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You searched for subject:(Risk Insurance Mathematical models). Showing records 1 – 30 of 61295 total matches.

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University of Hong Kong

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

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

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 (6th 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 Qi, X. [亓孝真]. (2016). Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5719475 ; http://hdl.handle.net/10722/223621

Chicago Manual of Style (16th 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 November 14, 2019. Qi, X. [亓孝真]. (2016). Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5719475 ; http://hdl.handle.net/10722/223621.

MLA Handbook (7th Edition):

Qi, Xiaozhen. “Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.” 2016. Web. 14 Nov 2019.

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 2019 Nov 14]. Available from: Qi, X. [亓孝真]. (2016). Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5719475 ; 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: Qi, X. [亓孝真]. (2016). Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5719475 ; http://hdl.handle.net/10722/223621


University of Hong Kong

2. 劉海波; 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

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 (6th Edition):

劉海波; 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 Liu, H. [劉海波]. (2015). On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5576759 ; http://dx.doi.org/10.5353/th_b5576759 ; http://hdl.handle.net/10722/231097

Chicago Manual of Style (16th Edition):

劉海波; 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 November 14, 2019. Liu, H. [劉海波]. (2015). On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5576759 ; http://dx.doi.org/10.5353/th_b5576759 ; http://hdl.handle.net/10722/231097.

MLA Handbook (7th Edition):

劉海波; Liu, Haibo. “On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.” 2015. Web. 14 Nov 2019.

Vancouver:

劉海波; 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 2019 Nov 14]. Available from: Liu, H. [劉海波]. (2015). On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5576759 ; http://dx.doi.org/10.5353/th_b5576759 ; http://hdl.handle.net/10722/231097.

Council of Science Editors:

劉海波; 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: Liu, H. [劉海波]. (2015). On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5576759 ; http://dx.doi.org/10.5353/th_b5576759 ; http://hdl.handle.net/10722/231097


University of Hong Kong

3. 黃峻儒; Wong, Tsun-yu, Jeff. On some Parisian problems in ruin theory.

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

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 (6th Edition):

黃峻儒; Wong, Tsun-yu, J. (2014). On some Parisian problems in ruin theory. (Masters Thesis). University of Hong Kong. Retrieved from Wong, T. J. [黃峻儒]. (2014). On some Parisian problems in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5317068 ; http://dx.doi.org/10.5353/th_b5317068 ; http://hdl.handle.net/10722/206448

Chicago Manual of Style (16th Edition):

黃峻儒; Wong, Tsun-yu, Jeff. “On some Parisian problems in ruin theory.” 2014. Masters Thesis, University of Hong Kong. Accessed November 14, 2019. Wong, T. J. [黃峻儒]. (2014). On some Parisian problems in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5317068 ; http://dx.doi.org/10.5353/th_b5317068 ; http://hdl.handle.net/10722/206448.

MLA Handbook (7th Edition):

黃峻儒; Wong, Tsun-yu, Jeff. “On some Parisian problems in ruin theory.” 2014. Web. 14 Nov 2019.

Vancouver:

黃峻儒; Wong, Tsun-yu J. On some Parisian problems in ruin theory. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2019 Nov 14]. Available from: Wong, T. J. [黃峻儒]. (2014). On some Parisian problems in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5317068 ; http://dx.doi.org/10.5353/th_b5317068 ; http://hdl.handle.net/10722/206448.

Council of Science Editors:

黃峻儒; Wong, Tsun-yu J. On some Parisian problems in ruin theory. [Masters Thesis]. University of Hong Kong; 2014. Available from: Wong, T. J. [黃峻儒]. (2014). On some Parisian problems in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5317068 ; http://dx.doi.org/10.5353/th_b5317068 ; http://hdl.handle.net/10722/206448


University of Hong Kong

4. 劉綠茵; Liu, Luyin. Analysis of some risk processes in ruin theory.

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

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

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APA (6th Edition):

劉綠茵; Liu, L. (2013). Analysis of some risk processes in ruin theory. (Masters Thesis). University of Hong Kong. Retrieved from Liu, L. [劉綠茵]. (2013). Analysis of some risk processes in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153734 ; http://dx.doi.org/10.5353/th_b5153734 ; http://hdl.handle.net/10722/195992

Chicago Manual of Style (16th Edition):

劉綠茵; Liu, Luyin. “Analysis of some risk processes in ruin theory.” 2013. Masters Thesis, University of Hong Kong. Accessed November 14, 2019. Liu, L. [劉綠茵]. (2013). Analysis of some risk processes in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153734 ; http://dx.doi.org/10.5353/th_b5153734 ; http://hdl.handle.net/10722/195992.

