File Download
Supplementary
-
Citations:
- Appears in Collections:
postgraduate thesis: Asset-liability management under regime-switching models
| Title | Asset-liability management under regime-switching models |
|---|---|
| Authors | |
| Advisors | Advisor(s):Yang, H |
| Issue Date | 2009 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Chen, P. [陈平]. (2009). Asset-liability management under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4322392 |
| Degree | Doctor of Philosophy |
| Subject | Asset-liability management - Mathematical models. Markov processes. |
| Dept/Program | Statistics and Actuarial Science |
| Persistent Identifier | http://hdl.handle.net/10722/56815 |
| HKU Library Item ID | b4322392 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Yang, H | - |
| dc.contributor.author | Chen, Ping | - |
| dc.contributor.author | 陈平 | - |
| dc.date.issued | 2009 | - |
| dc.identifier.citation | Chen, P. [陈平]. (2009). Asset-liability management under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4322392 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/56815 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B43223928 | - |
| dc.subject.lcsh | Asset-liability management - Mathematical models. | - |
| dc.subject.lcsh | Markov processes. | - |
| dc.title | Asset-liability management under regime-switching models | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b4322392 | - |
| dc.description.thesisname | Doctor of Philosophy | - |
| dc.description.thesislevel | Doctoral | - |
| dc.description.thesisdiscipline | Statistics and Actuarial Science | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b4322392 | - |
| dc.date.hkucongregation | 2010 | - |
| dc.identifier.mmsid | 991028786789703414 | - |