Alice Dong

The University of Sydney - School of Mathematics and Statistics

PhD student

Sydney, New South Wales 2006

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

98

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Quantile Regression

Number of pages: 33 Posted: 12 Feb 2014
Alice Dong, Jennifer Chan and Gareth Peters
The University of Sydney - School of Mathematics and Statistics, The University of Sydney - School of Mathematics and Statistics and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 65 (372,068)
Citation 1

Abstract:

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Asymmetric Laplace distribution, Bayesian inference, Markov chain Monte Carlo methods, Quantile regression, loss reserve, risk margin, central estimate

2.

A Copula Based Bayesian Approach for Paid–Incurred Claims Models for Non-Life Insurance Reserving

Number of pages: 40 Posted: 05 Jun 2017
Gareth Peters, Alice Dong and Robert Kohn
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, The University of Sydney - School of Mathematics and Statistics and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 33 (492,328)
Citation 2

Abstract:

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Chain Ladder Models, Claims Reserving, Data Augmentation, Adaptive Markov Chain Monte Carlo