Statistics & Actuarial Science: Conference papers Collection home page

Browse
Subscribe to this collection to receive daily e-mail notification of new additions RSS Feed RSS Feed RSS Feed
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 296
TitleAuthor(s)Issue DateViews
Mortality Projection using Bayesian Model Averaging
Proceeding/Conference:Mathematical and Statistical Methods for Actuarial Sciences and Finance
2018
2
 
2017
7
 
A Bootstrapped Spectral Test for Adequacy in Weak ARMA Models
Proceeding/Conference:The IMS-China Internatioanl Conference on Statistics and Probability
2015
6
 
On Buffered GARCH Models
Proceeding/Conference:The ICSA International Conference: Challenges Of Statistical Methods For Interdisciplinary Research And Big Data
2013
6
 
On Buffered Time Series Models
Proceeding/Conference:HKU-NUS-STANFORD Conference in Statistical Science and Decision Analysics
2017
3
 
Peter Hall: HKU and Time series
Proceeding/Conference:The Chinese International Statistics Association International Conference
2016
4
 
Global Statistical Collaboration: Opportunities, Challenges and Future
Proceeding/Conference:The 10th International Chinese Statistical Association International Conference, Shanghai, China
2016
6
 
On Hysteretic Time Series with Financial Applications
Proceeding/Conference:The Sixth IMS-FIPS (Institute of Mathematical Statistics - Finance, Insurance, Probability and Statistics) Workshop
2016
3
 
On Buffered Autoregressive Models with Conditional Heteroscedasticity
Proceeding/Conference:Guangzhou 2016 Symposium on Finanacial Engineering and Risk Management (FERM)
2016
4
 
On structure testing for component covariance matrices of a high-dimensional mixture
Proceeding/Conference:Joint Statistical Meeting, JSM 2017
2017
7
 
Geometric stopping of a random walk and applications
Proceeding/Conference:The International Symposium on Probability Theory and Related Fields
2016
3
 
Eigenvalues of sample covariance matrix from a high-dimensional mixture
Proceeding/Conference:International Conference on Data Science
2016
5
 
Actuarial Study of Dependent Risks: Analysis and Applications
Proceeding/Conference:Center of Actuarial Excellence (CAE) Faculty Conference
2016
2
 
Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits
Proceeding/Conference:The Asian Quantitative Finance Conference (AQFC)
2017
5
 
A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models
Proceeding/Conference:Seventh Singapore Conference on Statistical Science
2017
17
 
2014
10
 
On Time Series with a Buffer - AR and GARCH Models
Proceeding/Conference:Singapore Conference on Staistical Science
2014
6
 
A Time Series Model for Realized Volatility Matrices Based on the Matrix-F Distribution
Proceeding/Conference:International Conference on Econometrics and Statistics (EcoSta)
2017
22
 
Semi‐Parametric Approach to the Multiple Change‐Point Problem
Proceeding/Conference:The 4th African International Conference on Statistics
2017
11
 
Some recent research on dependence in actuarial science
Proceeding/Conference:Department of Mathematics, Southern University of Science and Technology, Shenzhen, China: Colloquium
2017
19
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 296