On Some Actuarial Problems for Risk Models with Dependence

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Grant Data
Project Title
On Some Actuarial Problems for Risk Models with Dependence
Principal Investigator
Professor Yuen, Kam Chuen   (Principal Investigator (PI))
Duration
36
Start Date
2014-01-01
Amount
423562
Conference Title
On Some Actuarial Problems for Risk Models with Dependence
Presentation Title
Keywords
adjustment coefficient, optimal reinsurance, risk models with dependence, ruin probability, time series
Discipline
Others - Mathematics,Applied Mathematics
Panel
Physical Sciences (P)
HKU Project Code
HKU 705713P
Grant Type
General Research Fund (GRF)
Funding Year
2013
Status
Completed