output
20152023
most citedSimultaneous Mean-Variance Regression

2 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2018Show all

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stat.ME2018

Generalized Log-Normal Chain-Ladder

D. Kuang, B. Nielsen

We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and tak…

econ.EM2018★ 2 cited

Simultaneous Mean-Variance Regression

Richard Spady, Sami Stouli

We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, o…