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You searched for +publisher:"University of Hong Kong" +contributor:("Yang, H"). Showing records 1 – 17 of 17 total matches.

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University of Hong Kong

1. 田冬子; Tian, Dongzi. Analysis of the calendar year effect in claims reserving : from ultimate to one-year perspectives.

Degree: M. Phil., 2017, University of Hong Kong

This thesis studies the calendar year effect (CYE) on the estimation of incurred but unpaid claims (losses) which is required to calculate reserves for a… (more)

Subjects/Keywords: Insurance - Reserves

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APA (6th Edition):

田冬子; Tian, D. (2017). Analysis of the calendar year effect in claims reserving : from ultimate to one-year perspectives. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/250748

Chicago Manual of Style (16th Edition):

田冬子; Tian, Dongzi. “Analysis of the calendar year effect in claims reserving : from ultimate to one-year perspectives.” 2017. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. http://hdl.handle.net/10722/250748.

MLA Handbook (7th Edition):

田冬子; Tian, Dongzi. “Analysis of the calendar year effect in claims reserving : from ultimate to one-year perspectives.” 2017. Web. 19 Sep 2019.

Vancouver:

田冬子; Tian D. Analysis of the calendar year effect in claims reserving : from ultimate to one-year perspectives. [Internet] [Masters thesis]. University of Hong Kong; 2017. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10722/250748.

Council of Science Editors:

田冬子; Tian D. Analysis of the calendar year effect in claims reserving : from ultimate to one-year perspectives. [Masters Thesis]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/250748


University of Hong Kong

2. 辜有明.; Koh, You Beng. Bayesian analysis in Markov regime-switching models.

Degree: PhD, 2012, University of Hong Kong

van Norden and Schaller (1996) develop a standard regime-switching model to study stock market crashes. In their seminal paper, they use the maximum likelihood estimation… (more)

Subjects/Keywords: Markov processes.; Bayesian statistical decision theory.

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APA (6th Edition):

辜有明.; Koh, Y. B. (2012). Bayesian analysis in Markov regime-switching models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Koh, Y. B. [辜有明]. (2012). Bayesian analysis in Markov regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852164 ; http://dx.doi.org/10.5353/th_b4852164 ; http://hdl.handle.net/10722/179973

Chicago Manual of Style (16th Edition):

辜有明.; Koh, You Beng. “Bayesian analysis in Markov regime-switching models.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Koh, Y. B. [辜有明]. (2012). Bayesian analysis in Markov regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852164 ; http://dx.doi.org/10.5353/th_b4852164 ; http://hdl.handle.net/10722/179973.

MLA Handbook (7th Edition):

辜有明.; Koh, You Beng. “Bayesian analysis in Markov regime-switching models.” 2012. Web. 19 Sep 2019.

Vancouver:

辜有明.; Koh YB. Bayesian analysis in Markov regime-switching models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Sep 19]. Available from: Koh, Y. B. [辜有明]. (2012). Bayesian analysis in Markov regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852164 ; http://dx.doi.org/10.5353/th_b4852164 ; http://hdl.handle.net/10722/179973.

Council of Science Editors:

辜有明.; Koh YB. Bayesian analysis in Markov regime-switching models. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Koh, Y. B. [辜有明]. (2012). Bayesian analysis in Markov regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852164 ; http://dx.doi.org/10.5353/th_b4852164 ; http://hdl.handle.net/10722/179973


University of Hong Kong

3. 付君; Fu, Jun. Asset pricing, hedging and portfolio optimization.

Degree: PhD, 2012, University of Hong Kong

 Starting from the most famous Black-Scholes model for the underlying asset price, there has been a large variety of extensions made in recent decades. One… (more)

Subjects/Keywords: Capital assets pricing model.; Hedging (Finance) - Mathematical models.; Portfolio management - Mathematical models.

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APA (6th Edition):

付君; Fu, J. (2012). Asset pricing, hedging and portfolio optimization. (Doctoral Dissertation). University of Hong Kong. Retrieved from Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210

Chicago Manual of Style (16th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

MLA Handbook (7th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Web. 19 Sep 2019.

