DEPT OF STATISTICS & ACTUARIAL SCIENCE
| Researcher : Cai W |
| List of Research Outputs |
| Cai W. and Lee S.M.S., Bootstrap methods for Lasso-type regression estimators, 2012 Joint Statistical Meetings, San Diego, U.S.A.. 2012. |
| Researcher : Chan WS |
| Project Title: | Living To 100 and Beyond Society of Actuaries International Symposium The Lee-Carter Model for Forecasting Mortality Revisited |
| Investigator(s): | Chan WS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 01/2005 |
| Researcher : Cheung ECK |
| Project Title: | Joint analysis of ruin-related quantities in insurance risk theory |
| Investigator(s): | Cheung ECK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2011 |
| Project Title: | Generalizations of Gerber-Shiu function and discounted aggregate claim costs in insurance risk theory |
| Investigator(s): | Cheung ECK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 08/2012 |
| List of Research Outputs |
| Avanzi B., Cheung E.C.K., Wong B. and Woo J.K., On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics. Elsevier, 2013, 52: 98-113. |
| Woo J.K. and Cheung E.C.K., A note on discounted compound renewal sums under dependency, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics. Elsevier, 2013, 52: 170-179. |
| Researcher : Cheung KC |
| Project Title: | Conditional comonotonicity and its application in actuarial science and financial economics |
| Investigator(s): | Cheung KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2009 |
| Completion Date: | 09/2012 |
| List of Research Outputs |
| Cheung K.C., Liu F. and Yam S.C.P., Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints, ASTIN Bulletin. 2012, 42: 575-600. |
| Cheung K.C. and Vanduffel S., Bounds for sums of random variables when the marginal distributions and the variance of the sum are given, Scandinavian Actuarial Journal. 2013, 2013: 103-118. |
| Cheung K.C., Elected Member of International Statistical Institute, International Statistical Institute. 2013. |
| Researcher : FU J |
| List of Research Outputs |
| FU J. and Yang H., Equilibruim approach of asset pricing under Lévy process, European Journal of Operational Research. 2012, 223: 701-708. |
| Researcher : Fung TWK |
| Project Title: | 56th Session of the International Statistical Institute (Lisboa 2007) Estimating variance and covariance parameters by generalized estimating equations for credibility models |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 08/2007 |
| Project Title: | Research Output Prize |
| Investigator(s): | Fung TWK, Hu Y |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 12/2009 |
| Project Title: | Test for parent-of-origin effects in X-chromosome and association under parent-of-origin effects for quantitative traits in autosomal chromosome |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2011 |
| List of Research Outputs |
| Fung T.W.K., A Powerful Test for Genetic Association Incorporating Imprinting Effects, The 26th Symposium of Japanese Society of Computational Statistics, Tokyo, Japan. 2012. |
| Fung T.W.K., Associate Editor, Annals of the Institute of Statistical Mathematics. 2012. |
| Fung T.W.K., Associate Editor, Computational Statistics. 2012. |
| Fung T.W.K., Associate Editor, Computational Statistics & Data Analysis. 2012. |
| Fung T.W.K., Associate Editor, Journal of Applied Statistical Science. 2012. |
| Fung T.W.K., Associate Editor, Journal of the Japanese Society of Computational Statistics. 2012. |
| Fung T.W.K., Detection of Parent-of-Origin Effects for Quantitative Traits in Complete and Incomplete Nuclear Families with Multiple Children, The 5th International Conference of the ERCIM Working Group on Computing and Statistics, Oviedo, Spain . 2012. |
| Fung T.W.K., Guest Editor, Special Issue on Quantile Regression and Semiparametric Methods, Computational Statistics and Data Analysis. 2012. |
| Fung T.W.K., Series Editor, Book Series of Advances in Statistics, Probability and Actuarial Science. Imperial College/World Scientific Press, 2012. |
| Xia F., Zhou J.Y. and Fung T.W.K., Powerful tests for association on quantitative trait loci incorporating imprinting effects, Journal of Human Genetics. United Kingdom, Nature Publishing Group, 2013, 58: 384-390. |
| Zhou J.Y., Mao W.G., Li D.L., Hu Y.Q., Xia F. and Fung T.W.K., A powerful parent-of-origin effects test for qualitative traits incorporating control children in nuclear families, Journal of Human Genetics. United Kingdom, Nature Publishing Group, 2012, 57: 500-507. |
| Researcher : Gerber HU |
| List of Research Outputs |
| Gerber H.U., Shiu E...S.....W. and Yang H., The Omega model: from bankruptcy to occupation times in the red, European Actuarial journal. 2012, 2: 259-272. |
| Gerber H.U., Shiu E.S.W. and Yang H., Valuing equity-linked death benefits and other contingent options: A discounted density approach, Insurance: Mathematics and Economics. 2012, 51: 73-92. |
| Researcher : Guan B |
| List of Research Outputs |
| Li G., Guan B., Li W.K. and Yu P.L.H., Buffered threshold autoregressive time series models, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 498: 1-35. |
| Researcher : Kwan CW |
| List of Research Outputs |
| Leung A.Y.M., Chan S.S.C., Kwan C.W., Leung S.S.K. and Fong D.Y.T., Service learning in medical and nursing training: a randomized controlled trial., Advances in Health Sciences Education. 2012, 17(4): 529-545. |
| Lou V.W. and Kwan C.W., Factors affecting Shanghai family caregivers' depressive symtpoms, GSA 65t Annual Scientific Meeting, Charting New Frontiers in Aging. San Diego, California, 2012. |
| Lou V.W. and Kwan C.W., Health status of community long-term care service users in Hong Kong, GSA 65t Annual Scientific Meeting, Charting New Frontiers in Aging. San Diego, California, 2012. |
| Researcher : LIN Y |
| List of Research Outputs |
| Elliott R.J., LIN Y. and Yang H., A Converse Comparison Theorem for Discrete-time Finite-state BSDEs and Risk Measures Using $g$-expectation, In: Hui-Hsiung Kuo, Communications on Stochastic Analysis. USA, Serials Publications, 2013, 7: 227-244. |
| Researcher : LIU Y |
| List of Research Outputs |
| LIU Y. and Tian G., Multi-category parallel models in the design of surveys with sensitive questions , Statistics and Its Interface . International Press, 2013, 6(1): 137-149. |
| Researcher : LO A |
| List of Research Outputs |
| LO A., Chartered Enterprise Risk Analyst, Society of Actuaries. 2013. |
| Researcher : Lam K.F. |
| Project Title: | Covariate-dependent frailty model with cured proportions |
| Investigator(s): | Lam KF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 01/2011 |
| List of Research Outputs |
| Researcher : Lam KF |
| Project Title: | Covariate-dependent frailty model with cured proportions |
| Investigator(s): | Lam KF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 01/2011 |
| List of Research Outputs |
| Chong B.H., Pong V., Lam K.F., Liu S., Zuo M., Lau Y.F., Lau C.P., Tse H.F. and Siu D.C.W., Frequent Premature Atrial Complexes Predict New Occurrence of Atrial Fibrillation and Adverse Cardiovascular Events, In: A. John Camm, Europace. London, Oxford University Press, 2012, 14: 942-947. |
| Lam K.F. and Tang O.Y., Analysis of Clustered Grouped Survival Data with Time-varying Regression Coefficients, In: Professor U.V. Naik-Nimbalkar, Journal of the Indian Statistical Association. Indian Statistical Association, 2013, 51: 137-156. |
| Lam K.F., Statistical Advisor, Hong Kong Medical Journal. 2013. |
| Lam K.F., Statistical Advisor, Journal of Orthopaedic Surgery. 2013. |
| Lam T.P., Lam K.F., Wun Y.T. and Sun K.S., Antibiotic use: do parents act differently for their children?, International Journal of Clinical Practice. 2012, 66: 1197-1203. |
| Lam T.P., Lam K.F., Wun Y.T. and Sun K.S., Antibiotic use: do parents act differently for their children?, International Journal of Clinical Practice. 2012, 66: 1197-1203. |
| Lam T.P., Lam K.F., Lam W.W. and Ku Y.S., Attitudes of primary care physicians towards patients with mental illness in Hong Kong, Asia-Pacific Psychiatry . 2013, 5: E19-E28. |
| Wong K.Y. and Lam K.F., Modeling Zero-Inflated Count Data Using a Covariate-Dependent Random Effect Model, Statistics in Medicine. New York, John Wiley & Sons, Ltd., 2013, 32: 1283-1293. |
| Wun Y.T., Lam T.P., Lam K.F., Ho P.L. and Yung W.H., The public's perspectives on antibiotic resistance and abuse among Chinese in Hong Kong., Pharmacoepidemiology and Drug Safety. 2013, 22: 241-249. |
| Xu Y., Lam K.F., Zhou F., Yip P.S.F. and Watson R., A Study of Suicide Risk Using a Cox Cure Model via a Retrospective Sampling and Multiple Imputation , Communications in Statistics - Theory and Methods. Taylor & Francis, 2012, 41(18): 3389-3402. |
