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Article
Open AccessA semi-parametric claims reserving model with monotone splines
Stochastic reserving models used in the insurance industry are usually based on an assumed distribution of claim amounts. Despite their popularity, such models may unavoidably be affected by the misspecificati...
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Article
Open AccessExpected length of stay at residential aged care facilities in Australia: current and future
This study explores the changing patterns of the length of stay (LOS) at Australian residential aged care facilities during 2008–2018 and likely trends up to 2040. The expected LOS was estimated via the hazard...
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Article
Open AccessA discussion on the robust vector autoregressive models: novel evidence from safe haven assets
The vector autoregressive (VAR) model has been popularly employed in operational practice to study multivariate time series. Despite its usefulness in providing associated metrics such as the impulse response ...
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Article
Open AccessA retrospective analysis of the dynamic transmission routes of the COVID-19 in mainland China
The fourth outbreak of the Coronaviruses, known as the COVID-19, has occurred in Wuhan city of Hubei province in China in December 2019. We propose a time-varying sparse vector autoregressive (VAR) model to re...
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Article
Open AccessThe Sources and Diversity of Immigrant Population Change in Australia, 1981–2011
Australia has one of the largest percentages of immigrant populations in the developed world with a highly regulated system of immigration control and regular censuses to track their changes over time. However...
