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Nielsen, Jens Perch


 SSRN Author Rank: 2,876 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
7,816
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
848
(14,907)
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
746
(18,004)
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
693
(20,029)
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
656
(21,711)
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
647
(22,138)
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
607
(24,133)
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
469
(34,141)
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
389
(43,133)
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
(45,980)
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
344
(50,055)
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
292
(60,677)
 

12.  
Local Transformation Kernel Density Estimation of Loss Distributions | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 32
Working Paper Series
Gustafsson, Jim
affiliation not provided to SSRN
Hagmann-von Arx, Matthias
University of Lausanne - Institute of Banking & Finance (IBF)
Scaillet, O.
University of Geneva - HEC
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
26 Nov 06
Last Revised:
17 Jul 08
270
(66,244)
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
254
(70,672)
 

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
236
(76,426)
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
(105,488)
1

16.  
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction | Show Abstract | Download |
Centre for Analytical Finance Working Paper No. 185
Working Paper Series
Nielsen, Jens Perch
City University London - Cass Business School
Tanggaard, Carsten
CREATES
Jones, M. C.
The Open University
Posted:
11 Dec 04
167
(107,243)
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
146
(120,692)
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
136
(128,260)
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
99
(162,763)
 

20.  
Buch-Kromann, Tine
Royal & SunAlliance
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
20 Jun 10
65
(210,201)
 

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
65
(210,201)
2

22.  
Do Not Pay for Your Interest Guarantee! The Law of the Triple Blow | Show Abstract | Download |
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.
Accepted Paper Series
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Konicz, Agnieszka K.
Technical University of Denmark
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
(236,844)
 

23.  
Nonparametric Regression with a Latent Time Series | Show Abstract | Download |
LSE STICERD Research Paper No. EM538
Working Paper Series
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
47
(245,594)
 

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
32
(283,617)
4

25.  
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
8
(379,436)
 

26.  
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
6
(387,535)
 

27.  
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 75, Issue 3, pp. 713-737, September 2008
Accepted Paper Series
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
(400,219)
1

28.  
Non-Parametric Regression with a Latent Time Series | Show Abstract | Download |
Econometrics Journal, Vol. 12, Issue 2, pp. 187-207, July 2009
Accepted Paper Series
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
(415,097)
1

29.  
Asymmetric Information, Self‐Selection, and Pricing of Insurance Contracts: The Simple No‐Claims Case | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 81, Issue 4, pp. 757-780, 2014
Accepted Paper Series
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
(424,980)
 

30.  
Non-Parametric Analysis of Rating Transition and Default Data | Show Abstract |
Journal of Investment Management, Vol. 2, No. 2, Second Quarter 2004
Accepted Paper Series
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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