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Xueyuan Wu

University of Melbourne - Faculty of Business and Economics

Victoria , 3010

Australia

  • University of Melbourne - Faculty of Business and Economics

SCHOLARLY PAPERS

2

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267

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

Multivariate Zero-Inflated Inar(1) Model with an Application in Automobile Insurance

Number of pages: 26 Posted: 23 Jul 2022
Pengcheng Zhang, Zezhun Chen, George Tzougas, Xueyuan Wu, Angelos Dassios and Xueyuan Wu
Shandong University of Finance and Economics, London School of Economics & Political Science (LSE) - Department of Statistics, Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of Melbourne - Faculty of Business and Economics, London School of Economics & Political Science (LSE) - Department of Statistics and University of Melbourne
Downloads 172 (437,795)
Citation 1

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Multivariate INAR(1), Multivariate zero-inflation, EM algorithm, Automobile insurance

2.

An EM Algorithm for DPLN-Regression Applied to Heavy-Tailed Insurance Claims

Number of pages: 31 Posted: 03 May 2017 Last Revised: 16 Sep 2017
Enrique Calderin, Kevin Fergusson and Xueyuan Wu
University of Melbourne, Centre for Actuarial Studies, Bond University and University of Melbourne - Faculty of Business and Economics
Downloads 95 (715,072)

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Claim size, double Pareto lognormal distribution, heavy-tailed regression, generalised beta distribution of the second kind, EM algorithm