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Paper Presentations by Investigators
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[ALL]
[2017]
[2016]
[2015]
[2014]
2017
Cheung, K.C. (2017). Multivariate countermonotonicity and the minimal copulas. The 1st International Conference on Econometrics and Statistics (EcoSta 2017) - "Insurance risk models with dependence", Hong Kong University of Science and Technology, Hong Kong, June 15-17, 2017.
Yuen, K.C. (2017). Optimal dividends and reinsurance for a risk model with dependence. The 1st International Conference on Econometrics and Statistics (EcoSta 2017) - "Insurance risk models with dependence", Hong Kong University of Science and Technology, Hong Kong, June 15-17, 2017.
2016
Cheung, E.C.K. (2016). Potential measures and expected discounted operating costs until ruin in renewal risk models. The 1st Statistics and Quantitative Risk Management Symposium at Ewha Womans University, Seoul, Korea, October 18, 2016.
Woo, J.K. (2016). On a multivariate renewal-reward process involving delays: Applications to IBNR process and infinite server queues. The 1st Statistics and Quantitative Risk Management Symposium at Ewha Womans University, Seoul, Korea, October 18, 2016.
Cheung, E.C.K. (2016). An insurance risk model with periodic capital injections and its applications. School of Risk and Actuarial Studies, Australian School of Business, University of New South Wales, Australia, August 26, 2016.
Woo, J.K. (2016). Modeling multivariate insurance losses with risk theoretic applications. School of Risk and Actuarial Studies, Australian School of Business, University of New South Wales, Australia, August 26, 2016.
Cheung, E.C.K. (2016). Minimizing insurer's ruin probability via periodic capital injections. Department of Applied Statistics, College of Business and Economics, Yonsei University, Korea, August 11, 2016.
Woo, J.K. (2016). An introduction to catastrophe Insurance : multivariate Erlang mixtures. Department of Applied Statistics, College of Business and Economics, Yonsei University, Korea, August 11, 2016.
Yuen, K.C. (2016). A discrete-time risk model with Poisson ARCH claim number process. The 51st Actuarial Research Conference, Minneapolis/St. Paul, Minnesota, USA, July 27-30, 2016.
Yuen, K.C. (2016). Optimal dividends and reinsurance with capital injection under thinning dependence. The 20th International Congress on Insurance: Mathematics and Economics, Atlanta, Georgia, USA, July 24-27, 2016.
Woo, J.K. (2016). On some properties of a class of multivariate Erlang mixtures with insurance applications. Financial Economics, University Carlos III of Madrid, Spain, July 15, 2016.
Yuen, K.C. (2016). Optimal reinsurance for an actuarial risk model with dependent risks. Department of Mathematics and Statistics, University of Calgary, Canada, July 14, 2016.
Yuen, K.C. (2016). Optimal reinsurance under thinning dependence. Department of Statistics and Actuarial Science, Simon Fraser University, Vancouver, Canada, July 8, 2016.
Cheung, E.C.K. (2016). On a risk model with periodic capital injections at Erlang intervals. Department of Actuarial Science, University of Lausanne, Switzerland, July 6, 2016.
Woo, J.K. (2016). Periodic capital injections based on the claim frequency. Department of Actuarial Science, University of Lausanne, Switzerland, July 6, 2016.
Cheung, E.C.K. (2016). Insurance risk models with periodic observations: Dividends, capital injections and taxation. Laboratoire de Mathematiques, Universite de Franche Comte, France, July 5, 2016.
Woo, J.K. (2016). Analysis of insurer’s surplus process with capital injection strategy scheduled by the cumulated number of claims. Laboratoire de Mathematiques, Universite de Franche Comte, France, July 5, 2016.
Yang, H. (2016). Valuing embedded options under jump-diffusion models. 2016 Symposium Financial Engineering and Risk Management (FERM2016), Guangzhou, China, June 12-13, 2016.
Yang, H. (2016). A constraint-free approach to optimal reinsurance. The sixth international Gerber-Shiu workshop, Renmin University of China, Beijing, June 8-9, 2016.
Yang, H. (2016). Valuing embedded options in insurance products. 7th International Form on Statistics of Renmin University of China, Beijing, China, May 27 - 29, 2016.
Yuen, K.C. (2016). Some problems in a discrete semi-Markov risk model. China Institute for Actuarial Science, Beijing, China, May 27, 2016.
Yuen, K.C. (2016). Some problems in a discrete semi-Markov risk model. School of Mathematics, Nankai University, Tianjin, China, May 25, 2016.
Yang, H. (2016). Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits. The 9th Conference in Actuarial Science & Finance, Samos, May 17 – 21, 2016.
Yang, H. (2016). Equity linked insurance products: Introduction and valuation. IAA Life Section Colloquium 2016, HK, April 24, 2016.
2015
Woo, J.K. (2015). Multivariate Erlang mixtures with insurance applications.
