Li-Hsien Sun

Available identifiers

zbMath Open sun.li-hsienMaRDI QIDQ1626501

List of research outcomes

Publication	Date of Publication	Type
Estimation under copula-based Markov normal mixture models for serially correlated data	2022-07-05	Paper
A Bayesian inference for time series via copula-based Markov chain models	2022-06-21	Paper
Fitting competing risks data to bivariate Pareto models	2022-05-23	Paper
Optimal investment and reinsurance of insurers with lognormal stochastic factor model	2022-03-29	Paper
Mean field games with heterogeneous groups: application to banking systems	2022-01-27	Paper
Copula-based Markov models for time series. Parametric inference and process control	2020-06-24	Paper
Systemic risk and stochastic games with delay	2018-11-27	Paper
Systemic risk and interbank lending	2018-11-27	Paper
R routines for performing estimation and statistical process control under copula-based time series models	2017-09-20	Paper
Mean field games and systemic risk	2015-06-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Li-Hsien Sun