Wilson Chen

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

152

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

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1.

Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments

Number of pages: 41 Posted: 29 Feb 2016
Gareth Peters, Wilson Chen and Richard H. Gerlach
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of Sydney Business School and University of Sydney
Downloads 81 (314,489)
Citation 3

Abstract:

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Non-life Insurance, Claims Modelling, Quantile Models, g-and-h, g-and-k, g-and-j, loss modelling

2.

Dynamic Quantile Function Models

Number of pages: 37 Posted: 17 Jul 2017
Wilson Chen, Gareth Peters, Richard H. Gerlach and Scott Sisson
University of Sydney Business School, Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of Sydney and University of New South Wales (UNSW) - School of Mathematics and Statistics
Downloads 71 (339,191)
Citation 2

Abstract:

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symbolic data, time series, MCMC, quantile function, g-and-h, Value-at-Risk