MLA Handbook (7th Edition):

劉綠茵; Liu, Luyin. “Analysis of some risk processes in ruin theory.” 2013. Web. 14 Nov 2019.

Vancouver:

劉綠茵; Liu L. Analysis of some risk processes in ruin theory. [Internet] [Masters thesis]. University of Hong Kong; 2013. [cited 2019 Nov 14]. Available from: Liu, L. [劉綠茵]. (2013). Analysis of some risk processes in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153734 ; http://dx.doi.org/10.5353/th_b5153734 ; http://hdl.handle.net/10722/195992.

Council of Science Editors:

劉綠茵; Liu L. Analysis of some risk processes in ruin theory. [Masters Thesis]. University of Hong Kong; 2013. Available from: Liu, L. [劉綠茵]. (2013). Analysis of some risk processes in ruin theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153734 ; http://dx.doi.org/10.5353/th_b5153734 ; http://hdl.handle.net/10722/195992


University of Hong Kong

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

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

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 - Reinsurance; Mathematical models - Risk (Insurance)

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APA (6th 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 (16th Edition):

Wei, Wei. “Some actuarial problems on risk models with thinning dependence.” 2017. Masters Thesis, University of Hong Kong. Accessed November 14, 2019. http://hdl.handle.net/10722/239946.

MLA Handbook (7th Edition):

Wei, Wei. “Some actuarial problems on risk models with thinning dependence.” 2017. Web. 14 Nov 2019.

Vancouver:

Wei W. Some actuarial problems on risk models with thinning dependence. [Internet] [Masters thesis]. University of Hong Kong; 2017. [cited 2019 Nov 14]. 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


University of Hong Kong

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

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

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

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APA (6th Edition):

Chau, K. (2014). Fourier-cosine method for insurance risk theory. (Masters Thesis). University of Hong Kong. Retrieved from Chau, K. [周麒偉]. (2014). Fourier-cosine method for insurance risk theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5388010 ; http://dx.doi.org/10.5353/th_b5388010 ; http://hdl.handle.net/10722/208586

Chicago Manual of Style (16th Edition):

Chau, Ki-wai. “Fourier-cosine method for insurance risk theory.” 2014. Masters Thesis, University of Hong Kong. Accessed November 14, 2019. Chau, K. [周麒偉]. (2014). Fourier-cosine method for insurance risk theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5388010 ; http://dx.doi.org/10.5353/th_b5388010 ; http://hdl.handle.net/10722/208586.

MLA Handbook (7th Edition):

Chau, Ki-wai. “Fourier-cosine method for insurance risk theory.” 2014. Web. 14 Nov 2019.

Vancouver:

Chau K. Fourier-cosine method for insurance risk theory. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2019 Nov 14]. Available from: Chau, K. [周麒偉]. (2014). Fourier-cosine method for insurance risk theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5388010 ; http://dx.doi.org/10.5353/th_b5388010 ; 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: Chau, K. [周麒偉]. (2014). Fourier-cosine method for insurance risk theory. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5388010 ; http://dx.doi.org/10.5353/th_b5388010 ; http://hdl.handle.net/10722/208586


Stellenbosch University

7. Leboho, Nakedi Wilson. Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees.

Degree: MSc, 2015, Stellenbosch University

ENGLISH ABSTRACT : Equity-based insurance guarantees also known as unit-linked annuities are annuities with embedded exotic, long-term and path-dependent options which can be categorised into… (more)

Subjects/Keywords: Equity based insurance; Investment-linked annuity; Unit linked annuity; UCTD; Insurance  – Mathematical models; Risk (Insurance)  – Mathematical models

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APA (6th Edition):

Leboho, N. W. (2015). Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/96980

Chicago Manual of Style (16th Edition):

Leboho, Nakedi Wilson. “Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees.” 2015. Masters Thesis, Stellenbosch University. Accessed November 14, 2019. http://hdl.handle.net/10019.1/96980.

MLA Handbook (7th Edition):

Leboho, Nakedi Wilson. “Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees.” 2015. Web. 14 Nov 2019.

Vancouver:

Leboho NW. Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees. [Internet] [Masters thesis]. Stellenbosch University; 2015. [cited 2019 Nov 14]. Available from: http://hdl.handle.net/10019.1/96980.

Council of Science Editors:

Leboho NW. Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees. [Masters Thesis]. Stellenbosch University; 2015. Available from: http://hdl.handle.net/10019.1/96980


Macquarie University

8. Mohd Ramli, Siti Norafidah. Modelling multivariate dependence structures in insurance and credit risk via copulas.

Degree: 2014, Macquarie University

Thesis by publication.

