Yanlin Shi

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

  • Macquarie University, Macquarie Business School

SCHOLARLY PAPERS

3

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305

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

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1.

Claims Reserving with a Robust Generalized Additive Model

Number of pages: 34 Posted: 23 Feb 2022
Le Chang, Guangyuan Gao and Yanlin Shi
Australian National University (ANU), Renmin University of China - School of Statistics and Macquarie University, Macquarie Business School
Downloads 188 (306,541)

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Stochastic claims reserving methods, Generalized additive model, Robust estimation, Robust bootstrap

2.

Multi-Population Mortality Modelling: A Bayesian Approach

Number of pages: 36 Posted: 04 Jun 2022
Dan Zhu, Jianjie Shi, Yanlin Shi and PENGJIE WANG
Monash University - Department of Econometrics & Business Statistics, Monash University, Macquarie University, Macquarie Business School and Monash University
Downloads 64 (656,095)
Citation 1

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Lee-Carter Model, Multi-population Approach, Markov Chain Monte Carlo, Vector Error

3.

Forecasting Mortality with International Linkages: A Global Vector-Autoregression Approach

Number of pages: 43 Posted: 16 Nov 2020
Hong Li and Yanlin Shi
Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance and Macquarie University, Macquarie Business School
Downloads 53 (716,783)
Citation 1

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Global Vector-Autoregression; Coherent Mortality Forecasting; Multiple Populations