2 citations · 2 across the 3 of their papers we have counts for
4 papers
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
Matteo Iacopini, Aubrey Poon, Luca Rossini +1
Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content…
A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China
Tatsushi Oka, Wei Wei, Dan Zhu
Governments around the world have implemented preventive measures against the spread of the coronavirus disease (COVID-19). In this study, we consider a multivariate discrete-time…
Predictive Risk Analysis in Collective Risk Model: Choices between Historical Frequency and Aggregate Severity
Rosy Oh, Youngju Lee, Dan Zhu +1
Typical risk classification procedure in insurance is consists of a priori risk classification determined by observable risk characteristics, and a posteriori risk classification w…
Sharp convex bounds on the aggregate sums--An alternative proof
Chuancun Yin, Dan Zhu
It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke…