Research and projects

1. Efficient and proper Generalised Linear Models with power link functions - With Vali Asimit, Alexandru Badescu, and Feng Zhou

Journal and paper link: Insurance: Mathematics and Economics (ABS Rank: 3)

1. Excess Verdict Insurance - with Pietro Millossovich

Submitted Journal: North American Actuarial Journal  (Revise and Resubmit)

2. Nonparametric shrinkage of high-dimensional mean vector for expected return prediction and portfolio selection - with Vali Asimit and Nathan Lassance

Submitted Journal: Journal of Business & Economic Statistics  (Major Revision)

3. Slab and Shrinkage Linear Regression Estimation - With Vali Asimit, Marina Anca Cidota and Jennifer Asimit

Submitted Journal: Journal of the American Statistical Association (Under Review)

1. Parity Regression - with Vali Asimit and Pietro Millossovich

2. Shrinkage GLM Modelling - with Vali Asimit, Yuantao Xie, and Yue Zhang

3. A hybrid approach to shrinking the covariance matrix - with Vali Asimit and Nathan Lassance

1. Developing an R Package for Parity Regression

2. Developing an R Package for Augmented IRLS in Generalized Linear Models

3. Developing an R Package for Multiple Linear Regression with Shrinkage Estimators

4. Developing an R Package for Mean and Covariance Shrinkage Estimators