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Browsing "Department of Statistics & Actuarial Science" by Author dong, y
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Showing results 1 to 17 of 17
Title
Author(s)
Issue Date
Views
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk
Journal:
Stochastic Analysis and Applications
Dong, Y
Yuen, KC
Wu, C
2014
75
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
97
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
70
Artificial intelligence in healthcare: Past, present and future
Journal:
Stroke and Vascular Neurology
Jiang, F
Jiang, Y
Zhi, H
Dong, Y
Li, H
Ma, S
Dong, Q
Shen, H
Wang, Y
Wang, Y
2017
116
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
61
The classical risk model with constant interest and threshold strategy
Proceeding/Conference:
COMPSTAT 2008: Proceedings in Computational Statistics
Dong, Y
Yuen, KC
2008
The Classical Risk Model With Constant Interest And Threshold Strategy
Journal:
Proceedings In Computational Statistics
Dong, Y
Yuen, KC
2008
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
84
Depth functions as measures of representativeness
Journal:
Statistical Papers
Dong, Y
Lee, SMS
2014
Depth functions as measures of representativeness
Dong, Y
Lee, SMS
2010
A New Notion of Data Depth Based on Goodness-of-Fit Tests
Proceeding/Conference:
Joint Statistical Meetings (JSM)
Dong, Y
Lee, SMS
2009
On the renewal risk model under a threshold strategy
Journal:
Journal of Computational and Applied Mathematics
Dong, Y
Wang, G
Yuen, KC
2009
64
Pricing credit derivatives under a correlated regime-switching hazard process
Journal:
Journal of Industrial and Management Optimization
Dong, Y
Yuen, KC
Wang, G
2017
43
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
57
Regime-switching shot noise processes and longevity bonds pricing
Journal:
Lithuanian Mathematical Journal
Dong, Y
Yuen, KC
Wu, C
2014
33
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
Journal:
Statistics and Probability Letters
Dong, Y
Yuen, KC
Wu, C
2014
70
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