SOA Actuarial Seminar (Long term, Auto, General Insurance), Seoul, Korea, November 2015.
Yang, H. (2015). Valuing Equity-linked death benefits under trinomial tree model.
Workshop on Statistics and Actuarial Science, Shanghai, China, October 16-17, 2015.
Cheung, K.C. (2015). Tail Mutual Exclusivity and Tail-VaR Lower Bounds.
Workshop on Statistics and Actuarial Science, Shanghai, China, October 16-17, 2015.
Yuen, K.C. (2015). On some actuarial problems for the insurance risk model with thinning dependence. Wang Yanan Institute for Studies in Economics and Department of Statistics, School of Economics, Xiamen University, Xiamen, China, October 16, 2015.
Yuen, K.C. (2015). Actuarial studies for the insurance risk model with thinning dependence.
School of Mathematics and Computer Science, Fujian Normal University, Fuzhou, China, October 14, 2015.
Yang, H. (2015). Valuing equity linked death benefits in jump diffusion models.
2015 Symposium on Insurance, Actuarial Science and Risk Management, Guangzhou, China, October 10-11, 2015.
Cheung, E.C.K. (2015). Insurance risk process with periodic dividend decisions: A randomized approach. Department of Applied Statistics, College of Business and Economics, Yonsei University, Korea, August 19, 2015.
Woo, J.K. (2015). The discounted aggregate claims and dividends and their relationships. Yonsei University, Seoul, Korea, August 2015.
Woo, J.K. (2015). Modelling incurred but not reported claim reserve in multiline insurance. Ewha Womans University, Seoul, Korea, August 2015.
Yang, H. (2015). Valuing equity-linked insurance products: an overview. Wayne State University, USA, July 2015.
Cheung, K.C. (2015). Multivariate Countermonotonicity and the Minimal Copulas. The Third Asian Quantitative Finance Conference, Hong Kong, July 6-8, 2015.
Yuen K.C. (2015). Optimal proportional reinsurance for a risk model with thinning dependence. The 19th International Congress on Insurance: Mathematics and Economics, Liverpool, UK, June 2015.
Woo, J.K. (2015). A multivariate discounted renewal sums with time-dependent claims in the presence of reporting/payment delays, The 19th International Congress on Insurance: Mathematics and Economics, Liverpool, UK, June 2015.
Cheung, K.C. (2015). Tail mutual exclusivity and Tail-VaR lower bounds. The 19th International Congress on Insurance: Mathematics and Economics (IME), Liverpool, UK, June 24-26, 2015.
Cheung, E.C.K. (2015). On the joint analysis of the discounted total payments to policyholders and shareholders. The 19th International Congress on Insurance: Mathematics and Economics, Liverpool, UK, June 24, 2015.
Yuen, K.C. (2015). On modeling dependence in claim-number processes. HKU-SOA Workshop – Current Topics on Actuarial Models with Dependence Structure, Hong Kong, May 2015.
Cheung, K.C. (2015). Extremal dependence structures and bounds of Tail Value-at-Risk. HKU-SOA Workshop - Current Topics on Actuarial Models with Dependence Structure, Hong Kong, May 2015.
Yang, H. (2015). Equity linked insurance products: Introduction and valuation. HKU-SOA Workshop – Current Topics on Actuarial Models with Dependence Structure, Hong Kong, May 2015.
2014
Yuen, K.C. (2014). Optimal reinsurance for a book of dependent classes of insurance business. Workshop on Actuarial Science and Risk Management, Chongqing, China, December 2014.
Yang, H. (2014). Valuing Equity-linked Death Benefits under Binomial Tree Model, Workshop on Actuarial Science and Risk Management, Chongqing, China, December 2014.
Cheung, K.C. (2014). Tail Multivariate Countermonotonicity and TVaR Lower Bounds. CUHK Symposium on Statistics: Financial Risk Management 2014, Hong Kong, December 2014.
Yuen, K.C. (2014). Optimal proportional reinsurance for a risk model with dependent classes of insurance business. The 2nd European Actuarial Journal Conference, Vienna, Austria, September 2014.
Yang, H. (2014). Valuing Equity-Linked Insurance Products, 105 Annual Meeting of the Swiss Association of Actuaries, Davos, Switzerland, September, 2014.
Yang, H. (2014). Exponential Stopping of Brownian Motion and Applications to Valuing Equity-linked Products, University of Lausanne, Switzerland, September, 2014.
Yang, H. (2014). Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits, The 5th International Gerber-Shiu Workshop: In honor of Professor Elias S. W. Shiu on the occasion of his 65th birthday, Hong Kong, July 2014.
Cheung, E.C.K. (2014). Joint analysis of the discounted aggregate claims until ruin with other ruin-related quantities. The 5th International Gerber-Shiu Workshop, Hong Kong, July 2014.
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