Chan Wai-Sum

Wai-Sum Chan

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Found 3 papers in total
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
2017
Multipopulation mortality models play an important role in longevity risk transfers...
A Robust Test for Threshold-Type Nonlinearity in Multivariate Time Series Analysis
2015
There is growing interest in exploring potential forecast gains from the nonlinear...
Robustness of alternative non-linearity tests for self-exciting threshold autoregressive models
2004
In recent years there has been a growing interest in exploiting potential forecast...
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