Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models
β Scribed by Mohammadi, Hassan; Rich, Daniel P.
- Book ID
- 121601047
- Publisher
- Springer US
- Year
- 2013
- Tongue
- English
- Weight
- 397 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0197-4254
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π SIMILAR VOLUMES
A compound Poisson model of IBNR claims is considered and methods of statistical inference under this model using the techniques well known from the analysis of survival time data are investigated. It is shown that the results on statistical analysis of non-parametric model for randomly truncated da
## Abstract This paper develops a dynamic programming model of the Social Security Disability Insurance (SSDI) application timing decision. We estimate the time to application from the point at which a health condition first begins to affect the kind or amount of work that a currently employed pers