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Details about Jennifer S.K. Chan

Access statistics for papers by Jennifer S.K. Chan.

Last updated 2018-01-04. Update your information in the RePEc Author Service.

Short-id: pch754


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Working Papers

2014

  1. Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression
    Papers, arXiv.org Downloads

2007

  1. Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (5)
    See also Journal Article in ASTIN Bulletin: The Journal of the International Actuarial Association (2008)

Journal Articles

2017

  1. Efficient modelling and forecasting with range based volatility models and its application
    The North American Journal of Economics and Finance, 2017, 42, (C), 448-460 Downloads View citations (1)

2016

  1. Robust Bayesian analysis of loss reserving data using scale mixtures distributions
    Journal of Applied Statistics, 2016, 43, (3), 396-411 Downloads

2015

  1. Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Approaches
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2015, 45, (03), 503-550 Downloads View citations (4)

2014

  1. A Poisson geometric process approach for predicting drop-out and committed first-time blood donors
    Journal of Applied Statistics, 2014, 41, (7), 1486-1503 Downloads
  2. Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
    Journal of Multivariate Analysis, 2014, 127, (C), 72-87 Downloads View citations (1)

2013

  1. Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
    Insurance: Mathematics and Economics, 2013, 53, (2), 355-365 Downloads View citations (6)

2012

  1. A Bayesian conditional autoregressive geometric process model for range data
    Computational Statistics & Data Analysis, 2012, 56, (11), 3006-3019 Downloads View citations (3)

2011

  1. Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
    Computational Statistics & Data Analysis, 2011, 55, (1), 687-702 Downloads View citations (2)
  2. Bayesian approach to analysing longitudinal bivariate binary data with informative dropout
    Computational Statistics, 2011, 26, (1), 121-144 Downloads
  3. Classification in segmented regression problems
    Computational Statistics & Data Analysis, 2011, 55, (7), 2276-2287 Downloads View citations (1)
  4. Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures
    Computational Statistics & Data Analysis, 2011, 55, (1), 852-862 Downloads View citations (18)

2010

  1. Binary geometric process model for the modeling of longitudinal binary data with trend
    Computational Statistics, 2010, 25, (3), 505-536 Downloads View citations (2)

2009

  1. Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output
    Computational Statistics & Data Analysis, 2009, 53, (12), 4530-4545 Downloads

2008

  1. Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2008, 38, (01), 207-230 Downloads View citations (6)
    See also Working Paper (2007)

2006

  1. Statistical Exploration from SARS
    The American Statistician, 2006, 60, 81-91 Downloads

2005

  1. Monte Carlo approximation through Gibbs output in generalized linear mixed models
    Journal of Multivariate Analysis, 2005, 94, (2), 300-312 Downloads View citations (2)

2004

  1. Statistical inference for geometric processes with gamma distributions
    Computational Statistics & Data Analysis, 2004, 47, (3), 565-581 Downloads View citations (6)

1998

  1. Statistical inference for geometric processes with lognormal distribution
    Computational Statistics & Data Analysis, 1998, 27, (1), 99-112 Downloads View citations (13)
 
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