| Publication | Date of Publication | Type |
|---|
Forecasting runoff triangles
North American Actuarial Journal | 2021-12-22 | Paper |
A more meaningful parameterization of the Lee-Carter model
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Insights to systematic risk and diversification across a joint probability distribution
Insurance Mathematics & Economics | 2016-05-12 | Paper |
The tradeoff insurance premium as a two-sided generalisation of the distortion premium
Insurance Mathematics & Economics | 2015-12-14 | Paper |
Loss reserving using loss aversion functions
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Determining and Allocating Diversification Benefits for a Portfolio of Risks
ASTIN Bulletin | 2010-06-21 | Paper |
Adverse Selection Spirals
ASTIN Bulletin | 2009-06-15 | Paper |
Mortality Projection Based on the Wang Transform
ASTIN Bulletin | 2009-06-15 | Paper |
Mean and dispersion modelling for policy claims costs
Scandinavian Actuarial Journal | 2009-02-28 | Paper |
| Generalized Linear Models for Insurance Data | 2008-02-25 | Paper |
SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
Journal of Time Series Analysis | 2007-05-29 | Paper |
The ARMA model in state space form
Statistics & Probability Letters | 2007-03-02 | Paper |
Extending Lee–Carter Mortality Forecasting
Mathematical Population Studies | 2006-05-29 | Paper |
Nonparametric smoothing using state space techniques
The Canadian Journal of Statistics | 2003-07-03 | Paper |
Modeling and smoothing unequally spaced sequence data
Statistical Inference for Stochastic Processes | 2002-09-16 | Paper |
| Diagnosing Shocks in Time Series | 1999-11-28 | Paper |
The scan sampler for time series models
Biometrika | 1998-02-11 | Paper |
The simulation smoother for time series models
Biometrika | 1995-08-16 | Paper |
Fast likelihood evaluation and prediction for nonstationary state space models
Biometrika | 1994-07-04 | Paper |
STATIONARY AND NON-STATIONARY STATE SPACE MODELS
Journal of Time Series Analysis | 1994-06-29 | Paper |
The diffuse Kalman filter
The Annals of Statistics | 1992-06-25 | Paper |
STABLE ALGORITHMS FOR THE STATE SPACE MODEL
Journal of Time Series Analysis | 1991-01-01 | Paper |
| Smoothing and Interpolation with the State-Space Model | 1989-01-01 | Paper |
The likelihood for a state space model
Biometrika | 1988-01-01 | Paper |
A cross-validation filter for time series models
Biometrika | 1988-01-01 | Paper |
Covariances for smoothed estimates in state space models
Biometrika | 1988-01-01 | Paper |
STATE TRANSITION SPECIFICATION IN STATE-SPACE MODELS
Journal of Time Series Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3885162 (Why is no real title available?) | 1985-01-01 | Paper |
Models and methods for pairing data
The Canadian Journal of Statistics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3850335 (Why is no real title available?) | 1984-01-01 | Paper |
A statistical approach to Saaty's scaling method for priorities
Journal of Mathematical Psychology | 1984-01-01 | Paper |
Credibility theory and the Kalman filter
Insurance Mathematics & Economics | 1983-01-01 | Paper |
Testing for Random Pairing
Journal of the American Statistical Association | 1983-01-01 | Paper |
Insurance premiums under demand constraints
Scandinavian Actuarial Journal | 1981-01-01 | Paper |
Determining the final form of a linear dynamic econometric model
Journal of Econometrics | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3586379 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3537118 (Why is no real title available?) | 1976-01-01 | Paper |
