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A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing; Pitt, David C.; Zhang, Xibin; Wu, Xueyuan - 2010
Persistent link: https://www.econbiz.de/10008759307
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Survival analysis of left truncated income protection insurance data
Liu, Qing; Pitt, David C.; Wang, Yan; Wu, Xueyuan - In: Asia-Pacific journal of risk and insurance : APJRI 7 (2013) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10010126444
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On the prediction of claim duration for income protection insurance policyholders
Liu, Qing; Pitt, David C.; Wu, Xueyuan - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 42-62
Persistent link: https://www.econbiz.de/10010358005
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Survival analysis of left truncated income protection insurance data
Liu, Qing; Pitt, David C.; Wang, Yan; Wu, Xueyuan - 2012
Persistent link: https://www.econbiz.de/10009565487
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A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing; Pitt, David C.; Zhang, Xibin; Wu, Xueyuan - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10009297553
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A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing; Pitt, David; Zhang, Xibin; Wu, Xueyuan - Department of Econometrics and Business Statistics, … - 2010
In this paper, we present a Markov chain Monte Carlo (MCMC) simulation algorithm for estimating parameters in the kernel density estimation of bivariate insurance claim data via transformations. Our data set consists of two types of auto insurance claim costs and exhibit a high-level of skewness...
Persistent link: https://www.econbiz.de/10008679042
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A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing; Pitt, David; Zhang, Xibin; Wu, Xueyuan - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10009884620