Cheuk Yin Andrew Ng

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
Statistics & Probability Letters
2017-10-06Paper
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Insurance Mathematics & Economics
2015-01-28Paper
Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails
Stochastic Models
2014-06-25Paper


Research outcomes over time


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