| Xu Y., Cheung Y.B., Lam K.F. and Milligan P., Estimation and Interpretation of Incidence Rate Difference for Recurrent Events When the Estimation Model is Misspecified, In: Lutz Edler; Mauro Gasparini, Biometrical Journal. Weinheim, WILEY-VCH Verlag GmbH & Co., 2012, 54: 750-765. |
| Xu Y., Cheung Y.B., Lam K.F. and Milligan P., Estimation of Summary Protective Efficacy Using a Frailty Mixture Model for Recurrent Event Time Data, In: Ralph D'Agostino; Simon Day; Joel Greenhouse; Louise Ryan , Statistics in Medicine. New York, John Wiley & Sons, Ltd., 2012, 31: 4023-4039. |
| Yeung C.Y., Lam K.S.L., Li L.S.W., Lam K.F., Tse H.F. and Siu D.C.W., Sudden Cardiac Death After Myocardial Infarction in Type 2 Diabetic Patients With No Residual Myocardial Ischemia., Diabetes Care. 2012, 35(12): 2564-9. |
| Zhang X., Sun S., Lam K.F., Kiang K.M.Y., Pu J.K.S., Ho S.W.A., Lui W.M., Fung C.F., Wong S.T.S. and Leung G.K.K., A long non-coding RNA signature in glioblastoma multiforme predicts survival, Neurobiology of Disease. 2013, 58: 123-131. |
| Researcher : Lam Y |
| List of Research Outputs |
| Lam Y., A geometric process credibility model, Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 503: 1-22. |
| Lam Y., A geometric process maintenance model and optimal policy , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 496: 1-14. |
| Lam Y., A geometric process maintenance model and optimal policy, Journal of Quality in Maintenance Engineering. Emerald Group Publishing Limited, 2013, 19(1): 50-60. |
| Researcher : Lauder IJ |
| List of Research Outputs |
| Cheung B.M.Y., Chan L.S., Lauder I.J. and Kumana C.R., Detection of body temperature with infrared thermography: accuracy in detection of fever, Hong Kong Medical Journal. 2012, 18 (4) Suppl 3: 31-34. |
| Researcher : Lee D |
| List of Research Outputs |
| Lee D., Wong S.T. and Li W.K., Modeling Insurance Claims via a Mixture Exponental Model Combined with Peaks-Over-Threshold Approach, Insurance: Mathematics and Economics. Holland, Elsevier, 2012, 51: 538-550. |
| Researcher : Lee SMS |
| Project Title: | A study of bootstrap inference based on LASSO-type estimators in a moving-parameter perspective |
| Investigator(s): | Lee SMS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| List of Research Outputs |
| Cai W. and Lee S.M.S., Bootstrap methods for Lasso-type regression estimators, 2012 Joint Statistical Meetings, San Diego, U.S.A.. 2012. |
| Lai P.Y. and Lee S.M.S., Estimation of central shapes of error distributions in linear regression problems, Annals of the Institute of Statistical Mathematics. 2013, 65: 105-124. |
| Lee S.M.S., General M-estimation and its bootstrap, Journal of the Korean Statistical Society. 2012, 41: 471-490. |
| Soleymani M. and Lee S.M.S., A simple formula for mixing estimators with different convergence rates , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 505: 1-61. |
| Soleymani M. and Lee S.M.S., Supervised and unsupervised classification by sequentially combining weighted and nonparametric bagging, Joint Workshop on Recent Development in Statistics & Biostatistics, Hong Kong. 2012. |
| Researcher : Li G |
| Project Title: | Test for non-stationary autoregressive processes with generalized bootstrap approximation. |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2010 |
| List of Research Outputs |
| Kwan W., Li W.K. and Li G., On the Estimation and Diagnostics Checking of the ARFIMA-HYGARCH Model, Computational Statistics and Data Analysis. Holland, Elsevier, 2012, 56: 3632-3644. |
| Li G., Guan B., Li W.K. and Yu P.L.H., Buffered threshold autoregressive time series models, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 498: 1-35. |
| Li G., Elected member of ISI, 2013. |
| Li G., LAD estimation for nonstationary vector AR models with pure unit roots, The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting. 2012. |
| Li M., Li W.K. and Li G., On a rescaled fractionally integrated GARCH model , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 499: 1-30. |
| Liu Z. and Li G., On mixture double autoregressive time series models , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 504: 1-28. |
| PEI Q., Zhang D., Li G. and Lee F., Short and long term impacts of climate variations on the agrarian economy in pre-industrial Europe, Climate Research. 2013, 56: 169-180. |
| Researcher : Li WK |
| Project Title: | The buffer process: a new type of threshold time series model |