"A thesis submitted to Macquarie University for the degree of Doctor of Philosophy, Department of Applied Finance & Actuarial Studies, Faculty of… (more)

Subjects/Keywords: Insurance  – Mathematical models; Risk (Insurance)  – Mathematical models; Copulas (Mathematical statistics); copula; recursive moments; jump diffusion model; counterparty risks; Volterra integral equation

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APA (6th Edition):

Mohd Ramli, S. N. (2014). Modelling multivariate dependence structures in insurance and credit risk via copulas. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1067721

Chicago Manual of Style (16th Edition):

Mohd Ramli, Siti Norafidah. “Modelling multivariate dependence structures in insurance and credit risk via copulas.” 2014. Doctoral Dissertation, Macquarie University. Accessed November 14, 2019. http://hdl.handle.net/1959.14/1067721.

MLA Handbook (7th Edition):

Mohd Ramli, Siti Norafidah. “Modelling multivariate dependence structures in insurance and credit risk via copulas.” 2014. Web. 14 Nov 2019.

Vancouver:

Mohd Ramli SN. Modelling multivariate dependence structures in insurance and credit risk via copulas. [Internet] [Doctoral dissertation]. Macquarie University; 2014. [cited 2019 Nov 14]. Available from: http://hdl.handle.net/1959.14/1067721.

Council of Science Editors:

Mohd Ramli SN. Modelling multivariate dependence structures in insurance and credit risk via copulas. [Doctoral Dissertation]. Macquarie University; 2014. Available from: http://hdl.handle.net/1959.14/1067721


University of Hong Kong

9. 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 November 14, 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. 14 Nov 2019.

Vancouver:

Kwan K. Ruin theory under a threshold insurance risk model. [Internet] [Masters thesis]. University of Hong Kong; 2007. [cited 2019 Nov 14]. 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

10. Chen, Yiqing. Study on insurance risk models with subexponential tails and dependence structures.

Degree: PhD, 2009, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

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

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APA (6th Edition):

Chen, Y. (2009). Study on insurance risk models with subexponential tails and dependence structures. (Doctoral Dissertation). University of Hong Kong. Retrieved from Chen, Y. [陳宜清]. (2009). Study on insurance risk models with subexponential tails and dependence structures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4284176 ; http://dx.doi.org/10.5353/th_b4284176 ; http://hdl.handle.net/10722/56491

Chicago Manual of Style (16th Edition):

Chen, Yiqing. “Study on insurance risk models with subexponential tails and dependence structures.” 2009. Doctoral Dissertation, University of Hong Kong. Accessed November 14, 2019. Chen, Y. [陳宜清]. (2009). Study on insurance risk models with subexponential tails and dependence structures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4284176 ; http://dx.doi.org/10.5353/th_b4284176 ; http://hdl.handle.net/10722/56491.

MLA Handbook (7th Edition):

Chen, Yiqing. “Study on insurance risk models with subexponential tails and dependence structures.” 2009. Web. 14 Nov 2019.

Vancouver:

Chen Y. Study on insurance risk models with subexponential tails and dependence structures. [Internet] [Doctoral dissertation]. University of Hong Kong; 2009. [cited 2019 Nov 14]. Available from: Chen, Y. [陳宜清]. (2009). Study on insurance risk models with subexponential tails and dependence structures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4284176 ; http://dx.doi.org/10.5353/th_b4284176 ; http://hdl.handle.net/10722/56491.

Council of Science Editors:

Chen Y. Study on insurance risk models with subexponential tails and dependence structures. [Doctoral Dissertation]. University of Hong Kong; 2009. Available from: Chen, Y. [陳宜清]. (2009). Study on insurance risk models with subexponential tails and dependence structures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4284176 ; http://dx.doi.org/10.5353/th_b4284176 ; http://hdl.handle.net/10722/56491


University of Hong Kong

11. 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

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

Subjects/Keywords: Risk (Insurance) - Mathematical models

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APA (6th 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/10722/221091

Chicago Manual of Style (16th 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 November 14, 2019. http://hdl.handle.net/10722/221091.

MLA Handbook (7th Edition):

Liu, Haibo. “On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.” 2015. Web. 14 Nov 2019.

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 2019 Nov 14]. Available from: http://hdl.handle.net/10722/221091.

