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Nielsen, Jens Perch


 SSRN Author Rank: 3,108 by Downloads
 Professor
 

City University London - Cass Business School


 106 Bunhill Row
 London, EC1Y 8TZ
 United Kingdom
 email address

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. Nielsen, Jens Perch's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,952
Total
Citations
83
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Linton, Oliver B.
University of Cambridge
Mammen, Enno
University of Mannheim - Department of Economics
Nielsen, Jens Perch
City University London - Cass Business School
Tanggaard, Carsten
CREATES
Posted:
09 Aug 00
Last Revised:
21 Jul 08
860
(16,207)
6

2.  
Gustafsson, Jim
affiliation not provided to SSRN
Nielsen, Jens Perch
City University London - Cass Business School
Pritchard, Paul
Royal & SunAlliance
Roberts, Dix
Royal & SunAlliance
Posted:
07 Dec 04
753
(19,688)
11

3.  
Gustafsson, Jim
affiliation not provided to SSRN
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
06 Feb 08
Last Revised:
01 Jul 08
704
(21,650)
8

4.  
Gustafsson, Jim
affiliation not provided to SSRN
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Nielsen, Jens Perch
City University London - Cass Business School
Pritchard, Paul
Royal & SunAlliance
Posted:
20 Dec 05
659
(23,766)
13

5.  
Nielsen, Jens Perch
City University London - Cass Business School
Mumford, Paul
Royal & SunAlliance
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
18 Dec 05
659
(23,766)
2

6.   Incl. Electronic Paper
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
21 Feb 04
Last Revised:
02 Jan 13
611
(26,456)
5

7.  
Høgh, Nils
Nordea Markets
Linton, Oliver B.
University of Cambridge
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
13 Jan 04
471
(37,334)
2

8.  
Englund, Martin
Codan Insurance
Gustafsson, Jim
affiliation not provided to SSRN
Buch-Kromann, Tine
Royal & SunAlliance
Nielsen, Jens Perch
City University London - Cass Business School
Thuring, Fredrik
Cass Business School, City University London and RSA-Scandinavia
Posted:
12 Nov 06
390
(47,250)
1

9.  
Gustafsson, Jim
affiliation not provided to SSRN
Nielsen, Jens Perch
City University London - Cass Business School
Pritchard, Paul
Royal & SunAlliance
Roberts, Dix
Royal & SunAlliance
Posted:
08 Feb 06
369
(50,559)
11

10.  
Buch-Kromann, Tine
Royal & SunAlliance
Nielsen, Jens Perch
City University London - Cass Business School
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Bolancé, Catalina
University of Barcelona - Department of Econometrics
Posted:
22 Apr 05
365
(51,219)
7

11.  
Høgh, Nils
Nordea Markets
Nielsen, Jens Perch
City University London - Cass Business School
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Perez-Marin, Ana Maria
University of Barcelona
Posted:
02 Jan 07
Last Revised:
01 Dec 08
294
(65,915)
 

12.  
Local Transformation Kernel Density Estimation of Loss Distributions | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 32
Number of Pages in PDF File: 37
Gustafsson, Jim
affiliation not provided to SSRN
Hagmann-von Arx, Matthias
University of Lausanne - Institute of Banking & Finance (IBF)
Scaillet, O.
University of Geneva GSEM and GFRI
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
26 Nov 06
Last Revised:
17 Jul 08
275
(70,985)
2

13.  
Martinez-Miranda, Maria Dolores
University of Granada
Nielsen, Jens Perch
City University London - Cass Business School
Sperlich, Stefan
Université de Genève, Département des sciences économiques
Posted:
19 Dec 06
255
(76,892)
 

14.  
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Gustafsson, Jim
affiliation not provided to SSRN
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
21 Oct 08
Last Revised:
30 Nov 08
239
(82,456)
2

15.   Incl. Electronic Paper
Englund, Martin
Codan Insurance
Gustafsson, Jim
affiliation not provided to SSRN
Nielsen, Jens Perch
City University London - Cass Business School
Thuring, Fredrik
Cass Business School, City University London and RSA-Scandinavia
Posted:
09 Aug 06
Last Revised:
05 May 09
170
(114,903)
1

16.  
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction | Show Abstract | Download This Paper | Open PDF in Browser |
Centre for Analytical Finance Working Paper No. 185
Number of Pages in PDF File: 38
Nielsen, Jens Perch
City University London - Cass Business School
Tanggaard, Carsten
CREATES
Jones, M. C.
The Open University
Posted:
11 Dec 04
169
(115,543)
1