Vancouver:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Sep 19]. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

Council of Science Editors:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210


University of Hong Kong

4. Yam, Sheung-chi, Phillip. Algebraic methods on some problems in finance.

Degree: M. Phil., 2001, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Lie groups.; Securities - Prices - Mathematical models.

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APA (6th Edition):

Yam, Sheung-chi, P. (2001). Algebraic methods on some problems in finance. (Masters Thesis). University of Hong Kong. Retrieved from Yam, S. P. [任尚智]. (2001). Algebraic methods on some problems in finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122698 ; http://dx.doi.org/10.5353/th_b3122698 ; http://hdl.handle.net/10722/33607

Chicago Manual of Style (16th Edition):

Yam, Sheung-chi, Phillip. “Algebraic methods on some problems in finance.” 2001. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Yam, S. P. [任尚智]. (2001). Algebraic methods on some problems in finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122698 ; http://dx.doi.org/10.5353/th_b3122698 ; http://hdl.handle.net/10722/33607.

MLA Handbook (7th Edition):

Yam, Sheung-chi, Phillip. “Algebraic methods on some problems in finance.” 2001. Web. 19 Sep 2019.

Vancouver:

Yam, Sheung-chi P. Algebraic methods on some problems in finance. [Internet] [Masters thesis]. University of Hong Kong; 2001. [cited 2019 Sep 19]. Available from: Yam, S. P. [任尚智]. (2001). Algebraic methods on some problems in finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122698 ; http://dx.doi.org/10.5353/th_b3122698 ; http://hdl.handle.net/10722/33607.

Council of Science Editors:

Yam, Sheung-chi P. Algebraic methods on some problems in finance. [Masters Thesis]. University of Hong Kong; 2001. Available from: Yam, S. P. [任尚智]. (2001). Algebraic methods on some problems in finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122698 ; http://dx.doi.org/10.5353/th_b3122698 ; http://hdl.handle.net/10722/33607


University of Hong Kong

5. 廖智生; Liu, Chi-sang. A study of optimal investment strategy for insurance portfolio.

Degree: M. Phil., 2003, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Insurance - Finance.; Insurance companies - Investments.; Investments - Mathematical models.

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APA (6th Edition):

廖智生; Liu, C. (2003). A study of optimal investment strategy for insurance portfolio. (Masters Thesis). University of Hong Kong. Retrieved from Liu, C. [廖智生]. (2003). A study of optimal investment strategy for insurance portfolio. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122763 ; http://dx.doi.org/10.5353/th_b3122763 ; http://hdl.handle.net/10722/39466

Chicago Manual of Style (16th Edition):

廖智生; Liu, Chi-sang. “A study of optimal investment strategy for insurance portfolio.” 2003. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Liu, C. [廖智生]. (2003). A study of optimal investment strategy for insurance portfolio. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122763 ; http://dx.doi.org/10.5353/th_b3122763 ; http://hdl.handle.net/10722/39466.

MLA Handbook (7th Edition):

廖智生; Liu, Chi-sang. “A study of optimal investment strategy for insurance portfolio.” 2003. Web. 19 Sep 2019.

Vancouver:

廖智生; Liu C. A study of optimal investment strategy for insurance portfolio. [Internet] [Masters thesis]. University of Hong Kong; 2003. [cited 2019 Sep 19]. Available from: Liu, C. [廖智生]. (2003). A study of optimal investment strategy for insurance portfolio. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122763 ; http://dx.doi.org/10.5353/th_b3122763 ; http://hdl.handle.net/10722/39466.

Council of Science Editors:

廖智生; Liu C. A study of optimal investment strategy for insurance portfolio. [Masters Thesis]. University of Hong Kong; 2003. Available from: Liu, C. [廖智生]. (2003). A study of optimal investment strategy for insurance portfolio. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122763 ; http://dx.doi.org/10.5353/th_b3122763 ; http://hdl.handle.net/10722/39466


University of Hong Kong

6. Ng, Cheuk-yin, Andrew. On the joint distribution of surplus prior and after ruin.

Degree: M. Phil., 2004, University of Hong Kong

published_or_final_version

toc

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Risk (Insurance); Surplus (Economics)

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APA (6th Edition):

Ng, Cheuk-yin, A. (2004). On the joint distribution of surplus prior and after ruin. (Masters Thesis). University of Hong Kong. Retrieved from Ng, C. A. [伍卓賢]. (2004). On the joint distribution of surplus prior and after ruin. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3050117 ; http://dx.doi.org/10.5353/th_b3050117 ; http://hdl.handle.net/10722/32166

Chicago Manual of Style (16th Edition):

Ng, Cheuk-yin, Andrew. “On the joint distribution of surplus prior and after ruin.” 2004. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Ng, C. A. [伍卓賢]. (2004). On the joint distribution of surplus prior and after ruin. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3050117 ; http://dx.doi.org/10.5353/th_b3050117 ; http://hdl.handle.net/10722/32166.

