1 citations · 2 across the 4 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2023★ 1 cited
A Classification of Observation-Driven State-Space Count Models for Panel Data
Jae Youn Ahn, Himchan Jeong, Yang Lu +1
State-space models are widely used in many applications. In the domain of count data, one such example is the model proposed by Harvey and Fernandes (1989). Unlike many of its para…
stat.ME2020
A non-convex regularization approach for stable estimation of loss development factors
Himchan Jeong, Hyunwoong Chang, Emiliano A. Valdez
In this article, we apply non-convex regularization methods in order to obtain stable estimation of loss development factors in insurance claims reserving. Among the non-convex reg…