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postgraduate thesis: Risk measures in finance and insurance

TitleRisk measures in finance and insurance
Authors
Issue Date2001
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Siu, T. [蕭德權]. (2001). Risk measures in finance and insurance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3124229
DegreeDoctor of Philosophy
SubjectRisk management - Mathematical models.
Insurance - Mathematical models.
Options (Finance) - Prices - Mathematical models.
Bayesian statistical decision theory.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/36115
HKU Library Item IDb3124229

 

DC FieldValueLanguage
dc.contributor.authorSiu, Tak-kuen.-
dc.contributor.author蕭德權-
dc.date.issued2001-
dc.identifier.citationSiu, T. [蕭德權]. (2001). Risk measures in finance and insurance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3124229-
dc.identifier.urihttp://hdl.handle.net/10722/36115-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B31242297-
dc.subject.lcshRisk management - Mathematical models.-
dc.subject.lcshInsurance - Mathematical models.-
dc.subject.lcshOptions (Finance) - Prices - Mathematical models.-
dc.subject.lcshBayesian statistical decision theory.-
dc.titleRisk measures in finance and insurance-
dc.typePG_Thesis-
dc.identifier.hkulb3124229-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3124229-
dc.date.hkucongregation2001-
dc.identifier.mmsid991012443729703414-

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