Browsing by Author Yuen, FL

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Showing results 1 to 16 of 16
TitleAuthor(s)Issue DateViews
 
2020
2
 
On additivity of tail comonotonic risks
Journal:Scandinavian Actuarial Journal
2019
3
 
On the uncertainty of VaR of individual risk
Journal:Journal of Computational and Applied Mathematics
2020
11
 
Optimal asset allocation: a worst scenario expectation approach
Journal:Journal of Optimization Theory and Applications
2012
122
 
Optimal asset allocation: Risk and information uncertainty
Journal:European Journal of Operational Research
2016
38
 
Optimal portfolio in a continuous-time self-exciting threshold model
Journal:Journal of Industrial and Management Optimization
2013
67
 
2009
213
 
Option pricing with regime switching by trinomial tree method
Journal:Journal of Computational and Applied Mathematics
2010
157
 
Option pricing with tree model in view of hedging
Proceeding/Conference:International Congress on Insurance: Mathematics and Economics
2010
46
 
Option pricing with tree model in view of hedging
Proceeding/Conference:International Conference on Actuarial and Financial Risks
2010
46
 
Option valuation by a self-exciting threshold binomial model
Journal:Mathematical and Computer Modelling
2013
83
 
2010
 
2011
80
 
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
2009
80
 
2010
41
 
Reinsurance contract design with adverse selection
Journal:Scandinavian Actuarial Journal
2019