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Browsing by Author Yuen, FL
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Showing results 1 to 11 of 11
Title
Author(s)
Issue Date
On additivity of tail comonotonic risks
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Ling, HK
Tang, Q
Yam, SCP
Yuen, FL
2019
On the uncertainty of VaR of individual risk
Journal:
Journal of Computational and Applied Mathematics
Cheung, KC
Yuen, FL
2020
Optimal portfolio in a continuous-time self-exciting threshold model
Journal:
Journal of Industrial and Management Optimization
Meng, H
Yuen, FL
Siu, T.K
Yang, H
2013
Option pricing in a jump-diffusion model with regime switching
Journal:
ASTIN Bulletin
Yuen, FL
Yang, H
2009
Option pricing with tree model in view of hedging
Proceeding/Conference:
International Congress on Insurance: Mathematics and Economics
Yuen, FL
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
Option valuation by a self-exciting threshold binomial model
Journal:
Mathematical and Computer Modelling
Yuen, FL
Siu, TK
Yang, H
2013
Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method
Journal:
North American Actuarial Journal
Yuen, FL
Yang, H
2010
Pricing options and equity-Indexed annuities in a Regime-switching Model by Trinomial Tree Method
Journal:
Journal of Systemics, Cybernetics and Informatics
Yuen, FL
Yang, H
2011
Pricing options and equity-indexed annuities in a regime-switching model by trinomial tree method
Proceeding/Conference:
Oxford-Princeton Workshop on Financial Mathematics & Stochastic Analysis
Yuen, FL
Yang, H
2009
Reinsurance contract design with adverse selection
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Yam, SCP
Yuen, FL
2019