Gerrard, Russell; Hiabu, Munir; Nielsen, Jens Perch; Vodička, Peter Long-term real dynamic investment planning. (English) Zbl 1445.91058 Insur. Math. Econ. 92, 90-103 (2020). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{R. Gerrard} et al., Insur. Math. Econ. 92, 90--103 (2020; Zbl 1445.91058) Full Text: DOI
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch Bringing cost transparency to the life annuity market. (English) Zbl 1304.91101 Insur. Math. Econ. 56, 14-27 (2014). MSC: 91B30 91G99 PDFBibTeX XMLCite \textit{C. Donnelly} et al., Insur. Math. Econ. 56, 14--27 (2014; Zbl 1304.91101) Full Text: DOI
Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. (English) Zbl 1159.91405 Insur. Math. Econ. 38, No. 2, 229-252 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Guillén} et al., Insur. Math. Econ. 38, No. 2, 229--252 (2006; Zbl 1159.91405) Full Text: DOI
Nielsen, Jens Perch; Sandqvist, Bjørn Lunding Proportional hazard estimation adjusted by continuous credibility. (English) Zbl 1102.62114 Astin Bull. 35, No. 1, 239-258 (2005). MSC: 62P05 62M09 PDFBibTeX XMLCite \textit{J. P. Nielsen} and \textit{B. L. Sandqvist}, ASTIN Bull. 35, No. 1, 239--258 (2005; Zbl 1102.62114) Full Text: DOI