Embedded options in insurance products and optimal policies for insurance portfolios under Markovian Regime switching models
Grant Data
Project Title
Embedded options in insurance products and optimal policies for insurance portfolios under Markovian Regime switching models
Principal Investigator
Professor Yang, Hailiang
(Principal Investigator (PI))
Co-Investigator(s)
null Cheung Ka Chun
(Co-Investigator)
Professor Yin George Gang
(Co-Investigator)
Duration
30
Start Date
2007-01-01
Amount
511010
Conference Title
Embedded options in insurance products and optimal policies for insurance portfolios under Markovian Regime switching models
Presentation Title
Keywords
insurance, markovian Regime
Discipline
Others - Administrative, Business and Social Studies (Obsolete),Applied Mathematics
HKU Project Code
HKU 7426/06H
Grant Type
General Research Fund (GRF)
Funding Year
2006
Status
Completed
All Publications
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Ruin probabilities of a dual markov-modulated risk model Journal:Communications in Statistics - Theory and Methods | 2008 | ||
On differentiability of ruin functions under Markov-modulated models Journal:Stochastic Processes and their Applications | 2009 |