Mohammad Zokaei

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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!

PublicationDate of PublicationType
Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
Communications in Statistics: Theory and Methods
2022-05-25Paper
Optimal dynamic reinsurance strategies in multidimensional portfolio
Stochastic Analysis and Applications
2021-03-02Paper
On the singular values of the Hankel matrix with application in singular spectrum analysis2020-01-06Paper
On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
Communications in Statistics. Simulation and Computation
2013-05-13Paper
Separability and window length in singular spectrum analysis
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2011-10-21Paper


Research outcomes over time


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