MLA Handbook (7th Edition):

Ng, Cheuk-yin, Andrew. “On the joint distribution of surplus prior and after ruin.” 2004. Web. 19 Sep 2019.

Vancouver:

Ng, Cheuk-yin A. On the joint distribution of surplus prior and after ruin. [Internet] [Masters thesis]. University of Hong Kong; 2004. [cited 2019 Sep 19]. Available from: Ng, C. A. [伍卓賢]. (2004). On the joint distribution of surplus prior and after ruin. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3050117 ; http://dx.doi.org/10.5353/th_b3050117 ; http://hdl.handle.net/10722/32166.

Council of Science Editors:

Ng, Cheuk-yin A. On the joint distribution of surplus prior and after ruin. [Masters Thesis]. University of Hong Kong; 2004. Available from: Ng, C. A. [伍卓賢]. (2004). On the joint distribution of surplus prior and after ruin. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3050117 ; http://dx.doi.org/10.5353/th_b3050117 ; http://hdl.handle.net/10722/32166


University of Hong Kong

7. 張家俊; Cheung, Ka-chun. Optimal asset allocation problems under the discrete-time regime-switching model.

Degree: PhD, 2005, University of Hong Kong

published_or_final_version

toc

abstract

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Markov processes.; Asset allocation - Mathematical models.

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APA (6th Edition):

張家俊; Cheung, K. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Doctoral Dissertation). University of Hong Kong. Retrieved from Cheung, K. [張家俊]. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3131123 ; http://dx.doi.org/10.5353/th_b3131123 ; http://hdl.handle.net/10722/39889

Chicago Manual of Style (16th Edition):

張家俊; Cheung, Ka-chun. “Optimal asset allocation problems under the discrete-time regime-switching model.” 2005. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Cheung, K. [張家俊]. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3131123 ; http://dx.doi.org/10.5353/th_b3131123 ; http://hdl.handle.net/10722/39889.

MLA Handbook (7th Edition):

張家俊; Cheung, Ka-chun. “Optimal asset allocation problems under the discrete-time regime-switching model.” 2005. Web. 19 Sep 2019.

Vancouver:

張家俊; Cheung K. Optimal asset allocation problems under the discrete-time regime-switching model. [Internet] [Doctoral dissertation]. University of Hong Kong; 2005. [cited 2019 Sep 19]. Available from: Cheung, K. [張家俊]. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3131123 ; http://dx.doi.org/10.5353/th_b3131123 ; http://hdl.handle.net/10722/39889.

Council of Science Editors:

張家俊; Cheung K. Optimal asset allocation problems under the discrete-time regime-switching model. [Doctoral Dissertation]. University of Hong Kong; 2005. Available from: Cheung, K. [張家俊]. (2005). Optimal asset allocation problems under the discrete-time regime-switching model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3131123 ; http://dx.doi.org/10.5353/th_b3131123 ; http://hdl.handle.net/10722/39889


University of Hong Kong

8. Gong, Qi. Gerber-Shiu function in threshold insurance risk models.

Degree: M. Phil., 2008, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Risk (Insurance) - Mathematics.; Probabilities.; Risk (Insurance) - Mathematical models.

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APA (6th Edition):

Gong, Q. (2008). Gerber-Shiu function in threshold insurance risk models. (Masters Thesis). University of Hong Kong. Retrieved from Gong, Q. [龔綺]. (2008). Gerber-Shiu function in threshold insurance risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4098796 ; http://dx.doi.org/10.5353/th_b4098796 ; http://hdl.handle.net/10722/52739

Chicago Manual of Style (16th Edition):

Gong, Qi. “Gerber-Shiu function in threshold insurance risk models.” 2008. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Gong, Q. [龔綺]. (2008). Gerber-Shiu function in threshold insurance risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4098796 ; http://dx.doi.org/10.5353/th_b4098796 ; http://hdl.handle.net/10722/52739.

