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Research

I'm broadly interested in both the methodological developments and applications in actuarial science and statistical machine learning.
 
Research Interests
 
  • Stochastic mortality modelling
  • Climate change risk
  • Statistical machine learning
  • Spatio-temporal modelling
Publications and Manuscripts
 
  • Guo, Y., & Li, J. S. H. (2023). Fast Estimation of the Renshaw-Haberman Model and Its Variants. Preprint. [arXiv]
  • Guo, Y., & Li, J. S. H. (2023). Robust Parameter Estimation for the Lee-Carter Family: A Probabilistic Principal Component Approach. Preprint. [arXiv]. 
  • Guo, Y., & Li, J. S. H. (2023). Kriging Methods for Modelling Spatial Basis Risk in Weather Index Insurances: A Technical Note. International Journal of Theoretical and Applied Finance. Under review. [arXiv]
  • 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]
  • Guo, Y., & Bondell, H. D. (2020). Conditional Density Estimation via Weighted Logistic Regressions. Preprint. [arXiv].