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Browsing "Department of Statistics & Actuarial Science" by Issue Date
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Showing results 1311 to 1330 of 2995
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Title
Author(s)
Issue Date
Views
Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model
Journal:
Stochastic Analysis and Applications
Wei, J
Yang, H
Wang, R
2010
152
Gerber-Shiu analysis with a generalized penalty function
Journal:
Scandinavian Actuarial Journal
Cheung, ECK
Landriault, D
Willmot, GE
Woo, JK
2010
169
Bayesian quantile regression for longitudinal studies with nonignorable missing data
Journal:
Biometrics
Yuan, Y
Yin, G
2010
133
Forensic DNA: statistics in
Book:
International encyclopedia of statistical science
Fung, TWK
Chung, YK
2010
123
A direct approach to the discounted penalty function: Discussions & authors' reply
Journal:
North American Actuarial Journal
Albrecher, H
Gerber, HU
Yang, H
2010
Option pricing with tree model in view of hedging
Proceeding/Conference:
International Conference on Actuarial and Financial Risks
Yuen, FL
Yang, H
2010
76
Asymptotic powers for matched trend tests and robust matched trend tests in case-control genetic association studies
Journal:
Computational Statistics and Data Analysis
Zang, Y
Fung, WK
Zheng, G
2010
56
Option pricing with regime switching by trinomial tree method
Journal:
Journal of Computational and Applied Mathematics
Yuen, FL
Yang, H
2010
196
Modeling the evolution of implied CDO correlations
Journal:
Financial Markets and Portfolio Management
Hofert, Marius
Scherer, Matthias
Zagst, Rudi
2010
Multivariate Hierarchical Copulas with Shocks
Journal:
Methodology and Computing in Applied Probability
Durante, Fabrizio
Hofert, Marius
Scherer, Matthias
2010
Constructing hierarchical Archimedean copulas with Lévy subordinators
Journal:
Journal of Multivariate Analysis
Hering, Christian
Hofert, Marius
Mai, Jan Frederik
Scherer, Matthias
2010
A two-dimensional risk model with proportional reinsurance
Proceeding/Conference:
HKU-Stanford Conference in Quantitative Finance 2010
Cheung, ECK
2010
Glutathione-s-transferase-pi expression in early breast cancer: Association with outcome and response to chemotherapy
Journal:
Cancer Investigation
Arun, BK
Granville, LA
Yin, G
Middleton, LP
Dawood, S
Kau, SW
Kamal, A
Hsu, L
Hortobagyi, GN
Sahin, AA
2010
127
Modified correlation entropy estimation for a noisy chaotic time series
Journal:
Chaos
Jayawardena, AW
Xu, P
Li, WK
2010
159
Filtering a markov modulated random measure
Journal:
IEEE Transactions on Automatic Control
Elliott, RJ
Siu, TK
Yang, H
2010
157
Simultaneous estimation and variable selection in median regression using Lasso-type penalty
Journal:
Annals of the Institute of Statistical Mathematics
Xu, J
Ying, Z
2010
26
Further properties and new applications of the nested Dirichlet distribution
Journal:
Computational Statistics and Data Analysis
Tian, GL
Tang, ML
Yuen, KC
Ng, KW
2010
Feature matching in time series modelling
Xia, YC
Tong, H
2010
65
Pricing options and equity-indexed annuities in a regime-switching model by trinomial tree method
Proceeding/Conference:
Proceedings of WMSCI
Yuen, FL
Yang, H
2010
101
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Journal:
Journal of Applied Probability
Konstantinides, DG
Ng, KW
Tang, Q
2010
160