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Showing records 1 – 30 of
148 total matches.

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University of Hong Kong

1.
Rong, Yian.
Applications of comonotonicity in *risk*-sharing and
optimal allocation.

Degree: PhD, 2014, University of Hong Kong

URL: http://hdl.handle.net/10722/207205

►

Over the past decades, researchers in economics, financial mathematics and actuarial science have introduced results to the concept of comonotonicity in their respective fields of… (more)

Subjects/Keywords: Investments - Mathematical models; Risk management - Mathematical models

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

APA (6^{th} Edition):

Rong, Y. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/207205

Chicago Manual of Style (16^{th} Edition):

Rong, Yian. “Applications of comonotonicity in risk-sharing and optimal allocation.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/207205.

MLA Handbook (7^{th} Edition):

Rong, Yian. “Applications of comonotonicity in risk-sharing and optimal allocation.” 2014. Web. 24 Apr 2017.

Vancouver:

Rong Y. Applications of comonotonicity in risk-sharing and optimal allocation. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/207205.

Council of Science Editors:

Rong Y. Applications of comonotonicity in risk-sharing and optimal allocation. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/207205

University of Hong Kong

2.
Wei, Wei.
Some actuarial problems on *risk* *models* with thinning
dependence.

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

URL: http://hdl.handle.net/10722/239946

►

The optimal reinsurance problem and the dividend problem are concerned in this thesis for some *risk* *models* with dependence. Specifically, the *models* of our study…
(more)

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

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APA (6^{th} Edition):

Wei, W. (2017). Some actuarial problems on risk models with thinning dependence. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/239946

Chicago Manual of Style (16^{th} Edition):

Wei, Wei. “Some actuarial problems on risk models with thinning dependence.” 2017. Masters Thesis, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/239946.

MLA Handbook (7^{th} Edition):

Wei, Wei. “Some actuarial problems on risk models with thinning dependence.” 2017. Web. 24 Apr 2017.

Vancouver:

Wei W. Some actuarial problems on risk models with thinning dependence. [Internet] [Masters thesis]. University of Hong Kong; 2017. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/239946.

Council of Science Editors:

Wei W. Some actuarial problems on risk models with thinning dependence. [Masters Thesis]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/239946

Rutgers University

3.
Miller, Naomi Liora.
Mean-*risk* portfolio optimization problems with *risk*-adjusted measures:.

Degree: PhD, Operations Research, 2008, Rutgers University

URL: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460

►

We consider the problem of optimizing a portfolio of finitely many assets whose returns are described by a joint discrete distribution. We formulate the mean-*risk*…
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Subjects/Keywords: Portfolio management – Mathematical models; Risk

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

APA (6^{th} Edition):

Miller, N. L. (2008). Mean-risk portfolio optimization problems with risk-adjusted measures:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460

Chicago Manual of Style (16^{th} Edition):

Miller, Naomi Liora. “Mean-risk portfolio optimization problems with risk-adjusted measures:.” 2008. Doctoral Dissertation, Rutgers University. Accessed April 24, 2017. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460.

MLA Handbook (7^{th} Edition):

Miller, Naomi Liora. “Mean-risk portfolio optimization problems with risk-adjusted measures:.” 2008. Web. 24 Apr 2017.

Vancouver:

Miller NL. Mean-risk portfolio optimization problems with risk-adjusted measures:. [Internet] [Doctoral dissertation]. Rutgers University; 2008. [cited 2017 Apr 24]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460.

Council of Science Editors:

Miller NL. Mean-risk portfolio optimization problems with risk-adjusted measures:. [Doctoral Dissertation]. Rutgers University; 2008. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460

University of Hong Kong

4.
Wang, Shuoyu.
Optimal inventory strategies in supply chains under a
value-at-*risk* constraint.

Degree: PhD, 2010, University of Hong Kong

URL: Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Subjects/Keywords: Inventory control - Mathematical models.; Risk.

Record Details Similar Records

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

APA (6^{th} Edition):

Wang, S. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704

Chicago Manual of Style (16^{th} Edition):

Wang, Shuoyu. “Optimal inventory strategies in supply chains under a value-at-risk constraint.” 2010. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704.

