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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911263
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Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Pai, Jeffrey - In: Journal of forecasting 15 (1996) 2, pp. 63-82
Persistent link: https://www.econbiz.de/10001195089
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573314
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Coherent mortality forecasting with generalized linear models : a modified time-transformation approach
Ahmadi, Seyed Saeed; Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 59 (2014), pp. 194-221
Persistent link: https://www.econbiz.de/10010469134
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Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin; Li, Johnny Siu-Hang; Zhou, Kenneth Q. - In: Insurance / Mathematics & economics 106 (2022), pp. 285-301
Persistent link: https://www.econbiz.de/10013380561