Li-Hsien Sun

Available identifiers

Publication	Date of Publication	Type
The Pareto type I joint frailty-copula model for clustered bivariate survival data	2024-06-27	Paper
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 interbank lending	2018-11-27	Paper
Systemic risk and stochastic games with delay	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

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