1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.AP2021
A simple Bayesian state-space model for the collective risk model
Jae Youn Ahn, Himchan Jeong, Yang Lu
The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational r…
q-bio.PE2020★ 1 cited
SIR Model with Stochastic Transmission
Christian Gourieroux, Yang Lu
The Susceptible-Infected-Recovered (SIR) model is the cornerstone of epidemiological models. However, this specification depends on two parameters only, which implies a lack of fle…