Research output per year
Research output per year
Search results
-
2011
Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
Wei, J., Yang, H. & Wang, R., 2011, Progress in Probability. Birkhauser, p. 413-429 17 p. (Progress in Probability; vol. 65).Research output: Chapter in Book or Report/Conference proceeding › Chapter › peer-review
6 Citations (Scopus) -
2007
Expected shortfall under a model with market and credit risks
Siu, K. B. & Yang, H., 2007, International Series in Operations Research and Management Science. Springer New York LLC, p. 91-100 10 p. (International Series in Operations Research and Management Science; vol. 104).Research output: Chapter in Book or Report/Conference proceeding › Chapter › peer-review
3 Citations (Scopus) -
2003
Asset allocation: Investment strategies for financial and insurance portfolio
Cheung, K. C. & Yang, H., 1 Jan 2003, Intelligent And Other Computational Techniques In Insurance: Theory And Applications. World Scientific Publishing Co., p. 587-623 37 p.Research output: Chapter in Book or Report/Conference proceeding › Chapter › peer-review