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Daoping Yu

University of Wisconsin - Milwaukee

Bolton Hall 802

3210 N. Maryland Ave.

Milwaukee, WI 53211

United States

  • University of Wisconsin - Milwaukee

SCHOLARLY PAPERS

4

DOWNLOADS

585

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Model Uncertainty in Operational Risk Modeling

2015 ERM Symposium, SOA Monograph
Number of pages: 21 Posted: 08 May 2015 Last Revised: 13 Apr 2016
Daoping Yu and Vytaras Brazauskas
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 304 (248,651)

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2.

Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data

Zhao Q, Upretee S., Yu D., (2023). Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data. Risks, 11(11):188.
Number of pages: 20 Posted: 28 Dec 2023
Qian Zhao, Sahadeb Upretee and Daoping Yu
Robert Morris University, Central Washington University and University of Wisconsin - Milwaukee
Downloads 143 (521,245)
Citation 1

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Left Truncation; Right Censoring; Model Uncertainty; Model Selection; Maximum Likelihood Estimation

3.

Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case

Risks, 5(49), 2017
Number of pages: 26 Posted: 17 Nov 2017
Daoping Yu and Vytaras Brazauskas
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 71 (867,774)

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Asymptotics, data truncation, delta method, model validation, operational risk, VaR estimation.

4.

Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses

North American Actuarial Journal
Number of pages: 25 Posted: 17 Apr 2023 Last Revised: 13 Nov 2023
Daoping Yu, Vytaras Brazauskas and Ricardas Zitikis
University of Wisconsin - Milwaukee, University of Wisconsin - Milwaukee and University of Western Ontario
Downloads 67 (899,324)

Abstract:

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Bootstrap, Claim Counts, Smoothed Quantiles, Value-at-Risk, Truncated Distributions