Concepedia

Andrew Cheuk-Yin Ng

AC

13

Publications

440

Citations

11

H-Index

2005

Active since

Affiliations

Chinese University of Hong Kong(Current)

University of Waterloo

University of Hong Kong

Andrew Cheuk-Yin Ng is an author at Chinese University of Hong Kong specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsFinancial EngineeringManagementStatisticsOption PricingEngineering

Publications per year

2005–2015

13

Publications

13

On a dual model with a dividend threshold

Andrew Cheuk-Yin Ng · Insurance Mathematics and Economics · 2008 · 98 citations

Dividend Threshold, Economics, Computational Finance +5

Generalized Linear Models

Ingmar Schuster, Patrick Jähnichen, Andrew Cheuk-Yin Ng · 2012 · 90 citations

Linear Models, Statistical Inference, Regression Analysis +2

On the joint distribution of surplus before and after ruin under a Markovian regime switching model

Andrew Cheuk-Yin Ng, Hailiang Yang · Stochastic Processes and their Applications · 2005 · 51 citations · Full text

Dynamic Economic Model, Economics, Stochastic System +7

Valuing variable annuity guarantees with the multivariate Esscher transform

Andrew Cheuk-Yin Ng, Johnny Siu‐Hang Li · Insurance Mathematics and Economics · 2011 · 45 citations

Mathematical Programming, Engineering, Risk Management +3

Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models

Andrew Cheuk-Yin Ng, Johnny Siu‐Hang Li · North American Actuarial Journal · 2013 · 28 citations

Economics, Portfolio Optimization, Asset Pricing +13

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