2 papers
econ.GN2025
Rice Price Dynamics during the 1945--1947 Famine in Post-War Taiwan: A Quantitative Reassessment
Huai-de Chen, Hai-liang Yang
We compiled the first high-frequency rice price panel for Taiwan from August 1945 to March 1947, during the transition from Japanese rule to China rule. Using regression models, we…
math.PR2025
Iterated Poisson Processes for Catastrophic Risk Modeling in Ruin Theory
Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit +2
This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applicati…