Browse "Statistics & Actuarial Science: Preprints/ Postprints" by Title
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| Title | Author(s) | Year | View Count |
 | Coherent risk measures for derivatives under Black-Scholes Economy | Yang, H; Siu, TK | 2002 | 345 |
| On the joint distribution of surplus before and after ruin under a Markovian regime switching model | Ng, ACY; Yang, H | 2006 | 261 |
| Optimal dynamic portfolio selection with earnings-at-risk | Li, ZF; Yang, H; Deng, XT | 2007 | 398 |
| Ruin problems for a discrete time risk model with random interest rate | Yang, H; Zhang, L | 2006 | 290 |
| Subjective risk measures: Bayesian predictive scenarios analysis | Siu, TK; Yang, H | 1999 | 273 |
| A unified likelihood-based approach for estimating population size in continuous-time capture-recapture experiments with frailty | Xi, L; Yip, PSF; Watson, R | 2007 | 577 |
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