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A semi-parametric claims reserving model with monotone splines
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Annals of Operations Research |
2024 |
A |
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Claims Reserving with a Robust Generalized Additive Model
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North American Actuarial Journal |
2024 |
A |
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Forecasting mortality rates with a coherent ensemble averaging approach
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ASTIN Bulletin |
2023 |
A |
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Heterogeneity in needs and purchases in Australian retirees
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Accounting and Finance |
2023 |
A |
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Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model
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Empirical Economics |
2023 |
A |
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A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
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Annals of Operations Research |
2022 |
A |
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Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
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North American Actuarial Journal |
2022 |
A |
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Robust Multivariate Lasso Regression with Covariance Estimation
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Journal of Computational and Graphical Statistics |
2022 |
A* |
|
Spatio-temporal analysis of air pollution in North China Plain
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Environmental and Ecological Statistics |
2022 |
A |
|
Analysing spectroscopy data using two-step group penalized partial least squares regression
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Environmental and Ecological Statistics |
2021 |
A |
|
Forecasting mortality with a hyperbolic spatial temporal VAR model
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International Journal of Forecasting |
2021 |
A |
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Mortality Forecasting with a Spatially Penalized Smoothed Var Model
|
ASTIN Bulletin |
2021 |
A |
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Does Bitcoin dominate the price discovery of the Cryptocurrencies market? A time-varying information share analysis
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Operations Research Letters |
2020 |
A |
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Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
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Scandinavian Actuarial Journal |
2020 |
A |
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Robust Lasso Regression Using Tukey's Biweight Criterion
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Technometrics |
2018 |
A |