Non-linear time series models for actuarial use
Dr Chan, Wai Sum (Principal investigator)
Dr Wong Chun Shan (Co-Investigator)
Others - Physical Sciences
Actuarial Education and Research Fund
To introduce actuaries to some advanced nonlinear time-series techniques that might be useful in building stochastic models for pricing and reserving; to illustrate these techniques step-by-step so that actuaries or actuarial students not expert in this area can still perform the procedures.