Browsing "Department of Statistics & Actuarial Science" by Author wang, g

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Showing results 5 to 23 of 23 < previous 
TitleAuthor(s)Issue Date
 
Bilateral Counterparty Risk Valuation On A Cds With A Common Shock Model
Journal:Methodology and Computing in Applied Probability
Dong, YWang, GYuen, KC
2013
 
Change-point detection in multinomial data with a large number of categories
Journal:The Annals of Statistics
Wang, GZou, CYin, G
2018
 
Correlated default models driven by a multivariate regime-switching shot noise process
Journal:IMA Journal of Management Mathematics
Dong, YWang, GYuen, 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, KCWang, GLi, WK
2007
 
Hybrid quantile estimation for asymmetric power GARCH models
Journal:Journal of Econometrics
Wang, GZhu, KLi, GLi, WK
2022
 
New HSIC-based tests for independence between two stationary multivariate time series
Journal:Statistica Sinica
Wang, GLi, WKZhu, K
2021
 
On a correlated aggregate claims model with thinning-dependence structure
Journal:Insurance: Mathematics and Economics
Wang, GYuen, KC
2005
 
On a multi-dimensional risk model with regime switching
Journal:Insurance: Mathematics and Economics
Wang, GWang, GJYang, H
2016
 
On the renewal risk model under a threshold strategy
Journal:Journal of Computational and Applied Mathematics
Dong, YWang, GYuen, KC
2009
 
On the renewal risk process with stochastic interest
Journal:Stochastic Processes and their Applications
Yuen, KCWang, GWu, R
2006
 
Postpartum plasma metabolomic profile among women with preeclampsia and preterm delivery: implications for long-term health
Journal:BMC Medicine
Hong, XZhang, BLiang, LZhang, YJi, YWang, GJi, HClish, CBBurd, IPearson, CZuckerman, BHu, FWang, X
2020
 
Pricing credit derivatives under a correlated regime-switching hazard process
Journal:Journal of Industrial and Management Optimization
Dong, YYuen, KCWang, G
2017
 
Regime-switching pure jump processes and applications in the valuation of mortality-linked products
Journal:Communications in Statistics: Theory and Methods
Dong, YYuen, KCWang, G
2016
 
Ruin probabilities for a risk process with stochastic return on investments
Journal:Stochastic Processes and their Applications
Yuen, KCWang, GNg, KW
2004
 
Some ruin problems for a risk process with stochastic interest
Journal:North American Actuarial Journal
Yuen, KCWang, G
2005
 
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
Journal:Journal of Business & Economic Statistics
Wang, GZhu, KShao, X
2022
 
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Journal:Insurance: Mathematics and Economics
Tang, QWang, GYuen, KC
2010
 
Unifrom asymptotics for ruin probabilities of the renewal risk model with risky investments
Proceeding/Conference:International Congress on Insurance: Mathematics and Economics
Tang, QWang, GYuen, KC
2009
 
Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities
Journal:Frontiers of Mathematics in China
Dong, YYuen, KCWang, G
2017
Showing results 5 to 23 of 23 < previous