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!
| Publication | Date of Publication | Type |
|---|
Virtual first Betti number of GGS groups
Journal of Algebra | 2026-02-26 | Paper |
Cobordism, spin structures, and profinite completions
(available as arXiv preprint) | 2026-01-01 | Paper |
Improved algebraic fibrations of high-dimensional hyperbolic groups
(available as arXiv preprint) | 2026-01-01 | Paper |
Quasi-convex surface subgroups in some one-relator groups with torsion
(available as arXiv preprint) | 2025-01-01 | Paper |
“Markov Aging Process and Phase-Type Law of Mortality,” X. Sheldon Lin and Xiaoming Liu, October 2007
North American Actuarial Journal | 2022-01-19 | Paper |
“Stochastic Annuities,” Daniel Dufresne, January 2007
North American Actuarial Journal | 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. Stanf
North American Actuarial Journal | 2021-12-22 | Paper |
Stochastic life table forecasting: a time-simultaneous fan chart application
Mathematics and Computers in Simulation | 2021-02-15 | Paper |
Pricing and hedging variable annuity guarantees with multiasset stochastic investment models
North American Actuarial Journal | 2019-05-15 | Paper |
Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
Statistics & Probability Letters | 2014-03-05 | Paper |
A note on the strong approximation for long memory processes and its application
Statistics | 2013-06-25 | Paper |
Valuing variable annuity guarantees with the multivariate Esscher transform
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
Mathematics and Computers in Simulation | 2011-06-17 | Paper |
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
ASTIN Bulletin | 2010-06-21 | Paper |
On a dual model with a dividend threshold
Insurance Mathematics & Economics | 2009-05-12 | Paper |
Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model
ASTIN Bulletin | 2006-10-04 | Paper |
On the joint distribution of surplus before and after ruin under a Markovian regime switching model
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
North American Actuarial Journal | 2006-01-06 | Paper |
Research outcomes over time
This page was built for person: Andrew Cheuk-Yin Ng
