Sydney, New South Wales 2006
Australia
The University of Sydney - School of Mathematics and Statistics
Long memory Count Time Series, Bayesian Forecasting, Futures Contract, Open Interest, Traded Volume, Liquidity, Treasury Securities, GARMA, ARFIMA, Generalized Poisson Distribution
Life Table, Life Expectancy, Lee Carter Model, Fractional Integrated Model, Bayesian Inference
Life Table, Gengenbauer Polynomial, Lee Carter Model, Long Memory, Bayesian Inference, Annuity Pricing, Guaranteed Annuity Option
Asymmetric Laplace distribution, Bayesian inference, Markov chain Monte Carlo methods, Quantile regression, loss reserve, risk margin, central estimate
mortality modelling, life expectancy, multivariate, cohort, long memory, count time series, pension
Credit rating, Naive Bayes estimator, kernel density estimation, hierarchical clustering
