A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models. The proposed method achieves better robustness and efficiency than that of Xue and Pang (2013). We establish the asymptotic normalities of proposed estimators and evaluate the...

This paper studies a Sparre Andersen model in which the inter-claim times are generalized Erlang(n) distributed. We assume that the premium rate is a step function depending on the current surplus level. A piecewise integro-differential equation for the Gerber-Shiu discounted penalty function is...

In this paper, we study the absolute ruin problems in a multi-layer compound Poisson model with constant interest force. The piecewise integro-differential equation for the Gerber-Shiu discounted penalty function is derived, and some explicit expressions are given when the claims are...

In this paper, we extend the compound binomial risk model to a Markov dependent model in which the claim occurrence and the claim amount are both regulated by a discrete time Markov process. The explicit expression for the "discounted" joint probability function of the surplus before ruin and...

In this paper, we consider a perturbed compound Poisson risk model with multi-layer dividend strategy. Integro-differential and integral equations for the expected discounted penalty function are derived and solved. When the claims are subexponentially distributed, the asymptotic formula for...

In this paper, the restricted almost unbiased ridge regression estimator and restricted almost unbiased Liu estimator are introduced for the vector of parameters in a multiple linear regression model with linear restrictions. The bias, variance matrices and mean square error (MSE) of the...

In this paper, we introduce two kinds of new restricted estimators called restricted modified Liu estimator and restricted modified ridge estimator based on prior information for the vector of parameters in a linear regression model with linear restrictions. Furthermore, the performance of the...