MLA Handbook (7^{th} Edition):

Wang, Shuoyu. “Optimal inventory strategies in supply chains under a value-at-risk constraint.” 2010. Web. 24 Apr 2017.

Vancouver:

Wang S. Optimal inventory strategies in supply chains under a value-at-risk constraint. [Internet] [Doctoral dissertation]. University of Hong Kong; 2010. [cited 2017 Apr 24]. Available from: Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704.

Council of Science Editors:

Wang S. Optimal inventory strategies in supply chains under a value-at-risk constraint. [Doctoral Dissertation]. University of Hong Kong; 2010. Available from: Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704

University of Hong Kong

5. Qi, Xiaozhen. Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.

Degree: M. Phil., 2016, University of Hong Kong

URL: http://hdl.handle.net/10722/223621

►

There is a vast literature in the analysis of the insurer's surplus process under the Sparre Andersen *risk* model. Since it is cumbersome to calculate…
(more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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

APA (6^{th} Edition):

Qi, X. (2016). Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/223621

Chicago Manual of Style (16^{th} Edition):

Qi, Xiaozhen. “Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.” 2016. Masters Thesis, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/223621.

MLA Handbook (7^{th} Edition):

Qi, Xiaozhen. “Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.” 2016. Web. 24 Apr 2017.

Vancouver:

Qi X. Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. [Internet] [Masters thesis]. University of Hong Kong; 2016. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/223621.

Council of Science Editors:

Qi X. Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. [Masters Thesis]. University of Hong Kong; 2016. Available from: http://hdl.handle.net/10722/223621

University of Hong Kong

6. Liu, Haibo. On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.

Degree: M. Phil., 2015, University of Hong Kong

URL: http://hdl.handle.net/10722/231097

►

In the context of classical ruin theory, ruin quantities (e.g. ruin probability and the time of ruin) are studied separately. It was not until the… (more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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

APA (6^{th} Edition):

Liu, H. (2015). On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/231097

Chicago Manual of Style (16^{th} Edition):

Liu, Haibo. “On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.” 2015. Masters Thesis, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/231097.

MLA Handbook (7^{th} Edition):

Liu, Haibo. “On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.” 2015. Web. 24 Apr 2017.

Vancouver:

Liu H. On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. [Internet] [Masters thesis]. University of Hong Kong; 2015. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/231097.

Council of Science Editors:

Liu H. On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. [Masters Thesis]. University of Hong Kong; 2015. Available from: http://hdl.handle.net/10722/231097

University of Hong Kong

7.
Liu, Luyin.
Analysis of some *risk* processes in ruin theory.

Degree: M. Phil., 2013, University of Hong Kong

URL: http://hdl.handle.net/10722/195992

►

In the literature of ruin theory, there have been extensive studies trying to generalize the classical insurance *risk* model. In this thesis, we look into…
(more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Liu, L. (2013). Analysis of some risk processes in ruin theory. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/195992

Chicago Manual of Style (16^{th} Edition):

Liu, Luyin. “Analysis of some risk processes in ruin theory.” 2013. Masters Thesis, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/195992.

MLA Handbook (7^{th} Edition):

Liu, Luyin. “Analysis of some risk processes in ruin theory.” 2013. Web. 24 Apr 2017.

Vancouver:

Liu L. Analysis of some risk processes in ruin theory. [Internet] [Masters thesis]. University of Hong Kong; 2013. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/195992.

Council of Science Editors:

Liu L. Analysis of some risk processes in ruin theory. [Masters Thesis]. University of Hong Kong; 2013. Available from: http://hdl.handle.net/10722/195992

University of Hong Kong

8. Wong, Tsun-yu, Jeff. On some Parisian problems in ruin theory.

Degree: M. Phil., 2014, University of Hong Kong

URL: http://hdl.handle.net/10722/206448

►

Traditionally, in the context of ruin theory, most judgements are made on an immediate sense. An example would be the determination of ruin, in which… (more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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

APA (6^{th} Edition):

Wong, Tsun-yu, J. (2014). On some Parisian problems in ruin theory. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/206448

Chicago Manual of Style (16^{th} Edition):

Wong, Tsun-yu, Jeff. “On some Parisian problems in ruin theory.” 2014. Masters Thesis, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/206448.

MLA Handbook (7^{th} Edition):

Wong, Tsun-yu, Jeff. “On some Parisian problems in ruin theory.” 2014. Web. 24 Apr 2017.

