2 papers
stat.AP2022
Copula-based Modeling for IBNR Claim Loss Reserving
Samira Zaroudi, Mohammad Reza Faridrohani, Mohammad Hassan Behzadi +1
There are growing concerns for reserves estimation of incurred but not reported (IBNR) claims in actuarial sciences. In this paper, we propose a copula-based dependency model to ca…
stat.ME2017
Optimal estimation in functional linear regression for sparse noise-contaminated data
Behdad Mostafaiy, MohammadReza FaridRohani, Shojaeddin Chenouri
In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We co…