May 2013
Paper
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
Bent Nielsen, Soren Johansen
Jun 2012
Journal
Testing for rational bubbles in a coexplosive vector autoregression
Tom Engsted, Bent Nielsen
Aug 2011
Journal
Asymptotic Behavior of the Cusum of Squares Test under Stochastic and Deterministic Time Trends
Bent Nielsen, Jouni S. Sohkanen
Jun 2011
Paper
Forecasting in an Extended Chain-Ladder-Type Model
Bent Nielsen, D. Kuang, J. P. Nielsen
May 2011
Paper
Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers
Bent Nielsen, J. P. Nielsen, M.D. Martinez, Richard Verrall