Vancouver:

Wong, Tsun-yu J. On some Parisian problems in ruin theory. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/206448.

Council of Science Editors:

Wong, Tsun-yu J. On some Parisian problems in ruin theory. [Masters Thesis]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/206448

University of Hong Kong

9.
Liu, Binbin.
Some topics in *risk* theory and optimal capital allocation
problems.

Degree: PhD, 2012, University of Hong Kong

URL: Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929

►

In recent years, the Markov Regime-Switching model and the class of Archimedean copulas have been widely applied to a variety of finance-related fields. The Markov… (more)

Subjects/Keywords: Risk management - Mathematical models.; Investments - Mathematical models; Portfolio management - Mathematical models.

Record Details Similar Records

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

APA (6^{th} Edition):

Liu, B. (2012). Some topics in risk theory and optimal capital allocation problems. (Doctoral Dissertation). University of Hong Kong. Retrieved from Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929

Chicago Manual of Style (16^{th} Edition):

Liu, Binbin. “Some topics in risk theory and optimal capital allocation problems.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929.

MLA Handbook (7^{th} Edition):

Liu, Binbin. “Some topics in risk theory and optimal capital allocation problems.” 2012. Web. 24 Apr 2017.

Vancouver:

Liu B. Some topics in risk theory and optimal capital allocation problems. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2017 Apr 24]. Available from: Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929.

Council of Science Editors:

Liu B. Some topics in risk theory and optimal capital allocation problems. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929

City University of Hong Kong

10. Ma, Wei (馬偉). A utility theory of additive preference and its application to the collateralized asset market.

Degree: PhD, 2012, City University of Hong Kong

URL: http://hdl.handle.net/2031/8119

► Almost seventy year ago, mathematician von Neumann and economist Morgenstern, in their classical work, Theory of Games and Economic Behavior, established an axiomatic foundation for…
(more)

Subjects/Keywords: Utility theory – Mathematical models.; Risk – Mathematical models.; Uncertainty – Mathematical models.; Capital market – Mathematical models.

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

APA (6^{th} Edition):

Ma, W. (. (2012). A utility theory of additive preference and its application to the collateralized asset market. (Doctoral Dissertation). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/8119

Chicago Manual of Style (16^{th} Edition):

Ma, Wei (馬偉). “A utility theory of additive preference and its application to the collateralized asset market.” 2012. Doctoral Dissertation, City University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/2031/8119.

MLA Handbook (7^{th} Edition):

Ma, Wei (馬偉). “A utility theory of additive preference and its application to the collateralized asset market.” 2012. Web. 24 Apr 2017.

Vancouver:

Ma W(. A utility theory of additive preference and its application to the collateralized asset market. [Internet] [Doctoral dissertation]. City University of Hong Kong; 2012. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/2031/8119.

Council of Science Editors:

Ma W(. A utility theory of additive preference and its application to the collateralized asset market. [Doctoral Dissertation]. City University of Hong Kong; 2012. Available from: http://hdl.handle.net/2031/8119

University of California – San Diego

11.
Sprenger, Charles.
Essays in time and * risk*.

Degree: Economics, 2011, University of California – San Diego

URL: http://www.escholarship.org/uc/item/05d2b1tq

► In this dissertation I focus on novel mechanisms for eliciting time and *risk* preferences and using these methods to test neoclassical and behavioral economic *models*.…
(more)

Subjects/Keywords: Mathematical models Risk; Mathematical models Discount; Risk assessment Mathematical models Payment; Time-series analysis Mathematical models

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

APA (6^{th} Edition):

Sprenger, C. (2011). Essays in time and risk. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/05d2b1tq

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Sprenger, Charles. “Essays in time and risk.” 2011. Thesis, University of California – San Diego. Accessed April 24, 2017. http://www.escholarship.org/uc/item/05d2b1tq.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Sprenger, Charles. “Essays in time and risk.” 2011. Web. 24 Apr 2017.

