On Some Actuarial Problems for Risk Models with Dependence


Grant Data
Project Title
On Some Actuarial Problems for Risk Models with Dependence
Principal Investigator
Professor Yuen, Kam Chuen   (Principal investigator)
Duration
36
Start Date
2014-01-01
Completion Date
2016-12-31
Amount
423562
Conference Title
Presentation Title
Keywords
adjustment coefficient, risk models with dependence, optimal reinsurance, ruin probability, time series
Discipline
Others - Mathematics,Applied Mathematics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 705713P
Grant Type
General Research Fund (GRF)
Funding Year
2013/2014
Status
On-going