I'm broadly interested in both the methodological developments and applications in actuarial science and statistical machine learning.
Research Interests
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Stochastic mortality modelling
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Climate change risk
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Statistical machine learning
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Spatio-temporal modelling
Publications and Manuscripts
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Guo, Y., & Li, J. S. H. (2024). Fast Estimation of the Renshaw-Haberman Model and Its Variants. European Actuarial Journal. Under review. [arXiv]
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Guo, Y., & Li, J. S. H. (2024). Robust Parameter Estimation for the Lee-Carter Family: A Probabilistic Principal Component Approach. Preprint. [arXiv].
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Guo, Y., & Li, J. S. H. (2024). Kriging Methods for Modelling Spatial Basis Risk in Weather Index Insurances: A Technical Note. International Journal of Theoretical and Applied Finance. [DOI: https://www.worldscientific.com/doi/10.1142/S0219024923500346]
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Guo, Y., & Bondell, H. D. (2022). On Robust Probabilistic Principal Component Analysis using Multivariate t-Distributions. Communication in Statistics - Theory and Methods. [DOI: https://doi.org/10.1080/03610926.2022.2060512]
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Guo, Y., & Bondell, H. D. (2020). Conditional Density Estimation via Weighted Logistic Regressions. Preprint. [arXiv].
