Some actuarial science and finance problems under Markovian regime switching models


Grant Data
Project Title
Some actuarial science and finance problems under Markovian regime switching models
Principal Investigator
Dr Yang, Hailiang   (Principal investigator)
Co-Investigator(s)
Professor Yin George Gang   (Co-Investigator)
Duration
36
Start Date
2004-09-01
Completion Date
2007-08-31
Amount
543480
Conference Title
Presentation Title
Keywords
actuarial, finance problems, Markovia, regime, switching models
Discipline
Economics (including Finance) (Obsolete)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 7239/04H
Grant Type
General Research Fund (GRF)
Funding Year
2004/2005
Status
Completed