Keywords in Publications
keywordsNo. of Authors
em algorithm 4
stochastic representation 4
bayesian computation 3
brownian motion 3
constrained binomial model 3
da algorithm 3
dirichlet distribution 3
gibbs sampler 3
heavy tail 3
incomplete data 3
inverse bayes formulae 3
mcmc 3
missing at random 3
nested dirichlet distribution 3
precise large deviation 3
ruin probability 3
simplex constraints 3
2-norm 2
abstracting, bibliographies, statistics computers 2
association 2
asymptotic behavior 2
asymptotics 2
bayesian inference 2
bayesian statistical decision theory 2
beta-liouville distribution 2
bias 2
black-scholes model 2
bootstrap 2
bootstrap iteration 2
box constraints 2
by-claim 2
characteristic function, l1-norm symmetric distributions, l1-spherical distributions, order statistics, random weighting method, serial correlation 2
cholesky decomposition 2
compatibility 2
compound poisson 2
conditional correlation 2
confidence interval 2
consistent variation 2
consistently varying tail 2
constant-rebalanced portfolios 2
constrained optimization 2
contingency tables 2
convergence rate 2
counting process 2
data augmentation 2
data augmentation algorithm 2
dirichlet problem 2
distribution (probability theory) 2
doubly stochastic process 2
dynamic portfolio optimization 2
dynamic portfolio selection 2
earnings-at-risk 2
em 2
engineering 2
finite-time ruin probability 2
force of interest 2
grouped and nested dirichlet distributions 2
grouped dirichlet distribution 2
ibf sampler 2
incomplete categorical data 2
information science and information theory 2
insurance risk model 2
integral equation 2
kullback-leibler distance 2
laplace transform 2
latent variables 2
long tail 2
lower/upper extended negative dependence 2
lundberg exponent 2
lundberg inequality 2
main claim 2
markov chain monte carlo 2
martingale 2
martingale approach 2
matrix rate of convergence 2
matuszewska index 2
maximum 2
missing observations (statistics) 2
mixing rate of a markov chain 2
mle 2
monte carlo 2
monte carlo em algorithm 2
multivariate tvcc model 2
mvue 2
negative association 2
paired binary data 2
point process 2
precise large deviations 2
quadratic optimization with constraints 2
random sums 2
randomly weighted sum 2
renewal process 2
risk process 2
sampling/importance resampling 2
small sample size 2
stochastic return 2
subexponentiality 2
survival probability 2
threshold 2
two-dimensional risk model 2
ultimate ruin probability 2
uniformity 2
upper bound 2
volatility 2
weak convergence 2
working parameter 2
absolute ruin 1
ampullary gland 1
angular 1
asymptotic normality 1
auscultation 1
bartlett homogeneity test 1
bayes formula 1
bayesian information gain function 1
beta distribution 1
blood pressure - drug effects 1
blood pressures 1
borel-cantelli lemma 1
box-cox 1
cardiovascular agents - administration & dosage - pharmacology - therapeutic use 1
coagulating gland 1
compositional paired comparisons 1
conditional distribution 1
conditional expectation 1
consistency 1
constant force of interest 1
constant interest force 1
convolution equivalence 1
coverage probability 1
crepitus 1
decay parameter 1
dimension reduction 1
discounted loss 1
discrete barrier options 1
discrete lookback options 1
dispersion 1
dorsal prostate 1
eigenvalues and eigenvectors 1
ejaculation 1
empirical process 1
entropy 1
errors in variables 1
extended regular variation 1
extreme value distribution 1
frequency analysis 1
garch 1
group operations in the simplex 1
hamster 1
heart rate - drug effects 1
high-dimensional data 1
ic 50 1
igg 1
information gain index 1
intromission 1
invariant measures 1
inverse bayes formula 1
isoquinolines - administration & dosage - pharmacology - therapeutic use 1
joint transformation 1
l(p)-norm spherical distribution 1
l(p)-norm uniform distribution 1
likelihood 1
linear errors-in-variables model 1
local probability 1
logistic skew-normal distribution 1
logistic-normal distribution 1
logistic-normal distributions 1
logistic-student distribution 1
m-estimator 1
m-type estimation 1
male accessory sex glands 1
marginal 1
measurement errors 1
medical statistics -- data processing. 1
medical statistics. 1
melatonin receptors 1
mixed-effects model 1
model checking 1
model risk 1
moment estimators 1
monte carlo experiment 1
multivariate normal probability evaluation technique 1
multivariate normality 1
naphthalenic ligands 1
negative dependence 1
non-parametric tests 1
nonparametric regression 1
pairwise dependence index 1
pairwise dependence measure ψ 2 1
partial sum 1
partially linear model 1
pearson's φ 2 1
percentile curves 1
permutation test 1
pineal gland diurnal rhythms 1
piperidines - administration & dosage - pharmacology - therapeutic use 1
principal component 1
product-limit estimator 1
projection pursuit 1
quasi-stationary distributions 1
r* formula 1
radius tests of normality 1
random censorship 1
random symmetrization 1
random-walk hypothesis 1
re-sampling 1
regular variation 1
renewal counting process 1
renewal model 1
renewal risk model 1
robustness 1
sampling (statistics) 1
seminal vesicle 1
sexual behaviour 1
signed log-likelihood ratio 1
simplicial singular value decomposition 1
sliced inverse regression 1
sonography 1
spatial correlation 1
spherical distribution 1
statistical tests 1
stopped markovian bulk-arrival and bulk-service queues 1
strong consistency 1
strong law of large numbers 1
subcompositional stability 1
tail probability 1
temporomandibular joint 1
truncation 1
uniformly scattered points 1
value-at-risk 1
variance-ratio test 1
ventral prostate 1
vibration transmission 1
weibull distribution 1
weight score test 1
weighted sum 1
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Co-Investigators
InvestigatorsNo. of Grants
yuen, kam chuen 2
li, wai keung 1
yang, hailiang 1
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Keywords in Grants
keywordsNo. of Investigators
insurance, dividend 3
actuarial science 2
insurance, investments 2
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