Vancouver:

Sprenger C. Essays in time and risk. [Internet] [Thesis]. University of California – San Diego; 2011. [cited 2017 Apr 24]. Available from: http://www.escholarship.org/uc/item/05d2b1tq.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sprenger C. Essays in time and risk. [Thesis]. University of California – San Diego; 2011. Available from: http://www.escholarship.org/uc/item/05d2b1tq

Not specified: Masters Thesis or Doctoral Dissertation

City University of Hong Kong

12.
Yu, Minjie (餘敏傑).
Investment strategies under *risk* measures.

Degree: PhD, 2006, City University of Hong Kong

URL: http://hdl.handle.net/2031/4611

►

*Risk* measure and optimal portfolio selection are both important issues in modern finance. In recent years several continuous-time optimal dynamic strategies have been developed for…
(more)

Subjects/Keywords: Investment analysis – Mathematical models; Portfolio management – Mathematical models; Risk management – Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Yu, M. (. (2006). Investment strategies under risk measures. (Doctoral Dissertation). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/4611

Chicago Manual of Style (16^{th} Edition):

Yu, Minjie (餘敏傑). “Investment strategies under risk measures.” 2006. Doctoral Dissertation, City University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/2031/4611.

MLA Handbook (7^{th} Edition):

Yu, Minjie (餘敏傑). “Investment strategies under risk measures.” 2006. Web. 24 Apr 2017.

Vancouver:

Yu M(. Investment strategies under risk measures. [Internet] [Doctoral dissertation]. City University of Hong Kong; 2006. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/2031/4611.

Council of Science Editors:

Yu M(. Investment strategies under risk measures. [Doctoral Dissertation]. City University of Hong Kong; 2006. Available from: http://hdl.handle.net/2031/4611

University of Hong Kong

13.
Gu, Jiawen.
On credit *risk* modeling and credit derivatives
pricing.

Degree: PhD, 2014, University of Hong Kong

URL: http://hdl.handle.net/10722/202367

► In this thesis, efforts are devoted to the stochastic modeling, measurement and evaluation of credit risks, the development of *mathematical* and statistical tools to estimate…
(more)

Subjects/Keywords: Credit - Management - Mathematical models; Credit derivatives - Mathematical models; Risk management - Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Gu, J. (2014). On credit risk modeling and credit derivatives pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/202367

Chicago Manual of Style (16^{th} Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/202367.

MLA Handbook (7^{th} Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Web. 24 Apr 2017.

Vancouver:

Gu J. On credit risk modeling and credit derivatives pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/202367.

Council of Science Editors:

Gu J. On credit risk modeling and credit derivatives pricing. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/202367

Hong Kong University of Science and Technology

14. Wang, Yihua. Enhanced creditrisk+ : applications and comparison.

Degree: 2010, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html

► CreditRisk+ is one of the most widely implemented credit portfolio *models*. The independent factor assumption in the original model proposed by Credit Suisse First Boston…
(more)

Subjects/Keywords: Credit – Management – Mathematical models; Risk management – Mathematical models; Portfolio management – Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Wang, Y. (2010). Enhanced creditrisk+ : applications and comparison. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wang, Yihua. “Enhanced creditrisk+ : applications and comparison.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wang, Yihua. “Enhanced creditrisk+ : applications and comparison.” 2010. Web. 24 Apr 2017.

Vancouver:

Wang Y. Enhanced creditrisk+ : applications and comparison. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang Y. Enhanced creditrisk+ : applications and comparison. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

University of Alberta

15.
Wang, Xupeng.
* Risk* measure estimation in finance.

Degree: MS, Department of Mathematical and Statistical Sciences, 2010, University of Alberta

URL: https://era.library.ualberta.ca/files/vx021f855

► In financial market, *risk* management is very critical to a company. However, some risks in the market ( market *risk*) can not be controlled or…
(more)

Subjects/Keywords: Financial futures – Risk management – Mathematical models; Financial risk management – Mathematical models; Finance – Risk management – Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Wang, X. (2010). Risk measure estimation in finance. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/vx021f855

Chicago Manual of Style (16^{th} Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Masters Thesis, University of Alberta. Accessed April 24, 2017. https://era.library.ualberta.ca/files/vx021f855.

MLA Handbook (7^{th} Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Web. 24 Apr 2017.

Vancouver:

Wang X. Risk measure estimation in finance. [Internet] [Masters thesis]. University of Alberta; 2010. [cited 2017 Apr 24]. Available from: https://era.library.ualberta.ca/files/vx021f855.

