Ng, Andrew Cheuk-Yin
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1

Option pricing under GARCH models with Hansen's skewed-t di..:

Liu, Yanxin ; Li, Johnny Siu-Hang ; Ng, Andrew Cheuk-Yin
The North American Journal of Economics and Finance.  31 (2015)  - p. 108-125 , 2015
 
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3

Asymptotics for the residual-based bootstrap approximation ..:

Fu, Ke-Ang ; Li, Yuechao ; Ng, Andrew Cheuk-Yin
Statistics & Probability Letters.  83 (2013)  11 - p. 2553-2562 , 2013
 
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5

Modeling investment guarantees in Japan: A risk-neutral GAR..:

Ng, Andrew Cheuk-Yin ; Li, Johnny Siu-Hang ; Chan, Wai-Sum
International Review of Financial Analysis.  20 (2011)  1 - p. 20-26 , 2011
 
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6

Valuing variable annuity guarantees with the multivariate E..:

Ng, Andrew Cheuk-Yin ; Li, Johnny Siu-Hang
Insurance: Mathematics and Economics.  49 (2011)  3 - p. 393-400 , 2011
 
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7

Canonical Valuation of Mortality-Linked Securities:

Li, Johnny Siu-Hang ; Ng, Andrew Cheuk-Yin
The Journal of Risk and Insurance.  78 (2011)  4 - p. 853-884 , 2011
 
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9

Uniform asymptotics for the ruin probabilities of a two-dim..:

Fu, Ke-Ang ; Ng, Cheuk Yin Andrew
Statistics & Probability Letters.  125 (2017)  - p. 227-235 , 2017
 
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11

Asymptotics for the ruin probability of a time-dependent re..:

Fu, Ke-Ang ; Ng, Cheuk Yin Andrew
Insurance: Mathematics and Economics.  56 (2014)  - p. 80-87 , 2014
 
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