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/10722/221091


Hong Kong University of Science and Technology

12. Guo, Xianjun FYTGS. R-pricing : a risk-based pricing system for China automobile insurance.

Degree: 2015, Hong Kong University of Science and Technology

 With the boost of vehicle industry in China, automobile insurance has become an important pillar of China's insurance industry. However, this industry was once hindered… (more)

Subjects/Keywords: Automobile insurance; Risk management; Mathematical models; China; Rates

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APA (6th Edition):

Guo, X. F. (2015). R-pricing : a risk-based pricing system for China automobile insurance. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514634 ; http://repository.ust.hk/ir/bitstream/1783.1-94798/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Guo, Xianjun FYTGS. “R-pricing : a risk-based pricing system for China automobile insurance.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed November 14, 2019. https://doi.org/10.14711/thesis-b1514634 ; http://repository.ust.hk/ir/bitstream/1783.1-94798/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Guo, Xianjun FYTGS. “R-pricing : a risk-based pricing system for China automobile insurance.” 2015. Web. 14 Nov 2019.

Vancouver:

Guo XF. R-pricing : a risk-based pricing system for China automobile insurance. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2019 Nov 14]. Available from: https://doi.org/10.14711/thesis-b1514634 ; http://repository.ust.hk/ir/bitstream/1783.1-94798/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guo XF. R-pricing : a risk-based pricing system for China automobile insurance. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514634 ; http://repository.ust.hk/ir/bitstream/1783.1-94798/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

13. Wan, Lai-mei. Ruin analysis of correlated aggregate claims models.

Degree: M. Phil., 2005, University of Hong Kong

toc

published_or_final_version

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Li, WK, Yuen, KC.

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

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

APA (6th Edition):

Wan, L. (2005). Ruin analysis of correlated aggregate claims models. (Masters Thesis). University of Hong Kong. Retrieved from Wan, L.. (2005). Ruin analysis of correlated aggregate claims models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070570 ; http://dx.doi.org/10.5353/th_b3070570 ; http://hdl.handle.net/10722/32213

Chicago Manual of Style (16th Edition):

Wan, Lai-mei. “Ruin analysis of correlated aggregate claims models.” 2005. Masters Thesis, University of Hong Kong. Accessed November 14, 2019. Wan, L.. (2005). Ruin analysis of correlated aggregate claims models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070570 ; http://dx.doi.org/10.5353/th_b3070570 ; http://hdl.handle.net/10722/32213.

MLA Handbook (7th Edition):

Wan, Lai-mei. “Ruin analysis of correlated aggregate claims models.” 2005. Web. 14 Nov 2019.

Vancouver:

Wan L. Ruin analysis of correlated aggregate claims models. [Internet] [Masters thesis]. University of Hong Kong; 2005. [cited 2019 Nov 14]. Available from: Wan, L.. (2005). Ruin analysis of correlated aggregate claims models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070570 ; http://dx.doi.org/10.5353/th_b3070570 ; http://hdl.handle.net/10722/32213.

Council of Science Editors:

Wan L. Ruin analysis of correlated aggregate claims models. [Masters Thesis]. University of Hong Kong; 2005. Available from: Wan, L.. (2005). Ruin analysis of correlated aggregate claims models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070570 ; http://dx.doi.org/10.5353/th_b3070570 ; http://hdl.handle.net/10722/32213


University of Hong Kong

14. 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 November 14, 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. 14 Nov 2019.

Vancouver:

Gong Q. Gerber-Shiu function in threshold insurance risk models. [Internet] [Masters thesis]. University of Hong Kong; 2008. [cited 2019 Nov 14]. 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 New South Wales

15. Wu, Mei Lan. Modelling dependent risks for insurer risk management: experimental studies with copulas.

Degree: Actuarial Studies, 2007, University of New South Wales

 The increase in the use of copulas has introduced implementation issues for both practitioners and researchers. One of the issues is to obtain a copula… (more)

Subjects/Keywords: Dependence modelling; Copulas; Risk (Insurance); Insurance  – Mathematics; Risk management; Risk (Insurance)  – Mathematical models

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APA (6th Edition):

Wu, M. L. (2007). Modelling dependent risks for insurer risk management: experimental studies with copulas. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/40645 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1670/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Wu, Mei Lan. “Modelling dependent risks for insurer risk management: experimental studies with copulas.” 2007. Doctoral Dissertation, University of New South Wales. Accessed November 14, 2019. http://handle.unsw.edu.au/1959.4/40645 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1670/SOURCE01?view=true.

MLA Handbook (7th Edition):

Wu, Mei Lan. “Modelling dependent risks for insurer risk management: experimental studies with copulas.” 2007. Web. 14 Nov 2019.