Council of Science Editors:

Wang X. Risk measure estimation in finance. [Masters Thesis]. University of Alberta; 2010. Available from: https://era.library.ualberta.ca/files/vx021f855

City University of Hong Kong

16.
Lu, Xunfa (魯訓法).
Applications of copula methods in financial *risk* management.

Degree: PhD, 2012, City University of Hong Kong

URL: http://hdl.handle.net/2031/7192

► Financial *risk* management is playing an increasingly important role in helping individuals, financial institutions, and even countries avoid risks and achieve a secure investment environment.…
(more)

Subjects/Keywords: Portfolio management – Mathematical models.; Risk management – Mathematical models.

Record Details Similar Records

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

APA (6^{th} Edition):

Lu, X. (. (2012). Applications of copula methods in financial risk management. (Doctoral Dissertation). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/7192

Chicago Manual of Style (16^{th} Edition):

Lu, Xunfa (魯訓法). “Applications of copula methods in financial risk management.” 2012. Doctoral Dissertation, City University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/2031/7192.

MLA Handbook (7^{th} Edition):

Lu, Xunfa (魯訓法). “Applications of copula methods in financial risk management.” 2012. Web. 24 Apr 2017.

Vancouver:

Lu X(. Applications of copula methods in financial risk management. [Internet] [Doctoral dissertation]. City University of Hong Kong; 2012. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/2031/7192.

Council of Science Editors:

Lu X(. Applications of copula methods in financial risk management. [Doctoral Dissertation]. City University of Hong Kong; 2012. Available from: http://hdl.handle.net/2031/7192

Hong Kong University of Science and Technology

17.
Xie, Yapeng.
Procurement *risk* management with capacitated option contracts and fixed ordering cost.

Degree: 2010, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/th_redirect.html

► This article considers the single-period, multiple-supplier procurement problem using option contracts, with capacity constraints and fixed ordering costs. The buyer can procure from suppliers by…
(more)

Subjects/Keywords: Industrial procurement – Mathematical models; Risk management – Mathematical models; Option (Contract)

Record Details Similar Records

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

APA (6^{th} Edition):

Xie, Y. (2010). Procurement risk management with capacitated option contracts and fixed ordering cost. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Xie, Yapeng. “Procurement risk management with capacitated option contracts and fixed ordering cost.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Xie, Yapeng. “Procurement risk management with capacitated option contracts and fixed ordering cost.” 2010. Web. 24 Apr 2017.

Vancouver:

Xie Y. Procurement risk management with capacitated option contracts and fixed ordering cost. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xie Y. Procurement risk management with capacitated option contracts and fixed ordering cost. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

18.
Mohd. Ghazali bin Mohayidin.
* Risk* in farm decision-making : a case of crop selection in two Malaysian districts.

Degree: PhD, 2009, University of Hawaii – Manoa

URL: http://hdl.handle.net/10125/9201

►

Bibliography: leaves 177-181.

Microfiche.

xvi, 181 leaves, bound ill., maps 29 cm

Efforts by the Malaysian government to increase fruit production over the last two… (more)

Subjects/Keywords: Agriculture – Malaysia; Decision making – Mathematical models; Risk – Mathematical models

Record Details Similar Records

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APA (6^{th} Edition):

Mohayidin, M. G. b. (2009). Risk in farm decision-making : a case of crop selection in two Malaysian districts. (Doctoral Dissertation). University of Hawaii – Manoa. Retrieved from http://hdl.handle.net/10125/9201

Chicago Manual of Style (16^{th} Edition):

Mohayidin, Mohd. Ghazali bin. “Risk in farm decision-making : a case of crop selection in two Malaysian districts.” 2009. Doctoral Dissertation, University of Hawaii – Manoa. Accessed April 24, 2017. http://hdl.handle.net/10125/9201.

MLA Handbook (7^{th} Edition):

Mohayidin, Mohd. Ghazali bin. “Risk in farm decision-making : a case of crop selection in two Malaysian districts.” 2009. Web. 24 Apr 2017.

Vancouver:

Mohayidin MGb. Risk in farm decision-making : a case of crop selection in two Malaysian districts. [Internet] [Doctoral dissertation]. University of Hawaii – Manoa; 2009. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10125/9201.

