Yanlin Shi

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


Research outcomes over time


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