| Investigator(s): | Li WK, Li G, Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| List of Research Outputs |
| Kwan W., Li W.K. and Li G., On the Estimation and Diagnostics Checking of the ARFIMA-HYGARCH Model, Computational Statistics and Data Analysis. Holland, Elsevier, 2012, 56: 3632-3644. |
| Lee D., Wong S.T. and Li W.K., Modeling Insurance Claims via a Mixture Exponental Model Combined with Peaks-Over-Threshold Approach, Insurance: Mathematics and Economics. Holland, Elsevier, 2012, 51: 538-550. |
| Li D., Ling S. and Li W.K., Asymptotic Theory on the Least Squares Estimation of Threshold Moving-Average Models, Econometric Theory. UK, Cambridge University Press, 2013, 29: 482-516. |
| Li G., Guan B., Li W.K. and Yu P.L.H., Buffered threshold autoregressive time series models, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 498: 1-35. |
| Li M., Li W.K. and Li G., On a rescaled fractionally integrated GARCH model , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 499: 1-30. |
| Lui G.C.S., Li W.K., Bjørgesæter A. and Leung K.M.Y., Deriving field-based sediment quality guidelines from the relationship between species density and contaminant level using a novel nonparametric empirical Bayesian approach, Environmental Science and Pollution Research. 2013, DOI 10.1007/s11356-013-1889-1. |
| Wong S.T. and Li W.K., Test for homogeneity in gamma mixture models using likelihood ratio , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 497: 1-22. |
| Xu P., Jayawardena A.W. and Li W.K., Model Selection for RBF Network via Generalized Degree of Freedom, Neurocomputing. Holland, Elsevier, 2013, 99: 163-171. |
| Researcher : Liu Z |
| List of Research Outputs |
| Liu Z. and Li G., On mixture double autoregressive time series models , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 504: 1-28. |
| Researcher : Lui GCS |
| List of Research Outputs |
| Bao W., Leung K.M.Y., Lui G.C.S. and Lam M.H.W., Acute and chronic toxicities of Irgarol alone and in combination with copper to the marine copepod Tigriopus japonicus, Chemosphere. 2013, http://dx.doi.org/10.1016/j.chemosphere.2012.09.022. |
| Lui G.C.S., Li W.K., Bjørgesæter A. and Leung K.M.Y., Deriving field-based sediment quality guidelines from the relationship between species density and contaminant level using a novel nonparametric empirical Bayesian approach, Environmental Science and Pollution Research. 2013, DOI 10.1007/s11356-013-1889-1. |
| Researcher : Ng KW |
| Project Title: | Compositional Data Analysis Workshop (CoDaWork'03) Compositional Hypotheses of Subcompositional Stability and Specific Perturbation Change and Their Testing |
| Investigator(s): | Ng KW |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 10/2003 |
| Project Title: | Further Properties and New Applications for the family of Nested Dirichlet Distributions |
| Investigator(s): | Ng KW, Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 08/2009 |
| Project Title: | Research Output Prize (Faculty of Science) |
| Investigator(s): | Ng KW |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 01/2013 |
| Researcher : Siu KTK |
| List of Research Outputs |
| Song N., Siu K.T.K., Fard F., Ching W.K. and Fung E., Risk Measures and Behaviors for Bonds Under Stochastic Interest Rate Models, Mathematical and Computer Modelling. 2012, 56: 204-217. |
| Song N., Ching W.K., Zhu D. and Siu K.T.K., Asset Allocation Under Markovian Regime-Switching Models, Proceedings of the 5th International Conference on Business Intelligence and Financial Engineering (BIFE 2012), 18-21 August, 2012, Lanzhou and Tunhuang, China, 2012.. 2012, 144-148. |
| Researcher : Soleymani M |
| List of Research Outputs |
| Soleymani M. and Lee S.M.S., A simple formula for mixing estimators with different convergence rates , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 505: 1-61. |
| Soleymani M. and Lee S.M.S., Supervised and unsupervised classification by sequentially combining weighted and nonparametric bagging, Joint Workshop on Recent Development in Statistics & Biostatistics, Hong Kong. 2012. |
| Researcher : Soleymani M |
| List of Research Outputs |
| Soleymani M. and Lee S.M.S., A simple formula for mixing estimators with different convergence rates , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 505: 1-61. |
