Wai Sum Chan

Available identifiers

zbMath Open chan.wai-sumMaRDI QIDQ1274824

List of research outcomes

Publication	Date of Publication	Type
Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach	2024-02-13	Paper
The use of aggregate time series for testing conditional heteroscedasticity	2022-12-20	Paper
The Lee-Carter Model for Forecasting Mortality, Revisited	2022-01-10	Paper
Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims	2021-12-22	Paper
Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings	2021-06-16	Paper
Stochastic life table forecasting: a time-simultaneous fan chart application	2021-02-15	Paper
Developing an Optimal Strategy for a Maximization Dice Game	2019-11-04	Paper
The CBD Mortality Indexes: Modeling and Applications	2019-05-15	Paper
A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis	2018-10-12	Paper
Asymptotic Properties of Multicolor Randomly Reinforced Pólya Urns	2014-07-10	Paper
Covariate-adjusted response-adaptive designs for generalized linear models	2014-05-05	Paper
Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality	2011-08-01	Paper
Mixture Gaussian Time Series Modeling of Long-Term Market Returns	2011-07-02	Paper
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach	2011-06-17	Paper
Immigrated urn models-theoretical properties and applications	2011-04-05	Paper
Temporal aggregation of Markov-switching financial return models	2011-02-22	Paper
Doubly adaptive biased coin designs with delayed responses	2009-05-22	Paper
A note on the consistency of a robust estimator for threshold autoregressive processes	2009-04-03	Paper
Temporal aggregation of equity return time-series models	2008-06-18	Paper
A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models	2008-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5434029	2008-01-09	Paper
Asymptotic properties of covariate-adjusted response-adaptive designs	2007-09-04	Paper
Multiple Testing to Establish Superiority/Equivalence of a New Treatment Compared with k Standard Treatments for Unbalanced Designs	2007-05-25	Paper
Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries	2006-05-24	Paper
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use	2006-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q5694453	2005-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q4659787	2005-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4817830	2004-09-21	Paper
Some results on ruin probabilities in a two-dimensional risk model.	2003-11-16	Paper
A comparison of some of pattern identification methods for order determination of mixed ARMA models	2000-03-30	Paper
Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.	1999-01-12	Paper
Exact joint forecast regions for vector autoregressive models	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4443949	1998-01-01	Paper
A comparison of some estimators of time series autocorrelations	1997-11-10	Paper
Simultaneous Confidence Intervals for Pairwise Multiple Comparisons in a Two-Way Unbalanced Design	1997-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q4343978	1997-11-04	Paper
Understanding the effect of time series outliers on sample autocorrelations	1996-06-23	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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