Vancouver:

Wu ML. Modelling dependent risks for insurer risk management: experimental studies with copulas. [Internet] [Doctoral dissertation]. University of New South Wales; 2007. [cited 2019 Nov 14]. Available from: http://handle.unsw.edu.au/1959.4/40645 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1670/SOURCE01?view=true.

Council of Science Editors:

Wu ML. Modelling dependent risks for insurer risk management: experimental studies with copulas. [Doctoral Dissertation]. University of New South Wales; 2007. Available from: http://handle.unsw.edu.au/1959.4/40645 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1670/SOURCE01?view=true


University of Hong Kong

16. 林尔路.; Lin, Erlu. Analysis of dividend payments for insurance risk models with correlated aggregate claims.

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

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yuen, KC, Fung, TWK.

Subjects/Keywords: Poisson processes.; Dividends - Mathematical models.; Risk (Insurance) - Mathematical models.

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APA (6th Edition):

林尔路.; Lin, E. (2008). Analysis of dividend payments for insurance risk models with correlated aggregate claims. (Masters Thesis). University of Hong Kong. Retrieved from Lin, E. [林尔路]. (2008). Analysis of dividend payments for insurance risk models with correlated aggregate claims. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020399 ; http://dx.doi.org/10.5353/th_b4020399 ; http://hdl.handle.net/10722/52744

Chicago Manual of Style (16th Edition):

林尔路.; Lin, Erlu. “Analysis of dividend payments for insurance risk models with correlated aggregate claims.” 2008. Masters Thesis, University of Hong Kong. Accessed November 14, 2019. Lin, E. [林尔路]. (2008). Analysis of dividend payments for insurance risk models with correlated aggregate claims. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020399 ; http://dx.doi.org/10.5353/th_b4020399 ; http://hdl.handle.net/10722/52744.

MLA Handbook (7th Edition):

林尔路.; Lin, Erlu. “Analysis of dividend payments for insurance risk models with correlated aggregate claims.” 2008. Web. 14 Nov 2019.

Vancouver:

林尔路.; Lin E. Analysis of dividend payments for insurance risk models with correlated aggregate claims. [Internet] [Masters thesis]. University of Hong Kong; 2008. [cited 2019 Nov 14]. Available from: Lin, E. [林尔路]. (2008). Analysis of dividend payments for insurance risk models with correlated aggregate claims. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020399 ; http://dx.doi.org/10.5353/th_b4020399 ; http://hdl.handle.net/10722/52744.

Council of Science Editors:

林尔路.; Lin E. Analysis of dividend payments for insurance risk models with correlated aggregate claims. [Masters Thesis]. University of Hong Kong; 2008. Available from: Lin, E. [林尔路]. (2008). Analysis of dividend payments for insurance risk models with correlated aggregate claims. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020399 ; http://dx.doi.org/10.5353/th_b4020399 ; http://hdl.handle.net/10722/52744


University of Hong Kong

17. 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 (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 November 14, 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. 14 Nov 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 Nov 14]. 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


Oregon State University

18. Constantinescu, Corina D. Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities.

Degree: PhD, Mathematics, 2006, Oregon State University

 This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model.… (more)

Subjects/Keywords: renewal process; Risk (Insurance)  – Mathematical models

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APA (6th Edition):

Constantinescu, C. D. (2006). Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/3125

Chicago Manual of Style (16th Edition):

Constantinescu, Corina D. “Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities.” 2006. Doctoral Dissertation, Oregon State University. Accessed November 14, 2019. http://hdl.handle.net/1957/3125.

MLA Handbook (7th Edition):

Constantinescu, Corina D. “Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities.” 2006. Web. 14 Nov 2019.

Vancouver:

Constantinescu CD. Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities. [Internet] [Doctoral dissertation]. Oregon State University; 2006. [cited 2019 Nov 14]. Available from: http://hdl.handle.net/1957/3125.

Council of Science Editors:

Constantinescu CD. Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities. [Doctoral Dissertation]. Oregon State University; 2006. Available from: http://hdl.handle.net/1957/3125


University of Hong Kong

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

Degree: PhD, 2014, University of Hong Kong

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 (6th Edition):

Rong, Y. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Doctoral Dissertation). University of Hong Kong. Retrieved from Rong, Y. [戎軼安]. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5334876 ; http://dx.doi.org/10.5353/th_b5334876 ; http://hdl.handle.net/10722/207205

Chicago Manual of Style (16th Edition):

Rong, Yian. “Applications of comonotonicity in risk-sharing and optimal allocation.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed November 14, 2019. Rong, Y. [戎軼安]. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5334876 ; http://dx.doi.org/10.5353/th_b5334876 ; http://hdl.handle.net/10722/207205.