Council of Science Editors:

Mohayidin MGb. Risk in farm decision-making : a case of crop selection in two Malaysian districts. [Doctoral Dissertation]. University of Hawaii – Manoa; 2009. Available from: http://hdl.handle.net/10125/9201

City University of Hong Kong

19. Li, Xiaobo (李曉波). Convex bounds for dependent risks with applications to robust optimization.

Degree: M.Phil., 2012, City University of Hong Kong

URL: http://hdl.handle.net/2031/6984

►

Consider a portfolio that consists of multiple assets for which the risks are dependent. Robust bounds for the *risk* of the portfolio given the partial…
(more)

Subjects/Keywords: Risk management – Mathematical models.; Robust optimization.

Record Details Similar Records

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

APA (6^{th} Edition):

Li, X. (. (2012). Convex bounds for dependent risks with applications to robust optimization. (Masters Thesis). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/6984

Chicago Manual of Style (16^{th} Edition):

Li, Xiaobo (李曉波). “Convex bounds for dependent risks with applications to robust optimization.” 2012. Masters Thesis, City University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/2031/6984.

MLA Handbook (7^{th} Edition):

Li, Xiaobo (李曉波). “Convex bounds for dependent risks with applications to robust optimization.” 2012. Web. 24 Apr 2017.

Vancouver:

Li X(. Convex bounds for dependent risks with applications to robust optimization. [Internet] [Masters thesis]. City University of Hong Kong; 2012. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/2031/6984.

Council of Science Editors:

Li X(. Convex bounds for dependent risks with applications to robust optimization. [Masters Thesis]. City University of Hong Kong; 2012. Available from: http://hdl.handle.net/2031/6984

University of Hong Kong

20.
Shi, Yuan.
A portfolio approach to procurement planning and *risk*
hedging under uncertainty.

Degree: PhD, 2010, University of Hong Kong

URL: Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Subjects/Keywords: Industrial procurement - Planning.; Risk management - Mathematical models.

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Shi, Y. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Doctoral Dissertation). University of Hong Kong. Retrieved from Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505

Chicago Manual of Style (16^{th} Edition):

Shi, Yuan. “A portfolio approach to procurement planning and risk hedging under uncertainty.” 2010. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505.

MLA Handbook (7^{th} Edition):

Shi, Yuan. “A portfolio approach to procurement planning and risk hedging under uncertainty.” 2010. Web. 24 Apr 2017.

Vancouver:

Shi Y. A portfolio approach to procurement planning and risk hedging under uncertainty. [Internet] [Doctoral dissertation]. University of Hong Kong; 2010. [cited 2017 Apr 24]. Available from: Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505.

Council of Science Editors:

Shi Y. A portfolio approach to procurement planning and risk hedging under uncertainty. [Doctoral Dissertation]. University of Hong Kong; 2010. Available from: Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505

University of Hong Kong

21.
Ni, Jian.
Commodity procurement *risk* management using futures
contracts: a dynamic financial hedging approach withmultistage
rebalancing.

Degree: PhD, 2011, University of Hong Kong

URL: Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Subjects/Keywords: Industrial procurement - Planning.; Risk management - Mathematical models.

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Ni, J. (2011). Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794

Chicago Manual of Style (16^{th} Edition):

Ni, Jian. “Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing.” 2011. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794.

MLA Handbook (7^{th} Edition):

Ni, Jian. “Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing.” 2011. Web. 24 Apr 2017.

Vancouver:

Ni J. Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2011. [cited 2017 Apr 24]. Available from: Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794.

Council of Science Editors:

Ni J. Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing. [Doctoral Dissertation]. University of Hong Kong; 2011. Available from: Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794

University of Hong Kong

22.
Shi, Li.
Long-term commodity procurement *risk* management using
futures contracts: a dynamic stack-and-rollapproach.

Degree: PhD, 2013, University of Hong Kong

URL: Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874

► The procurement of commodity materials for production is an important issue in supply chain management. Effective procurement should consider both uncertain customer demand and fluctuating…
(more)

Subjects/Keywords: Industrial procurement - Planning.; Risk management - Mathematical models.

Record Details Similar Records

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

APA (6^{th} Edition):

Shi, L. (2013). Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach. (Doctoral Dissertation). University of Hong Kong. Retrieved from Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874

Chicago Manual of Style (16^{th} Edition):

Shi, Li. “Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed April 24, 2017. Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874.

