Authors: Zhu, Michael

Subject Terms: choquet pricing, choquet integral, convex optimization, quantile, portfolio choice, actuarial science

Relation: http://hdl.handle.net/10012/16420

Availability: http://hdl.handle.net/10012/16420

Authors: ZHU, XIAO BAI

Subject Terms: Cash Balance Pension Plan, Financial Valuation, Dynamic Hedging Strategy, Actuarial Science

Relation: http://hdl.handle.net/10012/9731

Availability: http://hdl.handle.net/10012/9731

Authors: Zhou, Kenneth Qian

Subject Terms: Longevity Risk Management, Dynamic Hedging, Stochastic Mortality Modelling, Population Basis Risk, Graphical Risk Metric, Actuarial Science

Relation: http://hdl.handle.net/10012/9746

Availability: http://hdl.handle.net/10012/9746

Authors: Li, Shu

Subject Terms: Adaptive premium policies, Gerber-Shiu function, Drawdown, Two-sided exit problem, Insurance risk models, Actuarial Science

Relation: http://hdl.handle.net/10012/9625

Availability: http://hdl.handle.net/10012/9625

Authors: LIU, FANGDA

Subject Terms: optimal reinsurance, risk measure, premium principle, Actuarial Science

Relation: http://hdl.handle.net/10012/9553

Availability: http://hdl.handle.net/10012/9553

Authors: Zhu, Wenjun

Subject Terms: agricultural insurance, risk management, erlang distribution, weather risk, credibility theory, high dimensional modelling, LSHAC, premium principle, multivariate weighted distribution, Actuarial Science

Relation: http://hdl.handle.net/10012/9503

Availability: http://hdl.handle.net/10012/9503

Authors: Lee, Wing Yan

Subject Terms: Moments, Time to ruin, Insurance surplus analysis, Actuarial Science

Relation: http://hdl.handle.net/10012/8638

Availability: http://hdl.handle.net/10012/8638

Authors: MacKay, Anne

Subject Terms: Variable annuities, Optimal surrender, American option, Optimal stopping, Group self-annuitization, Utility maximization, Dynamic hedging, Actuarial Science

Relation: http://hdl.handle.net/10012/8601

Availability: http://hdl.handle.net/10012/8601

Authors: Cong, Jianfa

Subject Terms: risk measure, partial hedging, reinsurance, optimal strategy, Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), simulation-based model, Actuarial Science

Relation: http://hdl.handle.net/10012/8163

Availability: http://hdl.handle.net/10012/8163

Authors: Singer, Basil Karim

Subject Terms: Ruin theory, Sparre Andersen, Matrix analytic methods, Dividends, Gerber-Shiu, Insurance risk model, Surplus process, Renewal process, Performance measure, Actuarial Science

Relation: http://hdl.handle.net/10012/7751

Availability: http://hdl.handle.net/10012/7751

Authors: Wei, Wei

Subject Terms: notions of dependence, optimal reinsurance, excess-of-loss reinsurance, optimal allocation, stochastical scheduling, Actuarial Science

Relation: http://hdl.handle.net/10012/7677

Availability: http://hdl.handle.net/10012/7677

Authors: Shi, Tianxiang

Subject Terms: time to ruin, risk theory, ruin theory, Sparre Andersen risk model, first passage time, occupation time, Actuarial Science

Relation: http://hdl.handle.net/10012/7648

Availability: http://hdl.handle.net/10012/7648

Authors: Qiu, Chao

Subject Terms: Regime switching, Esscher Transform, Actuarial Science

Relation: http://hdl.handle.net/10012/7433

Availability: http://hdl.handle.net/10012/7433

Authors: Liu, Kai

Subject Terms: QMC, Low Discrepancy Sequence, Effective Dimension, Dimension Reduction, PCA, BB, LT, OT, FOT, DC, Actuarial Science

Relation: http://hdl.handle.net/10012/6984

Availability: http://hdl.handle.net/10012/6984

Authors: Fang, Mingyu

Subject Terms: option pricing, mixture, lognormal, exotic options, volatility smile, Actuarial Science

Relation: http://hdl.handle.net/10012/6869

Availability: http://hdl.handle.net/10012/6869

Authors: Aoun, Bassam

Subject Terms: Funding Liquidity, Arbitrage, Actuarial Science

Relation: http://hdl.handle.net/10012/6787

Availability: http://hdl.handle.net/10012/6787

Authors: Huynh, Mirabelle

Subject Terms: Gerber-Shiu, defective renewal equations, ruin theory, Laplace transforms, risk management, Actuarial Science

Relation: http://hdl.handle.net/10012/6318

Availability: http://hdl.handle.net/10012/6318

Authors: Feng, Ming Bin

Subject Terms: Coherent risk measures, Distortion risk measures, Portfolio selection, Coherent distortion risk measures, Linear programming, Linear fractional programming, Actuarial Science

Relation: http://hdl.handle.net/10012/6169

Availability: http://hdl.handle.net/10012/6169

Authors: Ali, Javid

Subject Terms: Levy insurance risk processes, scale functions, dividend barrier strategy, univariate Erlang mixture, risk measures, EM algorithm, Actuarial Science

Relation: http://hdl.handle.net/10012/6208

Availability: http://hdl.handle.net/10012/6208

Authors: Marshall, Claymore

Subject Terms: Guaranteed minimum income benefits, Financial risk management, Variable annuity guarantees, Static hedging, Semi-static hedging, Portfolio optimization, Actuarial Science

Relation: http://hdl.handle.net/10012/6149

Availability: http://hdl.handle.net/10012/6149