2 papers
q-fin.RM2026
Adaptive Window Selection for Financial Risk Forecasting
Yinhuan Li, Chenxin Lyu, Ruodu Wang
Risk forecasts in financial regulation and internal management are calculated through historical data. The unknown structural changes of financial data pose a substantial challenge…
stat.ME2023
Diagnostic Tests Before Modeling Longitudinal Actuarial Data
Yinhuan Li, Tsz Chai Fung, Liang Peng +1
In non-life insurance, it is essential to understand the serial dynamics and dependence structure of the longitudinal insurance data before using them. Existing actuarial literatur…