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	Title	Author(s)	Issue Date
	A New Long Memory Volatility Model Proceeding/Conference:Joint Statistical Meetings, Vancouver, JSM 2010	Li, G	2010
	Identifying the number of factors from singular values of a large sample auto-covariance matrix Proceeding/Conference:European Meeting of Statisticians (BSMSP)	Yao, JJ	2015
	Poisson and negative binomial item count techniques for surveys with sensitive question Proceeding/Conference:Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2016)	TIan, G	2016
	Identifying the number of factors from singular values of a large sample auto-covariance matrix. Proceeding/Conference:Statistical Society of Canada Annual Meeting	Yao, JJLi, ZWang, Q	2016
	Valuing equity-linked insurance products Proceeding/Conference:Annual International Conference on Operations Research and Statistics (ORS) 2016	Yang, H	2016
	Valuing equity-linked death benefit in jump diffusion models Proceeding/Conference:Symposium on Insurance, Actuarial Science and Risk Management, Guangzhou, China, 2015	Yang, H	2015
	Valuing equity-linked death benefits under trinomial tree model Proceeding/Conference:Workshop on Statistics and Actuarial Science, Shanghai, China, 2015	Yang, H	2015
	Valuing embedded options in insurance products Proceeding/Conference:International Forum on Statistics of Renmin University of China, 2016	Yang, H	2016
	Valuing embedded options under jump diffusion models Proceeding/Conference:Financial Engineering and Risk Management International Symposium 2016	Yang, H	2016
	A constraint-free approach to optimal reinsurance Proceeding/Conference:International Gerber-Shiu Workshop, 2016	Yang, HGerber, HUShiu, ESW	2016
	Test for Genomic Imprinting Effects on the X Chromosome Proceeding/Conference:The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2016)	Fung, TWK	2016
	Outliers in the spectrum of large sample covariance matrices Proceeding/Conference:International Conference of the ERCIM WG on CMStatistics 2015 (CMStatistics 2015 (ERCIM 2015))	Yao, JJ	2015
	A discrete-time risk model with Poisson ARCH claim number process Proceeding/Conference:Actuarial Research Conference, ARC 2016	Yuen, KC	2016
	Optimal proportional reinsurance for a risk model with thinning dependence Proceeding/Conference:International Congress on IME	Yuen, KC	2015
	Optimal dividends and reinsurance with capital injection under thinning dependence Proceeding/Conference:International Congress on Insurance: Mathematics and Economics, IME 2016	Yuen, KCChen, MZhou, M	2016
	A calculus E-learning system for first-year university students with diverse mathematics background Proceeding/Conference:International Congress of Mathematical Education, ICME-13	Yeung, KFLui, RKWCheung, MYLam, KFTsing, NK	2016
	Some problems in a discrete semi-Markov risk model Presentation:School of Mathematics, Nankai University, Tianjin, China	Yuen, KC	2016
	Some problems in a discrete semi-Markov risk model Presentation:China Institute for Actuarial Science, Beijing, China	Yuen, KC	2016
	Extremal dependence structures and bounds of Tail Value-at-Risk Proceeding/Conference:Current Topics on Actuarial Models with Dependence Structure Seminar	Cheung, KC	2015
	On modeling dependence in claim-number processes Proceeding/Conference:Current Topics on Actuarial Models with Dependence Structure Seminar	Yuen, KC	2015