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	Title	Author(s)	Issue Date
	Insurance Risk Models: with and without Dividends Proceeding/Conference:International Conference on Applied Statistics and Financial Mathematics	Yang, H	2010
	The expected discounted penalty function for the compound binomial risk model with delayed claims and randomized dividends Proceeding/Conference:International Conference on Mathematical Methods in Reliability	Yuen, KCLi, JWu, R	2011
	Applications of time-series models to ruin theory with dependent classes of business Proceeding/Conference:ISI World Statistics Congress of the International Statistical Institute	Wat, KPLi, WKYuen, KC	2011
	A new fractional IGARCH model Proceeding/Conference:Workshop on Recent Advances in Nonlinear Time Series Analysis	Li, G	2011
	Bayesian generalized method of moments Proceeding/Conference:Joint Statistical Meetings, Vancouver, JSM 2010	Yin, G	2010
	A New Long Memory Volatility Model Proceeding/Conference:Joint Statistical Meetings, Vancouver, JSM 2010	Li, G	2010
	Identifying the number of factors from singular values of a large sample auto-covariance matrix Proceeding/Conference:European Meeting of Statisticians (BSMSP)	Yao, JJ	2015
	Poisson and negative binomial item count techniques for surveys with sensitive question Proceeding/Conference:Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2016)	TIan, G	2016
	Identifying the number of factors from singular values of a large sample auto-covariance matrix. Proceeding/Conference:Statistical Society of Canada Annual Meeting	Yao, JJLi, ZWang, Q	2016
	Valuing equity-linked insurance products Proceeding/Conference:Annual International Conference on Operations Research and Statistics (ORS) 2016	Yang, H	2016
	Valuing equity-linked death benefit in jump diffusion models Proceeding/Conference:Symposium on Insurance, Actuarial Science and Risk Management, Guangzhou, China, 2015	Yang, H	2015
	Valuing equity-linked death benefits under trinomial tree model Proceeding/Conference:Workshop on Statistics and Actuarial Science, Shanghai, China, 2015	Yang, H	2015
	Valuing embedded options in insurance products Proceeding/Conference:International Forum on Statistics of Renmin University of China, 2016	Yang, H	2016
	Valuing embedded options under jump diffusion models Proceeding/Conference:Financial Engineering and Risk Management International Symposium 2016	Yang, H	2016
	A constraint-free approach to optimal reinsurance Proceeding/Conference:International Gerber-Shiu Workshop, 2016	Yang, HGerber, HUShiu, ESW	2016
	Test for Imprinting Effects on the X Chromosome Proceeding/Conference:China Statistics Conference, 2016	Fung, TWK	2016
	Test for Genomic Imprinting Effects on the X Chromosome Proceeding/Conference:The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2016)	Fung, TWK	2016
	Outliers in the spectrum of large sample covariance matrices Proceeding/Conference:International Conference of the ERCIM WG on CMStatistics 2015 (CMStatistics 2015 (ERCIM 2015))	Yao, JJ	2015
	A discrete-time risk model with Poisson ARCH claim number process Proceeding/Conference:Actuarial Research Conference, ARC 2016	Yuen, KC	2016
	Optimal proportional reinsurance for a risk model with thinning dependence Proceeding/Conference:International Congress on IME	Yuen, KC	2015