Showing results 1 to 12 of 12
| Title | Author(s) | Issue Date | |
|---|---|---|---|
A constraint-free approach to optimal reinsurance Proceeding/Conference:International Gerber-Shiu Workshop, 2016 | 2016 | ||
A constraint-free approach to optimal reinsurance Journal:Scandinavian Actuarial Journal | 2019 | ||
An elementary approach to discrete models of dividend strategies Proceeding/Conference:Stochastic Analysis and Its Applications to Mathematical Finance Seminar | 2011 | ||
Crossing Time of Annuities with Exponential Payment Rates Journal:Bulletin of the Swiss Association of Actuaries | 2009 | ||
An elementary approach to discrete models of dividend strategies Journal:Insurance: Mathematics and Economics | 2010 | ||
Erlang stopping of Brownian motion and valuation of contingent options Proceeding/Conference:2012 International Conference on Actuarial and Financial Mathematics | 2012 | ||
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits Journal:Insurance: Mathematics and Economics | 2015 | ||
The Omega model: from bankruptcy to occupation times in the red Journal:European Acturial journal | 2012 | ||
Valuing contingent exotic options: a discounted density approach Proceeding/Conference:International Conference on Actuarial Science and Risk Management, ASRM 2012 | 2012 | ||
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 jump diffusion models Journal:Insurance: Mathematics and Economics | 2013 | ||
Valuing T-year contingent options Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance Program 2011 | 2011 |