World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
39
Citations
5094
World Ranking
2447
National Ranking
291

Mathematics

D-Index
34
Citations
4723
World Ranking
2913
National Ranking
190

Overview

Jens Perch Nielsen is affiliated with City, University of London in the United Kingdom. Their research spans the intersection of Economics, Econometrics and Finance, as well as Mathematics, with a focus on several subfields and topics related to these disciplines.

The main fields of study for Jens Perch Nielsen include:

  • Economics, Econometrics and Finance
  • Mathematics

Their work also involves several subfields, notably:

  • Statistics and Probability
  • Economics and Econometrics
  • Finance
  • Management Science and Operations Research
  • Demography

Core topics addressed in their research encompass:

  • Statistical Methods and Inference
  • Insurance, Mortality, Demography, Risk Management
  • Stochastic processes and financial applications
  • Financial Markets and Investment Strategies
  • Statistical Methods and Bayesian Inference
  • Insurance and Financial Risk Management
  • Advanced Statistical Methods and Models

Jens Perch Nielsen has published extensively in venues including:

  • arXiv (Cornell University)
  • Mathematics
  • Insurance Mathematics and Economics
  • Biometrika
  • SSRN Electronic Journal

Their recent publications feature the following works:

  • Near-miss telematics in motor insurance, 2021, Journal of Risk & Insurance
  • Nonparametric regression with parametric help, 2020, Electronic Journal of Statistics
  • On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging, 2022, European Journal of Operational Research
  • Smooth Backfitting of Proportional Hazards With Multiplicative Components, 2020, Journal of the American Statistical Association
  • Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score, 2024, Astin Bulletin

Frequent collaborators in their research include:

  • Enno Mammen
  • María Dolores Martínez-Miranda
  • Munir Hiabu
  • Ioannis Kyriakou
  • Montserrat Guillén

Best Publications

  • A kernel method of estimating structured nonparametric regression based on marginal integration

    Oliver Linton;Jens Perch Nielsen

  • A simple bias reduction method for density estimation

    M C Jones;Oliver Linton;J P Nielsen

  • Kernel density estimation for heavy-tailed distributions using the champernowne transformation

    Tine Buch-larsen;Jens Perch Nielsen;Montserrat Guillén;Catalina Bolancé

  • Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data

    Mercedes Ayuso;Montserrat Guillen;Jens Perch Nielsen

  • Kernel density estimation of actuarial loss functions

    Catalina Bolancé;Montserrat Guillen;Jens Perch Nielsen

  • Boundary and Bias Correction in Kernel Hazard Estimation

    Jens Perch Nielsen;Carsten Tanggaard

  • Nonparametric Autoregression with Multiplicative Volatility and Additive mean

    Lijian Yang;Wolfgang Karl Härdle;Jens P. Nielsen

  • Kernel estimation in a nonparametric marker dependent hazard model

    Oliver Linton;J.P. Nielsen

  • Smooth backfitting in practice

    J. P. Nielsen;Stefan Andréas Sperlich

  • Identification of the age-period-cohort model and the extended chain-ladder model

    Di Kuang;Bent Nielsen;J. P. Nielsen

  • Yield curve estimation by kernel smoothing methods

    Oliver Linton;Enno Mammen;Jans Perch Nielsen;Carsten Tanggaard

  • Bringing cost transparency to the life annuity market

    Catherine Donnelly;Montserrat Guillén;Jens Perch Nielsen

  • Time-varying effects when analysing customer lifetime duration, application to the insurance market

    Montserrat Guillen;Jens Perch Nielsen;Tomas Scheike;Ana Maria Perez-Marin

  • Forecasting with the age-period-cohort model and the extended chain-ladder model

    D Kuang;Bent Nielsen;J. P. Nielsen

  • Double Chain Ladder

    María Dolores Martínez Miranda;Jens Perch Nielsen;Richard Verrall

  • Time-varying effects in the analysis of customer loyalty

    Montserrat Guillén;Jens Perch Nielsen;Thomas H. Scheike;Ana Maria Pérez-Marín

  • Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims

    Montserrat Guillén;Peter Løchte Jørgensen;Jens Perch Nielsen

  • The use of telematics devices to improve automobile insurance rates

    Montserrat Guillen;Jens Perch Nielsen;Mercedes Ayuso;Ana M. Pérez-Marín

  • Quantitative Operational Risk Models

    Catalina Bolance;Montserrat Guillén;Jim Gustafsson;Jens Perch Nielsen

  • Exchanging uncertain mortality for a cost

    Catherine Donnelly;Montserrat Guillén;Jens Perch Nielsen

  • Kernel Density Estimation for Heavy-tailed Distributions using the Champernowne Transformation

    Tine Buch-Kromann;Jens Perch Nielsen;Montserrat Guillen;Catalina Bolancé

Frequent Co-Authors

Montserrat Guillén
Montserrat Guillén University of Barcelona
Enno Mammen
Enno Mammen Heidelberg University
Oliver Linton
Oliver Linton University of Cambridge
Olivier Scaillet
Olivier Scaillet University of Geneva
Byeong U. Park
Byeong U. Park Seoul National University
M. C. Jones
M. C. Jones The Open University
Gerard J. van den Berg
Gerard J. van den Berg University of Groningen
Peter J. Bickel
Peter J. Bickel University of California, Berkeley

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