Xinda Yang

University of New South Wales (UNSW) - School of Actuarial Studies

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

249

CITATIONS

3

Scholarly Papers (3)

1.

A Micro-Level Claim Count Model with Overdispersion and Reporting Delays

UNSW Business School Research Paper No. 2015ACTL25
Number of pages: 24 Posted: 02 Jan 2016
Benjamin Avanzi, Bernard Wong and Xinda Yang
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads 116 (237,494)
Citation 3

Abstract:

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Cox process, Shot noise, Insurance claims counts, Markov Chain Monte Carlo, Filtering

2.

Capturing Non-Exchangeable Dependence in Multivariate Loss Processes with Nested Archimedean Lévy Copulas

Forthcoming in Annals of Actuarial Science (2015) , UNSW Australian School of Business Research Paper No. 2014ACTL05
Number of pages: 32 Posted: 04 Jul 2014 Last Revised: 28 Sep 2015
UNSW Australia Business School, School of Risk and Actuarial Studies, Westpac Bank, UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads 115 (238,959)
Citation 1

Abstract:

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Lévy copula, Exchangeability, Dependence, Nested copulas, Insurance claims

3.

A Multivariate Micro-Level Insurance Counts Model With a Cox Process Approach

UNSW Business School Research Paper No. 2019ACTL02
Number of pages: 24 Posted: 04 Apr 2019
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads 18 (530,340)

Abstract:

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Dependency modelling, Cox process, Shot noise, Insurance claims counts, Micro-level model, Markov chain Monte Carlo