MLA Handbook (7th Edition):

Rong, Yian. “Applications of comonotonicity in risk-sharing and optimal allocation.” 2014. Web. 14 Nov 2019.

Vancouver:

Rong Y. Applications of comonotonicity in risk-sharing and optimal allocation. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2019 Nov 14]. Available from: Rong, Y. [戎軼安]. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5334876 ; http://dx.doi.org/10.5353/th_b5334876 ; 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: Rong, Y. [戎軼安]. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5334876 ; http://dx.doi.org/10.5353/th_b5334876 ; http://hdl.handle.net/10722/207205


University of New South Wales

20. Yeo, Keng Leong. Claim dependence in credibility models.

Degree: Actuarial Studies, 2006, University of New South Wales

 Existing credibility models have mostly allowed for one source of claim dependence only, that across time for an individual insured risk or a group of… (more)

Subjects/Keywords: Credibility theory (Insurance); Risk assessment - Mathematical models

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APA (6th Edition):

Yeo, K. L. (2006). Claim dependence in credibility models. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/25971 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1088/SOURCE1?view=true

Chicago Manual of Style (16th Edition):

Yeo, Keng Leong. “Claim dependence in credibility models.” 2006. Doctoral Dissertation, University of New South Wales. Accessed November 14, 2019. http://handle.unsw.edu.au/1959.4/25971 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1088/SOURCE1?view=true.

MLA Handbook (7th Edition):

Yeo, Keng Leong. “Claim dependence in credibility models.” 2006. Web. 14 Nov 2019.

Vancouver:

Yeo KL. Claim dependence in credibility models. [Internet] [Doctoral dissertation]. University of New South Wales; 2006. [cited 2019 Nov 14]. Available from: http://handle.unsw.edu.au/1959.4/25971 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1088/SOURCE1?view=true.

Council of Science Editors:

Yeo KL. Claim dependence in credibility models. [Doctoral Dissertation]. University of New South Wales; 2006. Available from: http://handle.unsw.edu.au/1959.4/25971 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1088/SOURCE1?view=true


Hong Kong University of Science and Technology

21. Chark, Chi Hang. Consumer insurance decision making.

Degree: 2010, Hong Kong University of Science and Technology

 In three essays, consumers’ insurance decision making is studied in the context of product warranty. In the first essay, we establish a new phenomenon that… (more)

Subjects/Keywords: Insurance  – Decision making  – Mathematical models; Consumer behavior  – Mathematical models; Consumers  – Decision making  – Mathematical models

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APA (6th Edition):

Chark, C. H. (2010). Consumer insurance decision making. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106627 ; http://repository.ust.hk/ir/bitstream/1783.1-6753/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chark, Chi Hang. “Consumer insurance decision making.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed November 14, 2019. https://doi.org/10.14711/thesis-b1106627 ; http://repository.ust.hk/ir/bitstream/1783.1-6753/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chark, Chi Hang. “Consumer insurance decision making.” 2010. Web. 14 Nov 2019.

Vancouver:

Chark CH. Consumer insurance decision making. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2019 Nov 14]. Available from: https://doi.org/10.14711/thesis-b1106627 ; http://repository.ust.hk/ir/bitstream/1783.1-6753/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chark CH. Consumer insurance decision making. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106627 ; http://repository.ust.hk/ir/bitstream/1783.1-6753/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

22. 王硕玉.; Wang, Shuoyu. Optimal inventory strategies in supply chains under a value-at-risk constraint.

Degree: PhD, 2010, University of Hong Kong

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Mak, KL, Yiu, CKF.

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

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APA (6th Edition):

王硕玉.; 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 ; http://hdl.handle.net/10722/137063

Chicago Manual of Style (16th Edition):

王硕玉.; Wang, Shuoyu. “Optimal inventory strategies in supply chains under a value-at-risk constraint.” 2010. Doctoral Dissertation, University of Hong Kong. Accessed November 14, 2019. 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 ; http://hdl.handle.net/10722/137063.

MLA Handbook (7th Edition):

王硕玉.; Wang, Shuoyu. “Optimal inventory strategies in supply chains under a value-at-risk constraint.” 2010. Web. 14 Nov 2019.

Vancouver:

王硕玉.; Wang S. Optimal inventory strategies in supply chains under a value-at-risk constraint. [Internet] [Doctoral dissertation]. University of Hong Kong; 2010. [cited 2019 Nov 14]. 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 ; http://hdl.handle.net/10722/137063.