MLA Handbook (7^{th} Edition):

Shi, Li. “Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach.” 2013. Web. 24 Apr 2017.

Vancouver:

Shi L. Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2017 Apr 24]. Available from: Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874.

Council of Science Editors:

Shi L. Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874

University of Hong Kong

23.
Chau, Ki-wai.
Fourier-cosine method for insurance *risk*
theory.

Degree: M. Phil., 2014, University of Hong Kong

URL: http://hdl.handle.net/10722/208586

►

In this thesis, a systematic study is carried out for effectively approximating Gerber-Shiu functions under L´evy subordinator *models*. It is a hardly touched topic in…
(more)

Subjects/Keywords: Fourier analysis; Risk (Insurance) - Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Chau, K. (2014). Fourier-cosine method for insurance risk theory. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/208586

Chicago Manual of Style (16^{th} Edition):

Chau, Ki-wai. “Fourier-cosine method for insurance risk theory.” 2014. Masters Thesis, University of Hong Kong. Accessed April 24, 2017. http://hdl.handle.net/10722/208586.

MLA Handbook (7^{th} Edition):

Chau, Ki-wai. “Fourier-cosine method for insurance risk theory.” 2014. Web. 24 Apr 2017.

Vancouver:

Chau K. Fourier-cosine method for insurance risk theory. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2017 Apr 24]. Available from: http://hdl.handle.net/10722/208586.

Council of Science Editors:

Chau K. Fourier-cosine method for insurance risk theory. [Masters Thesis]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/208586

24. Fisher, Aaron J. Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal.

Degree: 2016, University of Tennessee – Chattanooga

URL: http://scholar.utc.edu/theses/493

► The problem of statistical inference of the reliability parameter Pr(Xk-s+1:k > Y ) of an s-out-of-k : G system with strength components X1,X2,…,Xk subjected to…
(more)

Subjects/Keywords: Reliability (Engineering); Risk assessment – Mathematical models

Record Details Similar Records

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

APA (6^{th} Edition):

Fisher, A. J. (2016). Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal. (Masters Thesis). University of Tennessee – Chattanooga. Retrieved from http://scholar.utc.edu/theses/493

Chicago Manual of Style (16^{th} Edition):

Fisher, Aaron J. “Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal.” 2016. Masters Thesis, University of Tennessee – Chattanooga. Accessed April 24, 2017. http://scholar.utc.edu/theses/493.

MLA Handbook (7^{th} Edition):

Fisher, Aaron J. “Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal.” 2016. Web. 24 Apr 2017.

Vancouver:

Fisher AJ. Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal. [Internet] [Masters thesis]. University of Tennessee – Chattanooga; 2016. [cited 2017 Apr 24]. Available from: http://scholar.utc.edu/theses/493.

Council of Science Editors:

Fisher AJ. Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal. [Masters Thesis]. University of Tennessee – Chattanooga; 2016. Available from: http://scholar.utc.edu/theses/493

Hong Kong University of Science and Technology

25.
Lu, Tao.
Essays on *risk* management in logistics.

Degree: 2013, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/th_redirect.html

► This thesis addresses two issues about *risk* management in ocean transport and manufacturing decisions, respectively. In the first essay, we study a retailer (shipper) who…
(more)

Subjects/Keywords: Risk management; Mathematical models; Business logistics; Management

Record Details Similar Records

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

APA (6^{th} Edition):

Lu, T. (2013). Essays on risk management in logistics. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lu, Tao. “Essays on risk management in logistics.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lu, Tao. “Essays on risk management in logistics.” 2013. Web. 24 Apr 2017.

Vancouver:

Lu T. Essays on risk management in logistics. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lu T. Essays on risk management in logistics. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

26. Wang, Shujing. Essays on the cross section of asset prices.

Degree: 2014, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/th_redirect.html

► My dissertation attempts to understand the determinants of asset prices (returns) in the cross section. The thesis contains three chapters. Chapter 1 studies a unique…
(more)

Subjects/Keywords: Bonds; Prices; Mathematical models; Stocks; Risk; Probabilities

Record Details Similar Records

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

APA (6^{th} Edition):

Wang, S. (2014). Essays on the cross section of asset prices. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wang, Shujing. “Essays on the cross section of asset prices.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wang, Shujing. “Essays on the cross section of asset prices.” 2014. Web. 24 Apr 2017.

