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Browsing "Department of Statistics & Actuarial Science" by Author wang, g
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Showing results 11 to 23 of 23
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Title
Author(s)
Issue Date
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
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Journal:
Insurance: Mathematics and Economics
Tang, Q
Wang, G
Yuen, 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, Q
Wang, G
Yuen, 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, Y
Yuen, KC
Wang, G
2017