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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey S.; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573314
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On the nth stop-loss transform order of ruin probability
Cheng, Yu; Pai, Jeffrey S. - In: Insurance: Mathematics and Economics 32 (2003) 1, pp. 51-60
Persistent link: https://www.econbiz.de/10005375168
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An algorithm for estimating parameters of state-space models
Wu, Lilian Shiao-Yen; Pai, Jeffrey S.; Hosking, J.R.M. - In: Statistics & Probability Letters 28 (1996) 2, pp. 99-106
We describe an algorithm for estimating the parameters of time-series models expressed in state-space form. The algorithm is based on the EM algorithm, and generalizes an algorithm given by Shumway and Stoffer (1982)
Persistent link: https://www.econbiz.de/10005259038
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On the nth stop-loss transform order of ruin probability
Cheng, Yu; Pai, Jeffrey S. - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 51-60
Persistent link: https://www.econbiz.de/10006891303
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Bayesian analysis of compound loss distributions
Pai, Jeffrey S. - In: Journal of econometrics 79 (1997) 1, pp. 129-146
Persistent link: https://www.econbiz.de/10006792628
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A decision framework for optimal crop reinsurance selection
Pai, Jeffrey S.; Boyd, Milton S. - In: China agricultural economic review : publ. in … 2 (2010) 2, pp. 148-166
Persistent link: https://www.econbiz.de/10009920183
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Bayesian analysis of compound loss distributions
Pai, Jeffrey S. - In: Journal of Econometrics 79 (1997) 1, pp. 129-146
Persistent link: https://www.econbiz.de/10005192907
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A decision framework for optimal crop reinsurance selection
Pai, Jeffrey S.; Boyd, Milton S. - In: China Agricultural Economic Review 2 (2010) 2, pp. 148-166
Purpose – In the USA, private insurance companies serve as an integral part of the delivery and risk sharing of the federal crop insurance program. Governed by the Standard Reinsurance Agreement (SRA), private crop insurance companies must designate an eligible crop insurance contract to the...
Persistent link: https://www.econbiz.de/10008464916
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A decision framework for optimal crop reinsurance selection
Pai, Jeffrey S.; Boyd, Milton S. - In: China Agricultural Economic Review 2 (2010) 2, pp. 148-166
Purpose – In the USA, private insurance companies serve as an integral part of the delivery and risk sharing of the federal crop insurance program. Governed by the Standard Reinsurance Agreement (SRA), private crop insurance companies must designate an eligible crop insurance contract to the...
Persistent link: https://www.econbiz.de/10014689588