Yanlin Shi

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
A hierarchical copula-based sparse VECM for cause-of-death mortality rates: modeling, forecasting, and connectedness ASTIN Bulletin	2026-10-02	Paper
Forecast mortality rates with copula-based approaches: novel evidence from integrated reconciliation Insurance Mathematics & Economics	2026-08-14	Paper
Additive tree latent variable models with applications to insurance loss prediction Insurance Mathematics & Economics	2025-11-25	Paper
Homogeneity and sparsity pursuit using robust adaptive fused Lasso Australian & New Zealand Journal of Statistics	2025-08-05	Paper
Claims Reserving with a Robust Generalized Additive Model North American Actuarial Journal	2025-02-10	Paper
A discussion on the robust vector autoregressive models: novel evidence from safe haven assets Annals of Operations Research	2024-09-10	Paper
Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations North American Actuarial Journal	2024-06-03	Paper
Multi-population mortality modelling: a Bayesian hierarchical approach ASTIN Bulletin	2024-04-30	Paper
A simulation study on the Markov regime-switching zero-drift GARCH model Annals of Operations Research	2024-02-08	Paper
New moderation methods of higher school certificate assessments: a case study of the New South Wales practice Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics	2023-10-20	Paper
Forecasting mortality rates with a coherent ensemble averaging approach ASTIN Bulletin	2023-06-26	Paper
Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model North American Actuarial Journal	2023-02-10	Paper
Long memory and regime switching in the stochastic volatility modelling Annals of Operations Research	2023-01-23	Paper
Age-coherent extensions of the Lee-Carter model Scandinavian Actuarial Journal	2022-03-02	Paper
Dispersion modelling of outstanding claims with double Poisson regression models Insurance Mathematics & Economics	2021-11-19	Paper
Mortality forecasting with a spatially penalized smoothed VAR model ASTIN Bulletin	2021-10-20	Paper
Forecasting mortality with international linkages: a global vector-autoregression approach Insurance Mathematics & Economics	2021-10-19	Paper
Does bitcoin dominate the price discovery of the cryptocurrencies market? A time-varying information share analysis Operations Research Letters	2021-04-07	Paper
Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach Scandinavian Actuarial Journal	2020-12-16	Paper
Stochastic Payments per Claim Incurred North American Actuarial Journal	2019-05-08	Paper

Research outcomes over time

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