The following pages link to Andrew Cheuk-Yin Ng (Q654816):
Displaying 16 items.
- (Q543447) (redirect page) (← links)
- Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach (Q543449) (← links)
- Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817) (← links)
- (Q1017774) (redirect page) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- Stochastic life table forecasting: a time-simultaneous fan chart application (Q2227418) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
- On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
- 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 (Q5018712) (← links)
- “Stochastic Annuities,” Daniel Dufresne, January 2007 (Q5019755) (← links)
- “Markov Aging Process and Phase-Type Law of Mortality,” X. Sheldon Lin and Xiaoming Liu, October 2007 (Q5022527) (← links)
- A note on the strong approximation for long memory processes and its application (Q5299494) (← links)
- Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597) (← links)
- Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)
- Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633) (← links)
