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Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1195033
Description: Fixed effects panel data regression models are useful tools in econometric and microarray analysis. In this paper, we consider statistical inferences under the setting of fixed effects panel data part ... More
Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049946
Description: In this paper, we investigate the asymptotic behaviors of the loss reservings computed by individual data method and its aggregate data versions by Chain-Ladder (CL) and Bornhuetter–Ferguson (BF) algo ... More
Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1185008
Description: Traditional Chinese medicine (TCM) is an important part of primary health care in Asian countries that has utilized complex herbal formulations (consisting 2 or more medicinal herbs) for treating dise ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/360105
Description: The main purpose of this paper is to assess and demonstrate the advantage of claims reserving models based on individual data in forecasting future liabilities over traditional models on aggregate dat ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049827
Description: This article presents a new credibility estimation of the probability distributions of risks under Bayes settings in a completely nonparametric framework. In contrast to the Ferguson's Bayesian nonpar ... More
Reviewed: Reviewed
Authors: Li, Rui | Zhou, Xian
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/357698
Description: This paper is concerned with the statistical inference of partially linear varying coefficient dynamic panel data model with incidental parameter, including efficient estimation of the parametric and ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1055200
Description: Informative identification of the within-subject correlation is essential in longitudinal studies in order to forecast the trajectory of each subject and improve the validity of inferences. In this pa ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/358598
Description: Medical cost data are recorded through medical care and the cost is always related to some sojourn in the health status of the patient. The total medical cost accumulated in the entire lifetime of a l ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049892
Description: Recurrent event data are often encountered in longitudinal follow-up studies related to biomedical science, econometrics, reliability, and demography. In many situations, a terminal event such as deat ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049897
Description: We propose a semiparametric approach based on proportional hazards and copula method to jointly model longitudinal outcomes and the time-to-event. The dependence between the longitudinal outcomes on t ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/317876
Description: This paper deals with statistical inference for the fixed effects panel data seemingly unrelated partially linear regression model. The model naturally extends the traditional fixed effects panel data ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/302983
Description: A bonus-malus system calculates the premiums for car insurance based on the previous claim experience (class). In this paper, we propose a model that allows dependence between the claim frequency and ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/303007
Description: We consider a problem where a firm produces a variety of fresh products to supply two markets: an export market and a local market. A public transportation service is utilized to deliver the products ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: book
Identifier: http://hdl.handle.net/1959.14/334546
Description: 416 page(s)