Risk Management of Equity-Linked Insurance Products
Grant Data
Project Title
Risk Management of Equity-Linked Insurance Products
Principal Investigator
Professor Yang, Hailiang
(Principal Investigator (PI))
Co-Investigator(s)
Dr Siu Tak Kuen, Ken
(Co-Investigator)
Duration
24
Start Date
2009-01-01
Amount
542500
Conference Title
Risk Management of Equity-Linked Insurance Products
Presentation Title
Keywords
Equity-linked products, interest rate risk, jump diffusion model, mortality risk, risk management
Discipline
Others - Administrative, Business and Social Studies (Obsolete),Finance
Panel
Humanities & Social Sciences (H)
HKU Project Code
HKU 754008H
Grant Type
General Research Fund (GRF)
Funding Year
2008
Status
Completed
All Publications
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model Journal:Stochastic Analysis and Applications | 2010 | ||
Optimal financing and dividend strategies in a dual model with proportional costs Journal:Journal of Industrial and Management Optimization | 2010 | ||
Obtaining the dividends-penalty identities by interpretation Journal:Insurance: Mathematics and Economics | 2010 | ||
An elementary approach to discrete models of dividend strategies Journal:Insurance: Mathematics and Economics | 2010 |