MLA Handbook (7th Edition):

Gong, Qi. “Gerber-Shiu function in threshold insurance risk models.” 2008. Web. 19 Sep 2019.

Vancouver:

Gong Q. Gerber-Shiu function in threshold insurance risk models. [Internet] [Masters thesis]. University of Hong Kong; 2008. [cited 2019 Sep 19]. Available from: Gong, Q. [龔綺]. (2008). Gerber-Shiu function in threshold insurance risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4098796 ; http://dx.doi.org/10.5353/th_b4098796 ; http://hdl.handle.net/10722/52739.

Council of Science Editors:

Gong Q. Gerber-Shiu function in threshold insurance risk models. [Masters Thesis]. University of Hong Kong; 2008. Available from: Gong, Q. [龔綺]. (2008). Gerber-Shiu function in threshold insurance risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4098796 ; http://dx.doi.org/10.5353/th_b4098796 ; http://hdl.handle.net/10722/52739


University of Hong Kong

9. Siu, Kin-bong, Bonny. Expected shortfall and value-at-risk under a model with market risk and credit risk.

Degree: M. Phil., 2006, University of Hong Kong

published_or_final_version

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Risk management - Mathematical models.; Financial futures - Mathematical models.; Markov processes.

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APA (6th Edition):

Siu, Kin-bong, B. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Masters Thesis). University of Hong Kong. Retrieved from Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753

Chicago Manual of Style (16th Edition):

Siu, Kin-bong, Bonny. “Expected shortfall and value-at-risk under a model with market risk and credit risk.” 2006. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753.

MLA Handbook (7th Edition):

Siu, Kin-bong, Bonny. “Expected shortfall and value-at-risk under a model with market risk and credit risk.” 2006. Web. 19 Sep 2019.

Vancouver:

Siu, Kin-bong B. Expected shortfall and value-at-risk under a model with market risk and credit risk. [Internet] [Masters thesis]. University of Hong Kong; 2006. [cited 2019 Sep 19]. Available from: Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753.

Council of Science Editors:

Siu, Kin-bong B. Expected shortfall and value-at-risk under a model with market risk and credit risk. [Masters Thesis]. University of Hong Kong; 2006. Available from: Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753


University of Hong Kong

10. Kwan, Kwok-man. Ruin theory under a threshold insurance risk model.

Degree: M. Phil., 2007, University of Hong Kong

abstract

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Probabilities.; Risk (Insurance) - Mathematical models.

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APA (6th Edition):

Kwan, K. (2007). Ruin theory under a threshold insurance risk model. (Masters Thesis). University of Hong Kong. Retrieved from Kwan, K. [關國文]. (2007). Ruin theory under a threshold insurance risk model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3832003 ; http://dx.doi.org/10.5353/th_b3832003 ; http://hdl.handle.net/10722/52755

Chicago Manual of Style (16th Edition):

Kwan, Kwok-man. “Ruin theory under a threshold insurance risk model.” 2007. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Kwan, K. [關國文]. (2007). Ruin theory under a threshold insurance risk model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3832003 ; http://dx.doi.org/10.5353/th_b3832003 ; http://hdl.handle.net/10722/52755.

MLA Handbook (7th Edition):

Kwan, Kwok-man. “Ruin theory under a threshold insurance risk model.” 2007. Web. 19 Sep 2019.

Vancouver:

Kwan K. Ruin theory under a threshold insurance risk model. [Internet] [Masters thesis]. University of Hong Kong; 2007. [cited 2019 Sep 19]. Available from: Kwan, K. [關國文]. (2007). Ruin theory under a threshold insurance risk model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3832003 ; http://dx.doi.org/10.5353/th_b3832003 ; http://hdl.handle.net/10722/52755.

