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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

URL: 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

►

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

Record Details Similar Records

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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 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 (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 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 (7^{th} 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

URL: 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

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

►

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):

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 (16^{th} 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 (7^{th} 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

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 - Reinsurance; Mathematical models - Risk (Insurance)

Record Details Similar Records

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

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 November 14, 2019. http://hdl.handle.net/10722/239946.

MLA Handbook (7^{th} 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

URL: 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

►

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 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10019.1/96980

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1959.14/1067721

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

abstract

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Subjects/Keywords: Probabilities.; 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):

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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

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):

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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10722/221091

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

Subjects/Keywords: Risk (Insurance) - Mathematical models

Record Details Similar Records

❌

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/10722/221091

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 November 14, 2019. http://hdl.handle.net/10722/221091.

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. 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

URL: https://doi.org/10.14711/thesis-b1514634 ; http://repository.ust.hk/ir/bitstream/1783.1-94798/1/th_redirect.html

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: 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

toc

published_or_final_version

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://handle.unsw.edu.au/1959.4/40645 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1670/SOURCE01?view=true

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1957/3125

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

►

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

Record Details Similar Records

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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 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 (16^{th} 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 (7^{th} 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

URL: http://handle.unsw.edu.au/1959.4/25971 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1088/SOURCE1?view=true

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://doi.org/10.14711/thesis-b1106627 ; http://repository.ust.hk/ir/bitstream/1783.1-6753/1/th_redirect.html

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

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

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Subjects/Keywords: Risk.; Inventory control - 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):

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 (16^{th} 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 (7^{th} 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

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/60786/

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10722/249812

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

Degree: PhD, 2001, University of Hong Kong

URL: 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

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.

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10210/11251

►

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

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

Record Details Similar Records

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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

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 November 14, 2019. http://www.escholarship.org/uc/item/05d2b1tq.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/11244/319091

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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 November 14, 2019. https://era.library.ualberta.ca/files/vx021f855.

MLA Handbook (7^{th} 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