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Showing results 2011 to 2030 of 3015
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Title
Author(s)
Issue Date
Optimal safety loading of reinsurance contracts
Huang, Fei
黄斐
Advisor(s):
Cheung, KC
2011
Optimal stopping behavior of equity-linked investment products with regime switching
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yang, H
2005
Optimal Strategies for Reducing Number of People in the Social Security System
Journal:
International Journal of Environmental Research and Public Health
Yip, P
Chen, M
So, BK
Lam, KF
Wat, KP
2020
Optimal surrender strategies for equity-indexed annuity investors with partial information
Journal:
Statistics and Probability Letters
Wei, J
Wang, R
Yang, H
2012
Optimal threshold dividend strategies under the compound poisson model with regime switching
Book:
Stochastic analysis with financial applications: Hong Kong 2009
Wei, J
Yang, H
Wang, R
2011
Optimality of the threshold dividend strategy for the compound Poisson model
Journal:
Statistics and Probability Letters
Yin, C
Yuen, KC
2011
Optimality studies for risk models with premium control
Jiang, Xin
蒋欣
Advisor(s):
Yuen, KC
2018
Option pricing in a jump-diffusion model with regime switching
Journal:
ASTIN Bulletin
Yuen, FL
Yang, H
2009
Option Pricing Under Threshold Autoregressive Models by Threshold Esscher Transform
Journal:
Journal of Industrial and Management Optimization
Siu, T.K.
Tong, H.
Yang, H
2006
Option pricing when the regime-switching risk is priced
Journal:
Acta Mathematicae Applicatae Sinica
Siu, TK
Yang, H
2009
Option pricing with regime switching by trinomial tree method
Journal:
Journal of Computational and Applied Mathematics
Yuen, FL
Yang, H
2010
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
Optional asset allocation under GARCH model
Proceeding/Conference:
Proceedings of the Hong Kong International Worship on Statistics and Finance: An Interface
Hui, WC
Yang, H
Yuen, KC
1999
Options pricing and risk measures under regime-switching models
Hao, Fangcheng.
郝方程.
Advisor(s):
Yang, H
2011
Order imbalance and the dynamics of index and futures prices
Journal:
Journal of Futures Markets
Fung, JKW
Yu, PLH
2007
Ordered random vectors and equality in distribution
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Dhaene, J
Kukush, A
Linders, D
2015
Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks
Journal:
Journal of Applied Probability
Cheung, KAC
Yang, H
2008
Ordering optimal proportions in the asset allocation problem with dependent default risks
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yang, H
2004
