Jeffrey S. Pai

Available identifiers

Publication	Date of Publication	Type
Compound Poisson Model with Covariates	2021-12-22	Paper
Livestock mortality catastrophe insurance using fatal shock process	2020-02-03	Paper
Fast Bayesian estimation for VARFIMA processes with stable errors	2019-09-13	Paper
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium	2019-02-14	Paper
Fast approximate likelihood evaluation for stable VARFIMA processes	2015-11-23	Paper
Maximum likelihood estimation in vector long memory processes via EM algorithm	2010-04-01	Paper
A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes	2009-05-12	Paper
A semi-Markov model of disease recurrence in insured dogs	2008-06-18	Paper
CPO plots for ARMA model selection	2005-02-11	Paper
On the \(n\)th stop-loss transform order of ruin probability.	2003-11-16	Paper
Bayesian analysis of autoregressive fractionally integrated moving-average processes	1998-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4395012	1998-10-11	Paper
Bayesian analysis of compound loss distributions	1997-11-04	Paper
An algorithm for estimating parameters of state-space models	1996-07-02	Paper

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