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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, A.; Ng, A. C.; Ng, A. C. Y.; Ng, Andrew; Ng, Andrew C. Y.; Ng, Andrew Cheuk-Yin
Documents Indexed: 19 Publications since 1989

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 137 times in 127 Documents Cited by Year
On a dual model with a dividend threshold. Zbl 1163.91441
Ng, Andrew C. Y.
40
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
26
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
12
2011
Optimal investment with inside information and parameter uncertainty. Zbl 1255.91446
Danilova, Albina; Monoyios, Michael; Ng, Andrew
10
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
8
2005
Pricing and hedging variable annuity guarantees with multiasset stochastic investment models. Zbl 1412.91052
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang
5
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
Optimal exercise of an executive stock option by an insider. Zbl 1217.91185
Monoyios, Michael; Ng, Andrew
4
2011
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
3
2005
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
5
2013
Valuing variable annuity guarantees with the multivariate Esscher transform. Zbl 1228.91044
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang
12
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
10
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.
40
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
26
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
8
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
3
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
all top 5

Cited by 231 Authors

6 Li, Shuanming
6 Yang, Hailiang
6 Yin, Chuancun
5 Wang, Rongming
5 Wen, Yuzhen
4 Yao, Dingjun
3 Chen, Yizeng
3 Cheung, Eric C. K.
3 Egídio dos Reis, Alfredo D.
3 Frostig, Esther
3 Hu, Yijun
3 Li, Jingchao
3 Ng, Andrew Cheuk-Yin
3 Sendova, Kristina P.
3 Tang, Jiafu
3 Wang, Wenyuan
3 Yang, Chen
2 Breuer, Lothar
2 Büyüközkan, Gülçin
2 Cardoso, Rui M. R.
2 Chan, Lai-Kow
2 Chau, Huy N.
2 Chen, Mi
2 Chen, Shumin
2 Dickson, David C. M.
2 Ertay, Tijen
2 Fung, Richard Ying Kit
2 Gan, Guojun
2 Guo, Junyi
2 Huang, Huaxiong
2 Jelenić, Gordan
2 Jiang, Zhou
2 Kahraman, Cengiz
2 Karsak, E. Ertugrul
2 Lee, Amy Hsin-I
2 Liu, Hao-Tien
2 Liu, Zaiming
2 Lu, Yi
2 Monoyios, Michael
2 Palmowski, Zbigniew
2 Peng, Xingchun
2 Rodríguez-Martínez, Eugenio V.
2 Siu, Tak Kuen
2 Wu, Lan
2 Wu, Minglu
2 Wu, Xueyuan
2 Xu, Lin
2 Yu, Wenguang
2 Zhao, Yongxia
2 Zhou, Ming
1 Afonso, Lourdes B.
1 Amirouche, Farid M. L.
1 Avanzi, Benjamin
1 Badescu, Andrei L.
1 Baltazar-Larios, Fernando
1 Bao, Zhenhua
1 Bebbington, Mark
1 Bensoussan, Alain
1 Bergel, Agnieszka I.
1 Bian, Baojun
1 Bismuth, Alexis
1 Boudreault, Mathieu
1 Boxma, Onno Johan
1 Calcagnì, Antonio
1 Chan, Kung-Sik
1 Chen, Fenge
1 Chen, Liang-Hsuan
1 Chen, Ping
1 Chen, Xu
1 Chin, Kwai-Sang
1 Colagrossi, Andrea
1 Cossette, Hélène
1 Cosso, Andrea
1 Crisfield, Michael A.
1 Da Fonseca, José
1 Dai, Hongshuai
1 Dal, Luc
1 Dang, Ou
1 de Korvin, André
1 Deng, Chao
1 Deng, Yingchun
1 Deng, Yinglu
1 Denuit, Michel M.
1 Dias, José Carlos
1 Dong, Hua
1 Ekström, Erik
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 Fontana, Claudio
1 Frey, Rüdiger
1 Fu, Yi
1 Gabih, Abdelali
1 Gbari, Samuel
1 Godin, Frédéric
1 Green, Rebecca
...and 131 more Authors
all top 5

Cited in 56 Serials

25 Insurance Mathematics & Economics
7 Scandinavian Actuarial Journal
6 ASTIN Bulletin
5 International Journal of Production Research
5 European Journal of Operational Research
4 Stochastic Models
4 North American Actuarial Journal
3 Applied Mathematics and Computation
3 Abstract and Applied Analysis
3 Journal of Applied Mathematics
3 Mathematics and Financial Economics
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Applied Mathematical Modelling
2 Communications in Statistics. Theory and Methods
2 Applied Mathematics. Series B (English Edition)
2 Mathematical Problems in Engineering
2 International Journal of Theoretical and Applied Finance
2 Journal of Applied Mathematics and Computing
2 Journal of Industrial and Management Optimization
2 SIAM Journal on Financial Mathematics
1 Computers & Mathematics with Applications
1 Computer Methods in Applied Mechanics and Engineering
1 Applied Mathematics and Optimization
1 Automatica
1 Information Sciences
1 International Journal for Numerical Methods in Engineering
1 Journal of Optimization Theory and Applications
1 Journal of Information & Optimization Sciences
1 Statistics & Probability Letters
1 Operations Research Letters
1 Chinese Annals of Mathematics. Series B
1 International Journal of Intelligent Systems
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 The Annals of Applied Probability
1 International Transactions in Operational Research
1 Finance and Stochastics
1 Multibody System Dynamics
1 Soft Computing
1 Mathematical Methods of Operations Research
1 Discrete Dynamics in Nature and Society
1 Methodology and Computing in Applied Probability
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Quantitative Finance
1 Statistical Methodology
1 Journal of the Korean Statistical Society
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Flexible Services and Manufacturing Journal
1 European Actuarial Journal
1 Journal of Applied Analysis and Computation
1 Journal of Function Spaces
1 Cogent Mathematics

Citations by Year