Jeffrey S. Pai

MaRDI QIDQ1362060zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Compound Poisson Model with Covariates North American Actuarial Journal	2021-12-22	Paper
Livestock mortality catastrophe insurance using fatal shock process Insurance Mathematics & Economics	2020-02-03	Paper
Fast Bayesian estimation for VARFIMA processes with stable errors Journal of Statistical Theory and Practice	2019-09-13	Paper
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium Journal of the Iranian Statistical Society	2019-02-14	Paper
Fast approximate likelihood evaluation for stable VARFIMA processes Statistics & Probability Letters	2015-11-23	Paper
Maximum likelihood estimation in vector long memory processes via EM algorithm Computational Statistics and Data Analysis	2010-04-01	Paper
A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes Statistics & Probability Letters	2009-05-12	Paper
A semi-Markov model of disease recurrence in insured dogs Applied Stochastic Models in Business and Industry	2008-06-18	Paper
CPO plots for ARMA model selection CEJOR. Central European Journal of Operations Research	2005-02-11	Paper
On the \(n\)th stop-loss transform order of ruin probability. Insurance Mathematics & Economics	2003-11-16	Paper
Bayesian analysis of autoregressive fractionally integrated moving-average processes Journal of Time Series Analysis	1998-12-14	Paper
scientific article; zbMATH DE number 1163471 (Why is no real title available?)	1998-10-11	Paper
Bayesian analysis of compound loss distributions Journal of Econometrics	1997-11-04	Paper
An algorithm for estimating parameters of state-space models Statistics & Probability Letters	1996-07-02	Paper

Research outcomes over time

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