Andrew Cheuk-Yin Ng

Available identifiers

zbMath Open ng.andrew-cheuk-yinMaRDI QIDQ654816

List of research outcomes

Publication	Date of Publication	Type
“Markov Aging Process and Phase-Type Law of Mortality,” X. Sheldon Lin and Xiaoming Liu, October 2007	2022-01-19	Paper
“Stochastic Annuities,” Daniel Dufresne, January 2007	2022-01-10	Paper
Authors’ Reply: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model,” Andrew C. Y. Ng and Hailiang Yang, April 2005 - Discussion by David C. M. Dickson, Steve Drekic, David A. Stanford, and Gordon E. Willmot	2021-12-22	Paper
Stochastic life table forecasting: a time-simultaneous fan chart application	2021-02-15	Paper
Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models	2019-05-15	Paper
Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations	2014-03-05	Paper
A note on the strong approximation for long memory processes and its application	2013-06-25	Paper
Valuing variable annuity guarantees with the multivariate Esscher transform	2011-12-21	Paper
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach	2011-06-17	Paper
On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains	2010-06-21	Paper
On a dual model with a dividend threshold	2009-05-12	Paper
Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model	2006-10-04	Paper
On the joint distribution of surplus before and after ruin under a Markovian regime switching model	2006-04-28	Paper
Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model	2006-01-06	Paper

Research outcomes over time

Doctoral students

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