| Soleymani M. and Lee S.M.S., Supervised and unsupervised classification by sequentially combining weighted and nonparametric bagging, Joint Workshop on Recent Development in Statistics & Biostatistics, Hong Kong. 2012. |
| Researcher : Tian G |
| Project Title: | New Non-randomized Response Techniques for Surveys with Sensitive Questions in the Epidemiological and Public Health Studies |
| Investigator(s): | Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2010 |
| Project Title: | A New Feature Selection Method for Generalized Linear Models with Correlated Covariates |
| Investigator(s): | Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 04/2011 |
| Completion Date: | 09/2012 |
| Project Title: | Variable Selection via Least Absolute Deviation Regression with a Diverging Number of Parameters |
| Investigator(s): | Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 03/2012 |
| Project Title: | G and Related Distributions with Applications in Reliability Growth Analysis |
| Investigator(s): | Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 06/2013 |
| List of Research Outputs |
| Fang H.B., Deng D., Tian G., Shen L., Duan K. and Song J., Analysis for temporal gene expressions under multiple biological conditions, Statistics in Biosciences. Springer, 2012, 4(2): 282-299. |
| LIU Y. and Tian G., Multi-category parallel models in the design of surveys with sensitive questions , Statistics and Its Interface . International Press, 2013, 6(1): 137-149. |
| Tang M.L., He X. and Tian G., A confidence interval approach for comparative studies involving binary outcomes in paired organs , Communications in Statistics - Simulation and Computation . Taylor & Francis, 2013, 42(2): 425-453. |
| Yin Z., Gao W., Tang M.L. and Tian G., Estimation of nonparametric regression models with a mixture of Berkson and classical errors, Statistics & Probability Letters. Elsevier B.V., 2013, 83(4): 1151-1162. |
| Yu J.W., Lu Y. and Tian G., A survey design for a sensitive binary variable correlated with another nonsensitive binary variable, Journal of Probability and Statistics. Hindawi Publishing Corporation, 2013, 2013: 11 pages. |
| Zheng S., Guo J., Shi N.Z. and Tian G., Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data, Journal of Statistical Planning and Inference. Elsevier B.V., 2012, 142(11): 2926-2942. |
| Researcher : Tong H |
| Project Title: | Distinguished Visiting Professors in the Department of Statistics and Actuarial Science |
| Investigator(s): | Tong H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Distinguished Research Achievement Award |
| Start Date: | 05/2005 |
| Researcher : Wong KY |
| List of Research Outputs |
| Wong K.Y. and Lam K.F., Modeling Zero-Inflated Count Data Using a Covariate-Dependent Random Effect Model, Statistics in Medicine. New York, John Wiley & Sons, Ltd., 2013, 32: 1283-1293. |
| Researcher : Wong ST |
| List of Research Outputs |
| Lee D., Wong S.T. and Li W.K., Modeling Insurance Claims via a Mixture Exponental Model Combined with Peaks-Over-Threshold Approach, Insurance: Mathematics and Economics. Holland, Elsevier, 2012, 51: 538-550. |
| Wong S.T. and Li W.K., Test for homogeneity in gamma mixture models using likelihood ratio , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 497: 1-22. |
| Researcher : Woo JK |
| Project Title: | Analysis of risk models for insurance losses |
| Investigator(s): | Woo JK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2013 |
| List of Research Outputs |
| Avanzi B., Cheung E.C.K., Wong B. and Woo J.K., On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics. Elsevier, 2013, 52: 98-113. |
| Woo J.K. and Cheung E.C.K., A note on discounted compound renewal sums under dependency, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics. Elsevier, 2013, 52: 170-179. |
| Woo J.K., Discounted Compound Renewal Sums Under Dependency, The Chinese University of Hong Kong, Department of Statistics. 2012. |
| Woo J.K., Discounted compound renewal sums under dependency, Ewha Womans University, Department of Statistics. 2013. |
| Woo J.K., Some distributional properties of a class of counting distributions with claims analysis applications, The 2nd HK-Shanghai workshop for Quantitative Finance and Risk Management, HKUST. 2013. |
| Researcher : Xia F |
| List of Research Outputs |
| Xia F., Zhou J.Y. and Fung T.W.K., Powerful tests for association on quantitative trait loci incorporating imprinting effects, Journal of Human Genetics. United Kingdom, Nature Publishing Group, 2013, 58: 384-390. |