Council of Science Editors:

王硕玉.; 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 ; http://hdl.handle.net/10722/137063


Rutgers University

23. Jiang, Yixiao, 1991-. Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility.

Degree: PhD, Semiparametric Methods, 2019, Rutgers University

 There are contexts in which it is important to estimate a model without overly assuming functional forms and distributions. For this reason, extant empirical work… (more)

Subjects/Keywords: Economics; Finance  – Mathematical models; Risk

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APA (6th Edition):

Jiang, Yixiao, 1. (2019). Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/60786/

Chicago Manual of Style (16th Edition):

Jiang, Yixiao, 1991-. “Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility.” 2019. Doctoral Dissertation, Rutgers University. Accessed November 14, 2019. https://rucore.libraries.rutgers.edu/rutgers-lib/60786/.

MLA Handbook (7th Edition):

Jiang, Yixiao, 1991-. “Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility.” 2019. Web. 14 Nov 2019.

Vancouver:

Jiang, Yixiao 1. Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility. [Internet] [Doctoral dissertation]. Rutgers University; 2019. [cited 2019 Nov 14]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/60786/.

Council of Science Editors:

Jiang, Yixiao 1. Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility. [Doctoral Dissertation]. Rutgers University; 2019. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/60786/


University of Hong Kong

24. 刘彬彬; Liu, Binbin. Some topics in risk theory and optimal capital allocation problems.

Degree: PhD, 2012, University of Hong Kong

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: Portfolio management - Mathematical models.; Risk management - Mathematical models.; Investments - Mathematical models

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

APA (6th Edition):

刘彬彬; 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 ; http://hdl.handle.net/10722/167205

Chicago Manual of Style (16th Edition):

刘彬彬; Liu, Binbin. “Some topics in risk theory and optimal capital allocation problems.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed November 14, 2019. 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 ; http://hdl.handle.net/10722/167205.

MLA Handbook (7th Edition):

刘彬彬; Liu, Binbin. “Some topics in risk theory and optimal capital allocation problems.” 2012. Web. 14 Nov 2019.

Vancouver:

刘彬彬; Liu B. Some topics in risk theory and optimal capital allocation problems. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Nov 14]. 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 ; http://hdl.handle.net/10722/167205.

Council of Science Editors:

刘彬彬; 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 ; http://hdl.handle.net/10722/167205


University of Hong Kong

25. Shi, Qing. Incomplete information and macro-finance.

Degree: PhD, 2017, University of Hong Kong

This paper provides a tractable stochastic differential utility (SDU) – Gaussian framework with constant-absolute-risk atemporal averse (CARA) to theoretically and quantitatively explore how the interactions… (more)

Subjects/Keywords: Mathematical models - Saving and investment; Mathematical models - Uncertainty; Utility theory - Mathematical models; Mathematical models - Risk

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APA (6th Edition):

Shi, Q. (2017). Incomplete information and macro-finance. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249812

Chicago Manual of Style (16th Edition):

Shi, Qing. “Incomplete information and macro-finance.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed November 14, 2019. http://hdl.handle.net/10722/249812.

MLA Handbook (7th Edition):

Shi, Qing. “Incomplete information and macro-finance.” 2017. Web. 14 Nov 2019.

Vancouver:

Shi Q. Incomplete information and macro-finance. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2019 Nov 14]. Available from: http://hdl.handle.net/10722/249812.

Council of Science Editors:

Shi Q. Incomplete information and macro-finance. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249812


University of Hong Kong

26. 蕭德權; Siu, Tak-kuen. Risk measures in finance and insurance.

Degree: PhD, 2001, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Options (Finance) - Prices - Mathematical models.; Bayesian statistical decision theory.; Risk management - Mathematical models.; Insurance - Mathematical models.

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APA (6th Edition):

蕭德權; Siu, T. (2001). Risk measures in finance and insurance. (Doctoral Dissertation). University of Hong Kong. Retrieved from Siu, T. [蕭德權]. (2001). Risk measures in finance and insurance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3124229 ; http://dx.doi.org/10.5353/th_b3124229 ; http://hdl.handle.net/10722/36115

Chicago Manual of Style (16th Edition):

蕭德權; Siu, Tak-kuen. “Risk measures in finance and insurance.” 2001. Doctoral Dissertation, University of Hong Kong. Accessed November 14, 2019. Siu, T. [蕭德權]. (2001). Risk measures in finance and insurance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3124229 ; http://dx.doi.org/10.5353/th_b3124229 ; http://hdl.handle.net/10722/36115.

MLA Handbook (7th Edition):

蕭德權; Siu, Tak-kuen. “Risk measures in finance and insurance.” 2001. Web. 14 Nov 2019.

