Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use

North American Actuarial Journal

Volumn 8, Issue 4, 2004, Pages 37-61

  Chan, Wai Sum ^a   Wong, Albert C S ^b   Tong, Howell ^c  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011186717     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2004.10596170     Document Type: Article

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