| Zhou J.Y., Mao W.G., Li D.L., Hu Y.Q., Xia F. and Fung T.W.K., A powerful parent-of-origin effects test for qualitative traits incorporating control children in nuclear families, Journal of Human Genetics. United Kingdom, Nature Publishing Group, 2012, 57: 500-507. |
| Researcher : Xu J |
| List of Research Outputs |
| Yin G., Zheng S. and Xu J., Two-stage dose finding for cytostatic agents in phase I oncology trials , Statistics in Medicine. John Wiley & Sons, Ltd., 2013, 32(4): 644-660. |
| Researcher : Yang H |
| Project Title: | Option Pricing and ALM in Regime Switching Models |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2010 |
| Completion Date: | 12/2012 |
| Project Title: | Pricing of barrier options, valuation of related EIAs, and optimal strategies for insurance and financial portfolios |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| Project Title: | 15th Applied Stochastic Models and Data Analysis International Conference (ASMDA 2013); Some results on exponential stopping of Brownian motion and their applications |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2013 |
| List of Research Outputs |
| Elliott R...J., Siu T...K. and Yang H., A Partial Differential Equation Approach To Multivariate Risk Theory, Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan . 2012. |
| Elliott R.J., LIN Y. and Yang H., A Converse Comparison Theorem for Discrete-time Finite-state BSDEs and Risk Measures Using $g$-expectation, In: Hui-Hsiung Kuo, Communications on Stochastic Analysis. USA, Serials Publications, 2013, 7: 227-244. |
| FU J. and Yang H., Equilibruim approach of asset pricing under Lévy process, European Journal of Operational Research. 2012, 223: 701-708. |
| Gerber H.U., Shiu E...S.....W. and Yang H., The Omega model: from bankruptcy to occupation times in the red, European Actuarial journal. 2012, 2: 259-272. |
| Gerber H.U., Shiu E.S.W. and Yang H., Valuing equity-linked death benefits and other contingent options: A discounted density approach, Insurance: Mathematics and Economics. 2012, 51: 73-92. |
| Meng H., Yuen F.L., Siu T...K. and Yang H., OPTIMAL PORTFOLIO IN A CONTINUOUS-TIME SELF-EXCITING THRESHOLD MODEL, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. 2013, 9: 487-504. |
| Wei J., Wang R. and Yang H., On the optimal dividend strategy in a regime-switching diffusion model, Advances in Applied Probability. 2012, 44: 886-906. |
| Wei J., Wang R. and Yang H., Optimal surrender strategies for equity-indexed annuity investors with partial information, Statistics & Probability Letters. 2012, 82: 1251-1258. |
| Yang H. and Yao J.J., A note on multivariate CUSUM charts, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 502: 1-17. |
| Yang H., Operations Research and Fuzziology (ORF). 2012. |
| Zhang Z., Yang H. and Yang H., On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation, Methodology and Computing in Applied Probability. 2012, 14: 973-995. |
| Zhang Z., Yang H. and Yang H., On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process, Scandinavian Actuarial Journal. 2013, 2013: 213-239. |
| Researcher : Yang H |
| List of Research Outputs |
| Elliott R...J., Siu T...K. and Yang H., A Partial Differential Equation Approach To Multivariate Risk Theory, Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan . 2012. |
| Elliott R.J., LIN Y. and Yang H., A Converse Comparison Theorem for Discrete-time Finite-state BSDEs and Risk Measures Using $g$-expectation, In: Hui-Hsiung Kuo, Communications on Stochastic Analysis. USA, Serials Publications, 2013, 7: 227-244. |
| FU J. and Yang H., Equilibruim approach of asset pricing under Lévy process, European Journal of Operational Research. 2012, 223: 701-708. |
| Gerber H.U., Shiu E...S.....W. and Yang H., The Omega model: from bankruptcy to occupation times in the red, European Actuarial journal. 2012, 2: 259-272. |
| Gerber H.U., Shiu E.S.W. and Yang H., Valuing equity-linked death benefits and other contingent options: A discounted density approach, Insurance: Mathematics and Economics. 2012, 51: 73-92. |
| Meng H., Yuen F.L., Siu T...K. and Yang H., OPTIMAL PORTFOLIO IN A CONTINUOUS-TIME SELF-EXCITING THRESHOLD MODEL, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. 2013, 9: 487-504. |
| Wei J., Wang R. and Yang H., On the optimal dividend strategy in a regime-switching diffusion model, Advances in Applied Probability. 2012, 44: 886-906. |
