Risk Theory for Insurance Risk Models with Stochastic Return on Investments


Grant Data
Project Title
Risk Theory for Insurance Risk Models with Stochastic Return on Investments
Principal Investigator
Dr Yuen, Kam Chuen   (Principal investigator)
Co-Investigator(s)
Dr Wang Guojing   (Co-Investigator)
Professor Ng Kai Wang   (Co-Investigator)
Duration
36
Start Date
2004-12-31
Completion Date
2007-12-30
Amount
233000
Conference Title
Presentation Title
Keywords
Insurance, Investments
Discipline
Applied Mathematics
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 7054/04P
Grant Type
General Research Fund (GRF)
Funding Year
2004/2005
Status
Completed