Council of Science Editors:

Kwan K. Ruin theory under a threshold insurance risk model. [Masters Thesis]. University of Hong Kong; 2007. Available from: Kwan, K. [關國文]. (2007). Ruin theory under a threshold insurance risk model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3832003 ; http://dx.doi.org/10.5353/th_b3832003 ; http://hdl.handle.net/10722/52755


University of Hong Kong

11. Chen, Ping. Asset-liability management under regime-switching models.

Degree: PhD, 2009, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Markov processes.; Asset-liability management - Mathematical models.

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APA (6th Edition):

Chen, P. (2009). Asset-liability management under regime-switching models. (Doctoral Dissertation). University of Hong Kong. Retrieved from 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 ; http://dx.doi.org/10.5353/th_b4322392 ; http://hdl.handle.net/10722/56815

Chicago Manual of Style (16th Edition):

Chen, Ping. “Asset-liability management under regime-switching models.” 2009. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. 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 ; http://dx.doi.org/10.5353/th_b4322392 ; http://hdl.handle.net/10722/56815.

MLA Handbook (7th Edition):

Chen, Ping. “Asset-liability management under regime-switching models.” 2009. Web. 19 Sep 2019.

Vancouver:

Chen P. Asset-liability management under regime-switching models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2009. [cited 2019 Sep 19]. Available from: 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 ; http://dx.doi.org/10.5353/th_b4322392 ; http://hdl.handle.net/10722/56815.

Council of Science Editors:

Chen P. Asset-liability management under regime-switching models. [Doctoral Dissertation]. University of Hong Kong; 2009. Available from: 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 ; http://dx.doi.org/10.5353/th_b4322392 ; http://hdl.handle.net/10722/56815


University of Hong Kong

12. 袁飛龍.; Yuen, Fei-lung. Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method.

Degree: PhD, 2010, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Stock options - Prices - Mathematical models.; Derivative securities - Prices - Mathematical models.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

袁飛龍.; Yuen, F. (2010). Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. (Doctoral Dissertation). University of Hong Kong. Retrieved from Yuen, F. [袁飛龍]. (2010). Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4559561 ; http://dx.doi.org/10.5353/th_b4559561 ; http://hdl.handle.net/10722/133208

Chicago Manual of Style (16th Edition):

袁飛龍.; Yuen, Fei-lung. “Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method.” 2010. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Yuen, F. [袁飛龍]. (2010). Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4559561 ; http://dx.doi.org/10.5353/th_b4559561 ; http://hdl.handle.net/10722/133208.

MLA Handbook (7th Edition):

袁飛龍.; Yuen, Fei-lung. “Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method.” 2010. Web. 19 Sep 2019.

Vancouver:

袁飛龍.; Yuen F. Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. [Internet] [Doctoral dissertation]. University of Hong Kong; 2010. [cited 2019 Sep 19]. Available from: Yuen, F. [袁飛龍]. (2010). Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4559561 ; http://dx.doi.org/10.5353/th_b4559561 ; http://hdl.handle.net/10722/133208.

Council of Science Editors:

袁飛龍.; Yuen F. Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. [Doctoral Dissertation]. University of Hong Kong; 2010. Available from: Yuen, F. [袁飛龍]. (2010). Pricing options and equity-indexed annuities in regime-switching models by trinomial tree method. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4559561 ; http://dx.doi.org/10.5353/th_b4559561 ; http://hdl.handle.net/10722/133208


University of Hong Kong

13. 郝方程.; Hao, Fangcheng. Options pricing and risk measures under regime-switching models.

Degree: PhD, 2011, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Risk management - Mathematical models.; Stock options - Prices - Mathematical models.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

郝方程.; Hao, F. (2011). Options pricing and risk measures under regime-switching models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Hao, F. [郝方程]. (2011). Options pricing and risk measures under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714726 ; http://dx.doi.org/10.5353/th_b4714726 ; http://hdl.handle.net/10722/145679

Chicago Manual of Style (16th Edition):

郝方程.; Hao, Fangcheng. “Options pricing and risk measures under regime-switching models.” 2011. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Hao, F. [郝方程]. (2011). Options pricing and risk measures under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714726 ; http://dx.doi.org/10.5353/th_b4714726 ; http://hdl.handle.net/10722/145679.

MLA Handbook (7th Edition):

郝方程.; Hao, Fangcheng. “Options pricing and risk measures under regime-switching models.” 2011. Web. 19 Sep 2019.