17.  
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Nielsen, Jens Perch
City University London - Cass Business School
Perez-Marin, Ana Maria
University of Barcelona
Petersen, Kitt S.
Festina Lente
Posted:
21 May 10
Last Revised:
20 Sep 10
153
(126,087)
1

18.  
Englund, Martin
Codan Insurance
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Gustafsson, Jim
affiliation not provided to SSRN
Hougaard Hansen, Lars
Codan
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
27 Dec 05
Last Revised:
05 Feb 08
139
(137,558)
2

19.  
Nielsen, Bent
University of Oxford - Nuffield College
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
12 Dec 10
Last Revised:
16 Dec 10
113
(160,838)
 

20.  
Buch-Kromann, Tine
Royal & SunAlliance
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
20 Jun 10
67
(224,274)
 

21.  
Buch-Kromann, Tine
Royal & SunAlliance
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Linton, Oliver B.
University of Cambridge
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
16 Apr 10
67
(224,274)
2

22.  
Do Not Pay for Your Interest Guarantee! The Law of the Triple Blow | Show Abstract | Download This Paper | Open PDF in Browser |
Guillén, Montserrat, Agnieszka Karolina Konicz, Jens Perch Nielsen, and Ana M. Perez-Marın. 2013. “Do Not Pay For a Danish Interest Guarantee. The Law of the Triple Blow”. Annals of Actuarial Science 7 (2): 192-209. doi:10.1017/S1748499512000176.
Number of Pages in PDF File: 13
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Konicz, Agnieszka K.
Independent
Nielsen, Jens Perch
City University London - Cass Business School
Perez-Marin, Ana Maria
University of Barcelona
Posted:
20 Dec 10
Last Revised:
19 Apr 14
51
(256,744)
 

23.  
Nonparametric Regression with a Latent Time Series | Show Abstract | Download This Paper | Open PDF in Browser |
LSE STICERD Research Paper No. EM538
Number of Pages in PDF File: 29
Linton, Oliver B.
University of Cambridge
Nielsen, Søren Feodor
Copenhagen Business School
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
08 Feb 10
49
(261,342)
 

24.  
Linton, Oliver B.
University of Cambridge
Nielsen, Jens Perch
City University London - Cass Business School
van de Geer, Sara
affiliation not provided to SSRN
Posted:
21 Jul 08
33
(304,195)
4

25.  
Gamiz, Maria Luz
University of Granada
Mammen, Enno
University of Mannheim - Department of Economics
Martinez-Miranda, Maria Dolores
University of Granada
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
03 Oct 14
21
(350,122)
 

26.  
van den Berg, Gerard J.
VU University Amsterdam - Department of Economics
Janys, Lena
University of Mannheim
Mammen, Enno
University of Mannheim - Department of Economics
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
02 Aug 14
12
(391,051)
 

27.  
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? | Show Abstract | Add to Cart |
Journal of Risk & Insurance, Vol. 75, Issue 3, pp. 713-737, September 2008
Number of Pages in PDF File: 25
Brockett, Patrick L.
University of Texas at Austin - Department of Information, Risk and Operations Management
Golden, Linda L.
University of Texas at Austin - Red McCombs School of Business
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Nielsen, Jens Perch
City University London - Cass Business School
Parner, Jan
affiliation not provided to SSRN
Perez-Marin, Ana Maria
University of Barcelona
Posted:
05 Aug 08
3
(430,375)
1

28.  
Non-Parametric Regression with a Latent Time Series | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 12, Issue 2, pp. 187-207, July 2009
Number of Pages in PDF File: 21
Linton, Oliver B.
University of Cambridge
Nielsen, Jens Perch
City University London - Cass Business School
Nielsen, Søren Feodor
Copenhagen Business School
Posted:
08 Oct 09
1
(445,823)
1

29.  
Asymmetric Information, Self‐Selection, and Pricing of Insurance Contracts: The Simple No‐Claims Case | Show Abstract | Add to Cart |
Journal of Risk and Insurance, Vol. 81, Issue 4, pp. 757-780, 2014
Number of Pages in PDF File: 23
Donnelly, Catherine
Heriot-Watt University
Englund, Martin
Codan Insurance
Nielsen, Jens Perch
City University London - Cass Business School
Tanggaard, Carsten
CREATES
Posted:
25 Nov 14
0
(456,167)
 

30.  
Non-Parametric Analysis of Rating Transition and Default Data | Show Abstract |
Journal of Investment Management, Vol. 2, No. 2, Second Quarter 2004
Fledelius, Peter
Royal&SunAlliance
Lando, David
Copenhagen Business School - Department of Finance
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
26 Jul 04
 


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