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Title	Author(s)	Issue Date
A reduced-form model for correlated defaults with regime-switching shot noise intensities Journal:Methodology and Computing in Applied Probability	Dong, Y Yuen, KC Wang, G Wu, C	2016
A regime-switching model with jumps and its application to bond pricing and insurance Journal:Stochastics and Dynamics	Dong, Y Wang, G Yuen, KC	2016
Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend barrier	Yuen, KC Wang, G Li, WK	2006
Association of Cord Plasma Biomarkers of In Utero Acetaminophen Exposure With Risk of Attention-Deficit/Hyperactivity Disorder and Autism Spectrum Disorder in Childhood Journal:JAMA Psychiatry	Ji, Y Azuine, RE Zhang, Y Hou, W Hong, X Wang, G Riley, A Pearson, C Zuckerman, B Wang, X	2020
Bilateral Counterparty Risk Valuation On A Cds With A Common Shock Model Journal:Methodology and Computing in Applied Probability	Dong, Y Wang, G Yuen, KC	2013
Change-point detection in multinomial data with a large number of categories Journal:The Annals of Statistics	Wang, G Zou, C Yin, G	2018
Correlated default models driven by a multivariate regime-switching shot noise process Journal:IMA Journal of Management Mathematics	Dong, Y Wang, G Yuen, KC	2018
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier Proceeding/Conference:Insurance: Mathematics and Economics	Yuen, KC Wang, G Li, WK	2007
Hybrid quantile estimation for asymmetric power GARCH models Journal:Journal of Econometrics	Wang, G Zhu, K Li, G Li, WK	2022
New HSIC-based tests for independence between two stationary multivariate time series Journal:Statistica Sinica	Wang, G Li, WK Zhu, K	2021
On a correlated aggregate claims model with thinning-dependence structure Journal:Insurance: Mathematics and Economics	Wang, G Yuen, KC	2005
On a multi-dimensional risk model with regime switching Journal:Insurance: Mathematics and Economics	Wang, G Wang, GJ Yang, H	2016
On the renewal risk model under a threshold strategy Journal:Journal of Computational and Applied Mathematics	Dong, Y Wang, G Yuen, KC	2009
On the renewal risk process with stochastic interest Journal:Stochastic Processes and their Applications	Yuen, KC Wang, G Wu, R	2006
Postpartum plasma metabolomic profile among women with preeclampsia and preterm delivery: implications for long-term health Journal:BMC Medicine	Hong, X Zhang, B Liang, L Zhang, Y Ji, Y Wang, G Ji, H Clish, CB Burd, I Pearson, C Zuckerman, B Hu, F Wang, X	2020
Pricing credit derivatives under a correlated regime-switching hazard process Journal:Journal of Industrial and Management Optimization	Dong, Y Yuen, KC Wang, G	2017
Regime-switching pure jump processes and applications in the valuation of mortality-linked products Journal:Communications in Statistics: Theory and Methods	Dong, Y Yuen, KC Wang, G	2016
Ruin probabilities for a risk process with stochastic return on investments Journal:Stochastic Processes and their Applications	Yuen, KC Wang, G Ng, KW	2004
Some ruin problems for a risk process with stochastic interest Journal:North American Actuarial Journal	Yuen, KC Wang, G	2005
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models Journal:Journal of Business & Economic Statistics	Wang, G Zhu, K Shao, X	2022

Showing results 1 to 20 of 23 next >