Vancouver:

郝方程.; Hao F. Options pricing and risk measures under regime-switching models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2011. [cited 2019 Sep 19]. Available from: Hao, F. [郝方程]. (2011). Options pricing and risk measures under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714726 ; http://dx.doi.org/10.5353/th_b4714726 ; http://hdl.handle.net/10722/145679.

Council of Science Editors:

郝方程.; Hao F. Options pricing and risk measures under regime-switching models. [Doctoral Dissertation]. University of Hong Kong; 2011. Available from: Hao, F. [郝方程]. (2011). Options pricing and risk measures under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714726 ; http://dx.doi.org/10.5353/th_b4714726 ; http://hdl.handle.net/10722/145679


University of Hong Kong

14. Dong, Jing. On upper comonotonicity and stochastic orders.

Degree: M. Phil., 2009, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Cheung, KC, Yang, H.

Subjects/Keywords: Distribution (Probability theory); Random variables.; Mulivariate analysis.; Stochastic orders.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dong, J. (2009). On upper comonotonicity and stochastic orders. (Masters Thesis). University of Hong Kong. Retrieved from Dong, J. [董靜]. (2009). On upper comonotonicity and stochastic orders. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4308545 ; http://dx.doi.org/10.5353/th_b4308545 ; http://hdl.handle.net/10722/56610

Chicago Manual of Style (16th Edition):

Dong, Jing. “On upper comonotonicity and stochastic orders.” 2009. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Dong, J. [董靜]. (2009). On upper comonotonicity and stochastic orders. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4308545 ; http://dx.doi.org/10.5353/th_b4308545 ; http://hdl.handle.net/10722/56610.

MLA Handbook (7th Edition):

Dong, Jing. “On upper comonotonicity and stochastic orders.” 2009. Web. 19 Sep 2019.

Vancouver:

Dong J. On upper comonotonicity and stochastic orders. [Internet] [Masters thesis]. University of Hong Kong; 2009. [cited 2019 Sep 19]. Available from: Dong, J. [董靜]. (2009). On upper comonotonicity and stochastic orders. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4308545 ; http://dx.doi.org/10.5353/th_b4308545 ; http://hdl.handle.net/10722/56610.

Council of Science Editors:

Dong J. On upper comonotonicity and stochastic orders. [Masters Thesis]. University of Hong Kong; 2009. Available from: Dong, J. [董靜]. (2009). On upper comonotonicity and stochastic orders. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4308545 ; http://dx.doi.org/10.5353/th_b4308545 ; http://hdl.handle.net/10722/56610


University of Hong Kong

15. 許偉才; Hui, Wai-choi. Optimal asset allocation under GARCH model.

Degree: M. Phil., 2000, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H, Yuen, KC.

Subjects/Keywords: Heteroscedasticity.; Autoregression (Statistics); Asset allocation.; Multivariate analysis.; Investment analysis.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

許偉才; Hui, W. (2000). Optimal asset allocation under GARCH model. (Masters Thesis). University of Hong Kong. Retrieved from Hui, W. [許偉才]. (2000). Optimal asset allocation under GARCH model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122271 ; http://dx.doi.org/10.5353/th_b3122271 ; http://hdl.handle.net/10722/34075

Chicago Manual of Style (16th Edition):

許偉才; Hui, Wai-choi. “Optimal asset allocation under GARCH model.” 2000. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Hui, W. [許偉才]. (2000). Optimal asset allocation under GARCH model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122271 ; http://dx.doi.org/10.5353/th_b3122271 ; http://hdl.handle.net/10722/34075.

MLA Handbook (7th Edition):

許偉才; Hui, Wai-choi. “Optimal asset allocation under GARCH model.” 2000. Web. 19 Sep 2019.

Vancouver:

許偉才; Hui W. Optimal asset allocation under GARCH model. [Internet] [Masters thesis]. University of Hong Kong; 2000. [cited 2019 Sep 19]. Available from: Hui, W. [許偉才]. (2000). Optimal asset allocation under GARCH model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122271 ; http://dx.doi.org/10.5353/th_b3122271 ; http://hdl.handle.net/10722/34075.

