Skip to main content

2 Result(s)

within Lingbing Feng Remove this filter

and

  1. No Access

    Article

    Markov Regime-Switching in-Mean Model with Tempered Stable Distribution

    Markov Regime-Switching (MRS) model is a widely used approach to model the actuarial and financial data with potential structural breaks. In the original MRS model, the innovation series is assumed to follow a...

    Yanlin Shi, Lingbing Feng, Tong Fu in Computational Economics (2020)

  2. No Access

    Article

    Forecasting mortality rates: multivariate or univariate models?

    It is well known that accurate forecasts of mortality rates are essential to various demographic research topics, such as population projections and the pricing of insurance products such as pensions and annui...

    Lingbing Feng, Yanlin Shi in Journal of Population Research (2018)