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Ng, Andrew Cheuk-Yin

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Author ID: ng.andrew-cheuk-yin Recent zbMATH articles by "Ng, Andrew Cheuk-Yin"
Published as: Ng, Andrew C. Y.; Ng, Andrew Cheuk-Yin; Ng, A. C. Y.
Documents Indexed: 22 Publications since 1989
Co-Authors: 6 Co-Authors with 12 Joint Publications
174 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 152 times in 105 Documents Cited by Year
On a dual model with a dividend threshold. Zbl 1163.91441
Ng, Andrew C. Y.
41
2009
On the joint distribution of surplus before and after ruin under a Markovian regime switching model. Zbl 1093.60051
Ng, Andrew C. Y.; Yang, Hailiang
30
2006
Rating the importance of customer needs in quality function deployment by fuzzy and entropy methods. Zbl 0949.90564
Chan, L. K.; Kao, H. P.; Ng, A.; Wu, M. L.
18
1999
Valuing variable annuity guarantees with the multivariate Esscher transform. Zbl 1228.91044
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang
17
2011
Optimal investment with inside information and parameter uncertainty. Zbl 1255.91446
Danilova, Albina; Monoyios, Michael; Ng, Andrew
12
2010
Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model. With discussions. Zbl 1085.60517
Ng, Andrew C. Y.; Yang, Hailiang
9
2005
Pricing and hedging variable annuity guarantees with multiasset stochastic investment models. Zbl 1412.91052
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang
6
2013
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains. Zbl 1230.91081
Ng, Andrew C. Y.
5
2010
An approach to dynamics and control of orbiting flexible structures. Zbl 0825.73494
Modi, V. J.; Suleman, A.; Ng, A. C.; Morita, Y.
4
1991
Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under a Markov-modulated risk model. Zbl 1101.62102
Ng, Andrew C. Y.; Yang, Hailiang
4
2005
Optimal exercise of an executive stock option by an insider. Zbl 1217.91185
Monoyios, Michael; Ng, Andrew
4
2011
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach. Zbl 1217.62177
Li, J. S. H.; Ng, A. C. Y.; Chan, W. S.
2
2011
Pricing and hedging variable annuity guarantees with multiasset stochastic investment models. Zbl 1412.91052
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang
6
2013
Valuing variable annuity guarantees with the multivariate Esscher transform. Zbl 1228.91044
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang
17
2011
Optimal exercise of an executive stock option by an insider. Zbl 1217.91185
Monoyios, Michael; Ng, Andrew
4
2011
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach. Zbl 1217.62177
Li, J. S. H.; Ng, A. C. Y.; Chan, W. S.
2
2011
Optimal investment with inside information and parameter uncertainty. Zbl 1255.91446
Danilova, Albina; Monoyios, Michael; Ng, Andrew
12
2010
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains. Zbl 1230.91081
Ng, Andrew C. Y.
5
2010
On a dual model with a dividend threshold. Zbl 1163.91441
Ng, Andrew C. Y.
41
2009
On the joint distribution of surplus before and after ruin under a Markovian regime switching model. Zbl 1093.60051
Ng, Andrew C. Y.; Yang, Hailiang
30
2006
Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model. With discussions. Zbl 1085.60517
Ng, Andrew C. Y.; Yang, Hailiang
9
2005
Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under a Markov-modulated risk model. Zbl 1101.62102
Ng, Andrew C. Y.; Yang, Hailiang
4
2005
Rating the importance of customer needs in quality function deployment by fuzzy and entropy methods. Zbl 0949.90564
Chan, L. K.; Kao, H. P.; Ng, A.; Wu, M. L.
18
1999
An approach to dynamics and control of orbiting flexible structures. Zbl 0825.73494
Modi, V. J.; Suleman, A.; Ng, A. C.; Morita, Y.
4
1991
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Cited by 174 Authors

7 Li, Shuanming
7 Yang, Hailiang
6 Yin, Chuancun
5 Wang, Rongming
5 Wen, Yuzhen
4 Yao, Dingjun
3 Cheung, Eric C. K.
3 Dickson, David C. M.
3 Egídio dos Reis, Alfredo D.
3 Frostig, Esther
3 Godin, Frédéric
3 Hu, Yijun
3 Li, Jingchao
3 Lu, Yi
3 Ng, Andrew Cheuk-Yin
3 Sendova, Kristina P.
3 Yang, Chen
2 Avanzi, Benjamin
2 Badescu, Andrei L.
2 Breuer, Lothar
2 Cardoso, Rui M. R.
2 Chen, Mi
2 Chen, Shumin
2 Gan, Guojun
2 Guo, Junyi
2 Huang, Huaxiong
2 Lee, Hangsuck
2 Liu, Zaiming
2 Palmowski, Zbigniew
2 Ren, Jiandong
2 Rodríguez-Martínez, Eugenio V.
2 Siu, Tak Kuen
2 Trottier, Denis-Alexandre
2 Willmot, Gordon E.
2 Wu, Lan
2 Wu, Xueyuan
2 Xu, Lin
2 Yu, Wenguang
2 Zhao, Yongxia
2 Zhou, Ming
1 Afonso, Lourdes B.
1 Augustyniak, Maciej
1 Baltazar-Larios, Fernando
1 Bao, Zhenhua
1 Bebbington, Mark
1 Bensoussan, Alain
1 Bergel, Agnieszka I.
1 Boudreault, Mathieu
1 Boxma, Onno Johan
1 Carbonneau, Alexandre
1 Carrizosa, Emilio
1 Chan, Kung-Sik
1 Chen, Ping
1 Chen, Xu
1 Cossette, Hélène
1 Da Fonseca, José
1 Dai, Hongshuai
1 Dal, Luc
1 Dang, Ou
1 Deng, Chao
1 Deng, Yingchun
1 Deng, Yinglu
1 Denuit, Michel M.
1 Dong, Hua
1 Drekic, Steve
1 Elliott, Robert James
1 Engler, David A.
1 Esparza, Luz Judith R.
1 Evans, Steven Neil
1 Fan, Kun
1 Feng, Mingbin
1 Feng, Runhuan
1 Gbari, Samuel
1 Green, Rebecca
1 Groendyke, Chris
1 Guillou, Armelle
1 Hamel, Emmanuel
1 Hardy, Mary Rosalyn
1 Hartman, Brian M.
1 Huang, Ya
1 Huang, Yujuan
1 Jang, Jiwook
1 Keren-Pinhasik, Adva
1 Kim, Bara
1 Kim, Eunchae
1 Kim, Jeongsim
1 Ko, Bangwon
1 Lai, Chin-Diew
1 Lai, Van Son
1 Landriault, David
1 Li, Cuixiang
1 Li, Johnny Siu-Hang
1 Li, Manman
1 Li, Wenhan
1 Li, Zhong
1 Li, Zhongfei
1 Liang, Zhibin
1 Lillo, Rosa Elvira
1 Lin, X. Sheldon
1 Liu, Donghai
...and 74 more Authors

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