Council of Science Editors:

許偉才; Hui W. Optimal asset allocation under GARCH model. [Masters Thesis]. University of Hong Kong; 2000. Available from: Hui, W. [許偉才]. (2000). Optimal asset allocation under GARCH model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122271 ; http://dx.doi.org/10.5353/th_b3122271 ; http://hdl.handle.net/10722/34075


University of Hong Kong

16. 朱金霞.; Zhu, Jinxia. Ruin theory under Markovian regime-switching risk models.

Degree: PhD, 2008, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yang, H, Ng, KW.

Subjects/Keywords: Risk (Insurance) - Mathematical models.; Markov process.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

朱金霞.; Zhu, J. (2008). Ruin theory under Markovian regime-switching risk models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Zhu, J. [朱金霞]. (2008). Ruin theory under Markovian regime-switching risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020398 ; http://dx.doi.org/10.5353/th_b4020398 ; http://hdl.handle.net/10722/52751

Chicago Manual of Style (16th Edition):

朱金霞.; Zhu, Jinxia. “Ruin theory under Markovian regime-switching risk models.” 2008. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Zhu, J. [朱金霞]. (2008). Ruin theory under Markovian regime-switching risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020398 ; http://dx.doi.org/10.5353/th_b4020398 ; http://hdl.handle.net/10722/52751.

MLA Handbook (7th Edition):

朱金霞.; Zhu, Jinxia. “Ruin theory under Markovian regime-switching risk models.” 2008. Web. 19 Sep 2019.

Vancouver:

朱金霞.; Zhu J. Ruin theory under Markovian regime-switching risk models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2008. [cited 2019 Sep 19]. Available from: Zhu, J. [朱金霞]. (2008). Ruin theory under Markovian regime-switching risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020398 ; http://dx.doi.org/10.5353/th_b4020398 ; http://hdl.handle.net/10722/52751.

Council of Science Editors:

朱金霞.; Zhu J. Ruin theory under Markovian regime-switching risk models. [Doctoral Dissertation]. University of Hong Kong; 2008. Available from: Zhu, J. [朱金霞]. (2008). Ruin theory under Markovian regime-switching risk models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020398 ; http://dx.doi.org/10.5353/th_b4020398 ; http://hdl.handle.net/10722/52751


University of Hong Kong

17. Chu, Kut-leung. The CEV model: estimation and optionpricing.

Degree: M. Phil., 1999, University of Hong Kong

published_or_final_version

Statistics

Master

Master of Philosophy

Advisors/Committee Members: Yang, H, Yuen, KC.

Subjects/Keywords: Options (Finance); Stocks - Prices - Mathematical models.; Stocks - Prcies - China - Hong Kong.; Stock options - Mathematical models.

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APA (6th Edition):

Chu, K. (1999). The CEV model: estimation and optionpricing. (Masters Thesis). University of Hong Kong. Retrieved from Chu, K. [朱吉樑]. (1999). The CEV model : estimation and option pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4257500 ; http://dx.doi.org/10.5353/th_b4257500 ; http://hdl.handle.net/10722/55905

Chicago Manual of Style (16th Edition):

Chu, Kut-leung. “The CEV model: estimation and optionpricing.” 1999. Masters Thesis, University of Hong Kong. Accessed September 19, 2019. Chu, K. [朱吉樑]. (1999). The CEV model : estimation and option pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4257500 ; http://dx.doi.org/10.5353/th_b4257500 ; http://hdl.handle.net/10722/55905.

MLA Handbook (7th Edition):

Chu, Kut-leung. “The CEV model: estimation and optionpricing.” 1999. Web. 19 Sep 2019.

Vancouver:

Chu K. The CEV model: estimation and optionpricing. [Internet] [Masters thesis]. University of Hong Kong; 1999. [cited 2019 Sep 19]. Available from: Chu, K. [朱吉樑]. (1999). The CEV model : estimation and option pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4257500 ; http://dx.doi.org/10.5353/th_b4257500 ; http://hdl.handle.net/10722/55905.

Council of Science Editors:

Chu K. The CEV model: estimation and optionpricing. [Masters Thesis]. University of Hong Kong; 1999. Available from: Chu, K. [朱吉樑]. (1999). The CEV model : estimation and option pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4257500 ; http://dx.doi.org/10.5353/th_b4257500 ; http://hdl.handle.net/10722/55905

.