Vancouver:

蕭德權; Siu T. Risk measures in finance and insurance. [Internet] [Doctoral dissertation]. University of Hong Kong; 2001. [cited 2019 Nov 14]. Available from: Siu, T. [蕭德權]. (2001). Risk measures in finance and insurance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3124229 ; http://dx.doi.org/10.5353/th_b3124229 ; http://hdl.handle.net/10722/36115.

Council of Science Editors:

蕭德權; Siu T. Risk measures in finance and insurance. [Doctoral Dissertation]. University of Hong Kong; 2001. Available from: Siu, T. [蕭德權]. (2001). Risk measures in finance and insurance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3124229 ; http://dx.doi.org/10.5353/th_b3124229 ; http://hdl.handle.net/10722/36115


University of Johannesburg

27. Mokgoantle, Oupa Joseph. Risk maturity at a life insurer.

Degree: 2014, University of Johannesburg

M.Com. (Business Management)

Risk management is an important factor in ensuring business and project success. Thus, risk management methodologies are constantly being developed and improved.… (more)

Subjects/Keywords: Risk maturity - life insurer; Risk management; Business process models,; Risk culture; Risk management - Insurance

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APA (6th Edition):

Mokgoantle, O. J. (2014). Risk maturity at a life insurer. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/11251

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mokgoantle, Oupa Joseph. “Risk maturity at a life insurer.” 2014. Thesis, University of Johannesburg. Accessed November 14, 2019. http://hdl.handle.net/10210/11251.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mokgoantle, Oupa Joseph. “Risk maturity at a life insurer.” 2014. Web. 14 Nov 2019.

Vancouver:

Mokgoantle OJ. Risk maturity at a life insurer. [Internet] [Thesis]. University of Johannesburg; 2014. [cited 2019 Nov 14]. Available from: http://hdl.handle.net/10210/11251.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mokgoantle OJ. Risk maturity at a life insurer. [Thesis]. University of Johannesburg; 2014. Available from: http://hdl.handle.net/10210/11251

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of California – San Diego

28. Sprenger, Charles. Essays in time and risk.

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

 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 (6th 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 (16th Edition):

Sprenger, Charles. “Essays in time and risk.” 2011. Thesis, University of California – San Diego. Accessed November 14, 2019. 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 (7th Edition):

Sprenger, Charles. “Essays in time and risk.” 2011. Web. 14 Nov 2019.

Vancouver:

Sprenger C. Essays in time and risk. [Internet] [Thesis]. University of California – San Diego; 2011. [cited 2019 Nov 14]. 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Oklahoma

29. Lin, Weihua. TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK.

Degree: PhD, 2013, University of Oklahoma

 As an alternative, we also proposed the coupled trinomial tree method to derive the default probability. With the comparison of the numerical results among the… (more)

Subjects/Keywords: Interest rates – Mathematical models; Stochastic models; Stochastic processes; Corporate debt – Mathematical models; Risk – Mathematical models; Default (Finance) – Mathematical models

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APA (6th Edition):

Lin, W. (2013). TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK. (Doctoral Dissertation). University of Oklahoma. Retrieved from http://hdl.handle.net/11244/319091

Chicago Manual of Style (16th Edition):

Lin, Weihua. “TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK.” 2013. Doctoral Dissertation, University of Oklahoma. Accessed November 14, 2019. http://hdl.handle.net/11244/319091.

MLA Handbook (7th Edition):

Lin, Weihua. “TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK.” 2013. Web. 14 Nov 2019.

Vancouver:

Lin W. TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK. [Internet] [Doctoral dissertation]. University of Oklahoma; 2013. [cited 2019 Nov 14]. Available from: http://hdl.handle.net/11244/319091.

Council of Science Editors:

Lin W. TRINOMIAL-TREE DISTRIBUTION OF A NONLINEAR POSITIVE STOCHASTIC INTEREST RATE MODEL WITH CONNECTIONS TO THE POTENTIAL APPROACH AND ITS APPLICATION TO COMPUTING CORPORATE DEFAULT RISK. [Doctoral Dissertation]. University of Oklahoma; 2013. Available from: http://hdl.handle.net/11244/319091


University of Alberta

30. Wang, Xupeng. Risk measure estimation in finance.

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

 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

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APA (6th 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 (16th Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Masters Thesis, University of Alberta. Accessed November 14, 2019. https://era.library.ualberta.ca/files/vx021f855.

MLA Handbook (7th Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Web. 14 Nov 2019.

Vancouver:

Wang X. Risk measure estimation in finance. [Internet] [Masters thesis]. University of Alberta; 2010. [cited 2019 Nov 14]. 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

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