| Publication | Date of Publication | Type |
|---|
| Applications of population sampling to insurance ratemaking and reserving | 2025-01-22 | Paper |
| Effective experience rating for large insurance portfolios via surrogate modeling | 2024-09-18 | Paper |
| Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models | 2023-02-10 | Paper |
| Authors’ Reply: Pricing Annuity Guarantees Under a Regime-Switching Model - Discussion by Robert J. Elliott and Tak Kuen Siu | 2022-02-11 | Paper |
| Pricing Annuity Guarantees Under a Regime-Switching Model | 2022-02-11 | Paper |
| Markov Aging Process and Phase-Type Law of Mortality | 2022-01-10 | Paper |
| Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models | 2021-12-22 | Paper |
| A New Class of Severity Regression Models with an Application to IBNR Prediction | 2021-11-15 | Paper |
| Fitting multivariate Erlang mixtures to data: a roughness penalty approach | 2021-02-03 | Paper |
| EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS | 2020-12-13 | Paper |
| Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach | 2020-03-20 | Paper |
| A class of mixture of experts models for general insurance: theoretical developments | 2019-11-28 | Paper |
| A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES | 2019-11-22 | Paper |
| A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION | 2019-11-22 | Paper |
| Multivariate Cox Hidden Markov models with an application to operational risk | 2019-09-10 | Paper |
| Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach | 2019-05-28 | Paper |
| Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle | 2019-05-28 | Paper |
| On the consistency of penalized MLEs for Erlang mixtures | 2019-02-20 | Paper |
| Fitting the Erlang mixture model to data via a GEM-CMM algorithm | 2018-06-20 | Paper |
| EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION | 2018-06-04 | Paper |
| Conditional Residual Lifetimes of (n-k+1)-out-of n Systems with Mixed Erlang Components | 2017-10-20 | Paper |
| Move-based hedging of variable annuities: a semi-analytic approach | 2016-12-14 | Paper |
| A marked Cox model for the number of IBNR claims: theory | 2016-11-21 | Paper |
| Valuation of large variable annuity portfolios under nested simulation: a functional data approach | 2015-05-26 | Paper |
| OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH | 2014-04-16 | Paper |
| Modeling dependent risks with multivariate Erlang mixtures | 2013-12-12 | Paper |
| Are flexible premium variable annuities under-priced? | 2013-12-12 | Paper |
| A subordinated Markov model for stochastic mortality | 2013-08-05 | Paper |
| An insurance risk model with stochastic volatility | 2012-02-10 | Paper |
| On the threshold dividend strategy for a generalized jump-diffusion risk model | 2011-08-01 | Paper |
| A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier | 2009-06-15 | Paper |
| Pricing perpetual American catastrophe put options: A penalty function approach | 2009-05-12 | Paper |
| The compound Poisson risk model with multiple thresholds | 2009-01-28 | Paper |
| Introductory Stochastic Analysis for Finance and Insurance | 2006-05-30 | Paper |
| Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates | 2006-01-05 | Paper |
| “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 | 2006-01-05 | Paper |
| The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. | 2004-02-14 | Paper |
| Lundberg inequalities for renewal equations | 2002-05-23 | Paper |
| The moments of the time of ruin, the surplus before ruin, and the deficit at ruin | 2001-10-26 | Paper |
| Lundberg approximations for compound distributions with insurance applications | 2000-12-19 | Paper |
| Analysis of a defective renewal equation arising in ruin theory | 2000-01-31 | Paper |
| Double barrier hitting time distributions with applications to exotic options | 1999-04-27 | Paper |
| Exact and approximate properties of the distribution of surplus before and after ruin | 1999-01-27 | Paper |
