5 citations · 5 across the 2 of their papers we have counts for
2 papers
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…
math.ST2013★ 5 cited
Weighted estimation of the dependence function for an extreme-value distribution
Liang Peng, Linyi Qian, Jingping Yang
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, s…