Browsing by Author Yuen, FL

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Showing results 1 to 16 of 16
TitleAuthor(s)Issue DateViews
 
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:Insurance: Mathematics and Economics
Cheung, KCYam, SCPYuen, FLZhang, Y
2020
32
 
On additivity of tail comonotonic risks
Journal:Scandinavian Actuarial Journal
Cheung, KCLing, HKTang, QYam, SCPYuen, FL
2019
27
 
On the uncertainty of VaR of individual risk
Journal:Journal of Computational and Applied Mathematics
Cheung, KCYuen, FL
2020
34
 
Optimal asset allocation: a worst scenario expectation approach
Journal:Journal of Optimization Theory and Applications
Yuen, FLYang, H
2012
148
 
Optimal asset allocation: Risk and information uncertainty
Journal:European Journal of Operational Research
Yam, SCPYang, HYuen, FL
2016
50
 
Optimal portfolio in a continuous-time self-exciting threshold model
Journal:Journal of Industrial and Management Optimization
Meng, HYuen, FLSiu, T.KYang, H
2013
52
 
Option pricing in a jump-diffusion model with regime switching
Journal:ASTIN Bulletin
Yuen, FLYang, H
2009
165
 
Option pricing with regime switching by trinomial tree method
Journal:Journal of Computational and Applied Mathematics
Yuen, FLYang, H
2010
175
 
Option pricing with tree model in view of hedging
Proceeding/Conference:International Congress on Insurance: Mathematics and Economics
Yuen, FLYang, H
2010
74
 
Option pricing with tree model in view of hedging
Proceeding/Conference:International Conference on Actuarial and Financial Risks
Yuen, FLYang, H
2010
73
 
Option valuation by a self-exciting threshold binomial model
Journal:Mathematical and Computer Modelling
Yuen, FLSiu, TKYang, H
2013
56
 
Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method
Journal:North American Actuarial Journal
Yuen, FLYang, H
2010
50
 
Pricing options and equity-Indexed annuities in a Regime-switching Model by Trinomial Tree Method
Journal:Journal of Systemics, Cybernetics and Informatics
Yuen, FLYang, H
2011
125
 
Pricing options and equity-indexed annuities in a regime-switching model by trinomial tree method
Proceeding/Conference:Proceedings of WMSCI
Yuen, FLYang, H
2010
97
 
Pricing options and equity-indexed annuities in a regime-switching model by trinomial tree method
Proceeding/Conference:Oxford-Princeton Workshop on Financial Mathematics & Stochastic Analysis
Yuen, FLYang, H
2009
105
 
Reinsurance contract design with adverse selection
Journal:Scandinavian Actuarial Journal
Cheung, KCYam, SCPYuen, FL
2019
34
Showing results 1 to 16 of 16