This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process. This also applies to the conditional...

In many planning and policy research settings available secondary data sources may be incapable of answering pertinent research questions because certain variable combinations are unavailable. One solution to this constraint is to try to construct the desired data using information from multiple...

The estimation of the mortality of the “oldest old”; is subject to considerable random error, but important prior information exists that can be used to make the estimates more robust. Mixed estimation is a method of incorporating auxiliary information into the statistical estimation of...

Finite population estimation is the overall goal of sample surveys. When information regarding auxiliary variables are available, one may take advantage of general regression estimators (GREG) to improve sample estimates precision. GREG estimators may be derived when the relationship between...

High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional applications where the popular l1 technique suffers from both...

TThe paper measures horizontal equity in health care access and utilization in Japan by estimating the coefficients for income groups in a multi-part model which distinguishes between non-users of health care, the users of inpatient and outpatient care. To account for consumer unobservable...

Longevity risk arising from uncertain mortality improvement is one of the major risks facing annuity providers and pension funds. In this paper we show how applying trend models from non-life claims reserving to age-period-cohort mortality trends provides new insight in estimating mortality...

In this paper it is illustrated, in a practical way, the use of three tools that permit the actuary to define tariff groups and to estimate risk premiums in the class-rating process for non-life insurance. The first is the segmentation analysis (CHAID and XAID) used firstly at 1997 by UNESPA in...