2 citations · 3 across the 5 of their papers we have counts for
5 papers
Kriging Methods for Modelling Spatial Basis Risk in Weather Index Insurances: A Technical Note
Yiping Guo, Johnny Siu-Hang Li
The use of weather index insurances is subject to spatial basis risk, which arises from the fact that the location of the user's risk exposure is not the same as the location of an…
Fast Estimation of the Renshaw-Haberman Model and Its Variants
Yiping Guo, Johnny Siu-Hang Li
In mortality modelling, cohort effects are often taken into consideration as they add insights about variations in mortality across different generations. Statistically speaking, m…
Robust Parameter Estimation for the Lee-Carter Family: A Probabilistic Principal Component Approach
Yiping Guo, Johnny Siu-Hang Li
The well-known Lee-Carter model uses a bilinear form to represent the log mortality rate and has been widely researched and developed over the past thirt…
Conditional Density Estimation via Weighted Logistic Regressions
Yiping Guo, Howard D. Bondell
Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or h…
On Robust Probabilistic Principal Component Analysis using Multivariate -Distributions
Yiping Guo, Howard D. Bondell
Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. T…