| Wei J., Wang R. and Yang H., Optimal surrender strategies for equity-indexed annuity investors with partial information, Statistics & Probability Letters. 2012, 82: 1251-1258. |
| Yang H. and Yao J.J., A note on multivariate CUSUM charts, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 502: 1-17. |
| Yang H., Operations Research and Fuzziology (ORF). 2012. |
| Zhang Z., Yang H. and Yang H., On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation, Methodology and Computing in Applied Probability. 2012, 14: 973-995. |
| Zhang Z., Yang H. and Yang H., On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process, Scandinavian Actuarial Journal. 2013, 2013: 213-239. |
| Researcher : Yao JJ |
| List of Research Outputs |
| Li W. and Yao J.J., On generalized expectation based estimation of a population spectral distribution from high-dimensional data , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 501: 1-17. |
| Wang Q. and Yao J.J., On the sphericity test with large-dimensional observations , Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 500: 1-21. |
| Yang H. and Yao J.J., A note on multivariate CUSUM charts, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 502: 1-17. |
| Yao J.J., Elected Member, International Statistical Society. 2012. |
| Yao J.J., Inference for high-dimensional factor models, . International Workshop on the Perspectives on High-dimensional Data Analysis III, University of British Columbia, May 23-25, 2013. 2013. |
| Yao J.J., Bai Z.D., Jiang D. and Zheng S., Testing linear hypotheses in high-dimensional regressions, Statistics. 2012. |
| Researcher : Yin G |
| Project Title: | Bayesian Adaptive Designs in Cancer Clinical Trials |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2010 |
| Project Title: | Society for Clinical Trials 34th Annual Meeting (2013); I am the organizer, chair, and discussant for Session: Moving forward in Phase I dose finding trials |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 05/2013 |
| List of Research Outputs |
| Diao G. and Yin G., A general transformation class of semiparametric cure rate frailty models, Annals of the Institute of Statistical Mathematics . Springer, 2012, 64(5): 959-989. |
| Huo L., Yuan Y. and Yin G., Bayesian Dose Finding for Combined Drugs with Discrete and Continuous Doses , Bayesian Analysis. International Society for Bayesian Analysis, 2012, 7(4): 1035-1052. |
| Lee J.J., Chen N. and Yin G., Worth Adapting? Revisiting the usefulness of outcome-adaptive randomization, Statistics in Clinical Cancer Research. 07-02, American Association for Cancer Research, 2012, 18(17): 4498-4507. |
| Ma Y. and Yin G., Testing overall and subpopulation treatment effects with measurement errors, Statistica Sinica. Taipei, Statistica Sinica, 2013, 23: 1019-1042. |
| Yin G., Zeng D. and Li H., Censored quantile regression with varying coefficients, Statistica Sinica. Taipei, Statistica Sinica, 2013, 1-24. |
| Yin G., Elected Member of International Statistical Institute, 2012. |
| Yin G., Keynote speaker, “Dose Finding with Drug Combinations and Delayed Response” in the First Bayesian Clinical StatisticsWorkshop, Yokohama, Japan, October, 2012., 2012. |
| Yin G. and Ma Y., Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation, Electronic Journal of Statistics. Institute of Mathematical Statistics, 2013, 7: 412-427. |
| Yin G., Chen N. and Lee J.J., Phase II trial design with Bayesian adaptive randomization and predictive probability, Journal of the Royal Statistical Society: Series C (Applied Statistics) . John Wiley & Sons, 2013, 61(2): 219-235. |
| Yin G., Zheng S. and Xu J., Two-stage dose finding for cytostatic agents in phase I oncology trials , Statistics in Medicine. John Wiley & Sons, Ltd., 2013, 32(4): 644-660. |
| Researcher : Yip PSF |
| Project Title: | 22nd World Congress of the International Association for Suicide Preventation (IASP) Social Burden of Suicide Risk in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2003 |
| Project Title: | IBC 2004 XXIInd International Biometric Conference in Parallel with ASC 2004 Australian Statistical Conference A Unification Method of Estimating Population Size via Capture-recapture Experiments |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2004 |
