All Outputs (2)

Structural breaks in mortality models and their consequences (2014)
Presentation / Conference Contribution
O'Hare, C., & Li, Y. (2014). Structural breaks in mortality models and their consequences. In M. Beer, S. Au, & J. W. Hall (Eds.), Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management (1190-1204). https://doi.org/10.1061/9780784413609.120

In recent years, the issue of life expectancy has become of upmost importance to pension providers, insurance companies and the government bodies in the developed world. Significant and consistent improvements in mortality rates and, hence, life expe... Read More about Structural breaks in mortality models and their consequences.

The econometric analysis of agent-based models in finance: An application (2007)
Presentation / Conference Contribution
Li, Y., Donkers, B., & Melenberg, B. (2007). The econometric analysis of agent-based models in finance: An application. Lecture notes in computer science, 4881 LNCS, 1081-1091. https://doi.org/10.1007/978-3-540-77226-2_108

This paper illustrates how to compare different agent-based models and how to compare an agent-based model with real data. As examples we investigate ARFIMA models, the probability density function, and the spectral density function. We illustrate th... Read More about The econometric analysis of agent-based models in finance: An application.