Concepedia
Statistics
Publications
37
Citations
1.2K
H-Index
21
Active since
1997
Affiliations
University of Hong Kong(Current)
University of Liverpool
U-M Rogel Cancer Center
University of Maryland, Baltimore
University of Amsterdam
Kai Wang Ng is an author at University of Hong Kong specializing in engineering, statistics, and probability theory.
Top concepts
EngineeringStatisticsProbabilityStatistical InferenceFinanceLarge DeviationsRisk ManagementStochastic AnalysisStochastic CalculusStochastic Processes
Publications per year
1997–2015
Precise large deviations for sums of random variables with consistently varying tails
Kai Wang Ng, Qihe Tang, Jia-an Yan et al. · Journal of Applied Probability · 2004 · 112 citations
Large Deviations, Precise Large Deviations, Random Variables +11
The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
Yiqing Chen, Anyue Chen, Kai Wang Ng · Journal of Applied Probability · 2010 · 92 citations · Full text
Distributed Random Variables, Large Deviations, Renewal Theory +11
On Ultimate Ruin in a Delayed-Claims Risk Model
Kam Chuen Yuen, Junyi Guo, Kai Wang Ng · Journal of Applied Probability · 2005 · 82 citations · Full text
Engineering, Financial Risk Management, Stochastic Analysis +16
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Yiqing Chen, Kai Wang Ng · Insurance Mathematics and Economics · 2006 · 82 citations
Empirical Finance, Dynamic Economic Model, Economics +10
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Yiqing Chen, Kam Chuen Yuen, Kai Wang Ng · Applied Stochastic Models in Business and Industry · 2010 · 74 citations
Ruin Probabilities, Finite-time Ruin Probability, Claim Arrivals +11
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