| Project Title: | XVIII World Congress of the International Association for Suicide Prevention Suicide in Three Chinese Communities: China, Taiwan and Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2005 |
| Project Title: | HKU Overseas Fellowship Awards 2009-10 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | HKU Overseas Fellowship Awards |
| Start Date: | 09/2009 |
| Project Title: | Outstanding Researcher Award 2008-2009 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Outstanding Researcher Award |
| Start Date: | 12/2009 |
| Project Title: | A study on Suicide Clusters: Hong Kong and Taiwan experiences |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2010 |
| Project Title: | A Study on Population Health and Health Economicsfor Hong Kong SAR |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Public Policy Research |
| Start Date: | 10/2010 |
| Completion Date: | 09/2012 |
| Project Title: | A study on suicide news reporting ecology in Hong Kong and Taiwan: accuracy, stereotyping and mutual causation. |
| Investigator(s): | Yip PSF, Fu KW |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Public Policy Research |
| Start Date: | 10/2012 |
| Project Title: | Suicide and employment |
| Investigator(s): | Yip PSF, Chang S |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2012 |
| Project Title: | 5th Asia Pacific Conference of the International Association for Suicide Prevention; Social Media for suicide prevention: Challenges and Opportunities |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 11/2012 |
| Project Title: | An Integrated Study of the Population Policy for Hong Kong |
| Investigator(s): | Yip PSF, Cheung PTY, Lam KF, Lum TYS |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Strategic Public Policy Research |
| Start Date: | 03/2013 |
| Project Title: | Real-Time Monitoring of the online dissemination of novel suicide methods |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 06/2013 |
| Researcher : Yu PLH |
| Project Title: | Development of Data Mining Labs using SAS Enterprise Miner Version 5 |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Run Run Shaw Research and Teaching Endowment Fund - Teaching Grants |
| Start Date: | 06/2007 |
| Project Title: | Bilinear Factor Models for 2D Data and their Applications |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 12/2010 |
| List of Research Outputs |
| Chan J.S.K., Lam C.P.Y., Yu P.L.H., Choy S.T.B. and Chen C.W.S., A Bayesian Conditional Autoregressive Geometric Process Model for Range Data, Computational Statistics and Data Analysis. 2012, 56: 3006-3019. |
| Lee H. and Yu P.L.H., An R package for analyzing and modeling ranking data, BMC Medical Research Methodology. 2013, 13: 65. |
| Lee H. and Yu P.L.H., Mixtures of weighted distance-based models for ranking data with applications in political studies, Computational Statistics & Data Analysis. 2012, 56: 2486-2500. |
| Li G., Guan B., Li W.K. and Yu P.L.H., Buffered threshold autoregressive time series models, Research Report. Department of Statistics and Actuarial Science, HKU, 2012, 498: 1-35. |
| Yu P.L.H., Associate Editor, Computational Statistics & Data Analysis. 2013. |
| Zhao J..., Yu P.L.H., Shi L... and Li S...L..., Separable linear discriminant analysis, Computational Statistics and Data Analysis. 2012, 56: 4290-4300. |
| Researcher : Yuen KC |
| List of Research Outputs |
| Chen Y. and Yuen K.C., Precise large deviations of aggregate claims in a time-dependent renewal risk model, Insurance: Mathematics and Economics. Elsevier, 2012, 51(2): 457-461. |
| Yuen K.C. and Yin C., Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables, Chinese Annals of Mathematics, Series B. Springer-Verlag, 2012, 33B(4): 557-568. |
| Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2012. |
| Yuen K.C., On Modeling Claim Counts Using Integer-Valued Time Series Processes, International Conference on Actuarial Risk and Related Topics, Nankai University, Tianjin, China. 2013. |
| Yuen K.C., Li J. and Wu R., On a discrete-time risk model with delayed claims and dividends, Risk and Decision Analysis. IOS Press, 2013, 4(1): 3-16. |
| Researcher : Zhou F |
| List of Research Outputs |
| Xu Y., Lam K.F., Zhou F., Yip P.S.F. and Watson R., A Study of Suicide Risk Using a Cox Cure Model via a Retrospective Sampling and Multiple Imputation , Communications in Statistics - Theory and Methods. Taylor & Francis, 2012, 41(18): 3389-3402. |