Wilson Chen

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

2

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185

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (2)

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1.

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, University of California Santa Barbaraaffiliation not provided to SSRN, University of Sydney and University of New South Wales (UNSW) - School of Mathematics and Statistics
Downloads 95 (370,224)
Citation 3

Abstract:

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

2.

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
University of California Santa Barbaraaffiliation not provided to SSRN, University of Sydney Business School and University of Sydney
Downloads 90 (382,908)
Citation 6

Abstract:

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