Vancouver:

Wang S. Essays on the cross section of asset prices. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang S. Essays on the cross section of asset prices. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

27.
Fu, Miaoqi.
Three research problems in financial *risk* management.

Degree: 2013, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/th_redirect.html

► In this thesis, we study three different problems in financial *risk* management. The first one is to prove that the sample autocovariance with lag 1…
(more)

Subjects/Keywords: Financial risk management; Mathematical models; Statistical methods

Record Details Similar Records

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

APA (6^{th} Edition):

Fu, M. (2013). Three research problems in financial risk management. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Fu, Miaoqi. “Three research problems in financial risk management.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Fu, Miaoqi. “Three research problems in financial risk management.” 2013. Web. 24 Apr 2017.

Vancouver:

Fu M. Three research problems in financial risk management. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fu M. Three research problems in financial risk management. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

28.
Hu, Zhaolin.
Non-convex stochastic optimization and its application in environmental economics & *risk* management.

Degree: 2011, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/th_redirect.html

► This thesis consists of three parts, which devote to three topics on optimization under uncertainty respectively. The first part studies robust simulation of the global…
(more)

Subjects/Keywords: Environmental economics – Mathematical models; Risk management – Mathematical models; Mathematical optimization; Stochastic analysis

Record Details Similar Records

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

APA (6^{th} Edition):

Hu, Z. (2011). Non-convex stochastic optimization and its application in environmental economics & risk management. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hu, Zhaolin. “Non-convex stochastic optimization and its application in environmental economics & risk management.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hu, Zhaolin. “Non-convex stochastic optimization and its application in environmental economics & risk management.” 2011. Web. 24 Apr 2017.

Vancouver:

Hu Z. Non-convex stochastic optimization and its application in environmental economics & risk management. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hu Z. Non-convex stochastic optimization and its application in environmental economics & risk management. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Florida Atlantic University

29.
Chung, Kyong.
Revisiting the methodology and application of Value-at-* Risk*.

Degree: MS, 2012, Florida Atlantic University

URL: http://purl.flvc.org/FAU/3358328

►

The main objective of this thesis is to simulate, evaluate and discuss three standard methodologies of calculating Value-at-*Risk* (VaR) : Historical simulation, the Variance-covariance method…
(more)

Subjects/Keywords: Valuation – Econometric models; Prices – Econometric models; Financial risk management; Mathematical optimization; Finance – Mathematical models

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Chung, K. (2012). Revisiting the methodology and application of Value-at-Risk. (Masters Thesis). Florida Atlantic University. Retrieved from http://purl.flvc.org/FAU/3358328

Chicago Manual of Style (16^{th} Edition):

Chung, Kyong. “Revisiting the methodology and application of Value-at-Risk.” 2012. Masters Thesis, Florida Atlantic University. Accessed April 24, 2017. http://purl.flvc.org/FAU/3358328.

MLA Handbook (7^{th} Edition):

Chung, Kyong. “Revisiting the methodology and application of Value-at-Risk.” 2012. Web. 24 Apr 2017.

Vancouver:

Chung K. Revisiting the methodology and application of Value-at-Risk. [Internet] [Masters thesis]. Florida Atlantic University; 2012. [cited 2017 Apr 24]. Available from: http://purl.flvc.org/FAU/3358328.

Council of Science Editors:

Chung K. Revisiting the methodology and application of Value-at-Risk. [Masters Thesis]. Florida Atlantic University; 2012. Available from: http://purl.flvc.org/FAU/3358328

Hong Kong University of Science and Technology

30. Feng, Yiyong. Convex optimization methods for financial engineering : portfolio design and order execution.

Degree: 2015, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

► Portfolio *risk* management and algorithmic trading are active research areas and have received extensive attention and interest. The former is attached of great importance after…
(more)

Subjects/Keywords: Portfolio management; Mathematical models; Investments; Risk management; Mathematical optimization; Convex functions

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Feng, Y. (2015). Convex optimization methods for financial engineering : portfolio design and order execution. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed April 24, 2017. https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Web. 24 Apr 2017.

Vancouver:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2017 Apr 24]. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation