Showing results 2952 to 2971 of 3015
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| Title | Author(s) | Issue Date | |
|---|---|---|---|
Valuation of variable annuity guarantees Proceeding/Conference:China International Conference on Insurance and Risk Management, CICIRM 2011 | 2011 | ||
Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems | 2006 | ||
Valuing contingent exotic options: a discounted density approach Proceeding/Conference:International Conference on Actuarial Science and Risk Management, ASRM 2012 | 2012 | ||
Valuing embedded options in insurance products Proceeding/Conference:International Forum on Statistics of Renmin University of China, 2016 | 2016 | ||
Valuing embedded options under jump diffusion models Proceeding/Conference:Financial Engineering and Risk Management International Symposium 2016 | 2016 | ||
Valuing equity-linked death benefit in jump diffusion models Proceeding/Conference:Symposium on Insurance, Actuarial Science and Risk Management, Guangzhou, China, 2015 | 2015 | ||
Valuing equity-linked death benefits and other contingent options: A discounted density approach Journal:Insurance: Mathematics and Economics | 2012 | ||
Valuing Equity-Linked Death Benefits in a Regime-Switching Framework Journal:ASTIN Bulletin | 2015 | ||
Valuing equity-linked death benefits in jump diffusion models Journal:Insurance: Mathematics and Economics | 2013 | ||
Valuing equity-linked death benefits under trinomial tree model Proceeding/Conference:Workshop on Statistics and Actuarial Science, Shanghai, China, 2015 | 2015 | ||
Valuing equity-linked insurance products Proceeding/Conference:Annual International Conference on Operations Research and Statistics (ORS) 2016 | 2016 | ||
Valuing Equity-linked Insurance Products Proceeding/Conference:IMA Workshop on Financial and Economic Applications, Minneapolis, USA, June 11-15, 2018 | 2018 | ||
Valuing T-year contingent options Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance Program 2011 | 2011 | ||
VaR estimation using FIGARCH models Proceeding/Conference:Hong Kong International Workshop on Statistics in Finance | 1999 | ||
Variable screening for survival data in the presence of heterogeneous censoring Journal:Scandinavian Journal of Statistics: theory and applications | 2020 | ||
Advisor(s):Lee, SMS | 2020 | ||
Variable selection in robust joint mean and covariance model for longitudinal data analysis Journal:Statistica Sinica | 2014 | ||
Variable selection in the high-dimensional continuous generalized linear model with current status data Journal:Journal of Applied Statistics | 2014 | ||
| 2018 | |||
Variance component testing in semiparametric mixed models Journal:Journal of Multivariate Analysis | 2004 |