Hongxuan Yan

发表

Mortality models incorporating long memory for life table estimation: a comprehensive analysis

Hongxuan Yan, Gareth W. Peters, Jennifer Chan, 2021, Annals of Actuarial Science.

MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS

G. Peters, J. Chan, Hongxuan Yan, 2019, ASTIN Bulletin.

Multivariate Long Memory Cohort Mortality Models

G. Peters, J. Chan, Hongxuan Yan, 2018 .

Long Memory Models for Financial Time Series of Counts and Evidence of Systematic Market Participant Trading Behaviour Patterns in Futures on US Treasuries

G. Peters, J. Chan, Hongxuan Yan, 2017 .

Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments

G. Peters, P. Shevchenko, Hongxuan Yan, 2021, PloS one.

Statistical features of persistence and long memory in mortality data

G. Peters, J. Chan, Hongxuan Yan, 2021, Annals of Actuarial Science.

Evidence for Persistence and Long Memory Features in Mortality Data

Hongxuan Yan, Gareth Peters, Jennifer Chan, 2019, SSRN Electronic Journal.