DEPT OF STATISTICS & ACTUARIAL SCIENCE



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: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

Cheung E.C.K. and Feng R., A unified analysis of claim costs up to ruin in a Markovian arrival risk model, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 98-109.
Cheung E.C.K., Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 343-354.
Cheung E.C.K. and Woo J.K., On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes, Scandinavian Actuarial Journal. 2014.
Zhang Z. and Cheung E.C.K., The Markov Additive risk process under an Erlangized dividend barrier strategy, Methodology and Computing in Applied Probability. Springer, 2014.


Researcher : Cheung KC

Project Title:The 17th International Congress on Insurance: Mathematics and Economics; Mutual exclusivity revisited and an explicit lower bound on the Tail Value-at-Risk of a sum of risks
Investigator(s):Cheung KC
Department:Statistics & Actuarial Science
Source(s) of Funding:URC/CRCG - Conference Support for Teaching Staff
Start Date:07/2013
Completion Date:07/2013


Project Title:Theory and applications of tail comonotonicity
Investigator(s):Cheung KC
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:09/2013


List of Research Outputs

Asimit A.V., Badescu A.M. and Cheung K.C., Optimal reinsurance in the presence of counterparty default risk, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 690-697.
Cheung K.C., RONG Y. and Yam S.C.P., Borch’s Theorem from the perspective of comonotonicity, Insurance: Mathematics and Economics. 2014, 54: 144-151.
Cheung K.C. and Lo A., Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 334–342.
Cheung K.C. and LO A., General lower bounds on convex functionals of aggregate sums, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 884-896.
Cheung K.C., SUNG K.C.J., Yam S.C.P. and Yung S.P., Optimal Reinsurance Under General Law-Invariant Risk Measures, Scandinavian Actuarial Journal. 2014, 2014: 72-91.
Cheung K.C., Dhaene J., LO A. and Tang Q., Reducing risk by merging counter-monotonic risks, Insurance: Mathematics and Economics. 2014, 54: 58-65.
Cheung K.C., SUNG K.C.J. and Yam S.C.P., Risk-Minimizing Reinsurance Protection For Multivariate Risks, Journal of Risk and Insurance. 2014, 81: 219-236.


Researcher : Choi OTK

List of Research Outputs

Choi O.T.K., In Depth Analysis of the Dually Listed Companies in Hong Kong and China Stock Markets Prior and Posterior to the Global Financial Turmoil, International Journal of Economics and Finance; Vol. 5, No. 10; 2013. Canada, Canadian Center of Science and Education, 2013, 5.


Researcher : Chung YK

List of Research Outputs

Fung T.W.K. and Chung Y.K., Evaluation of forensic evidence in DNA mixture using RMNE, Proceedings 59th ISI World Statistics Congress, 25-30 August 2013, Hong Kong. 2013, IPS021: 6 pages.


Researcher : FU J

List of Research Outputs

FU J., Wei J. and Yang H., Portfolio optimization in a regime-switching market with derivatives, European Journal of Operational Research. 2014, 233: 184-192.


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 parent-of-origin effects test for qualitative traits incorporating unaffected children in nuclear familes, The Ninth ICSA International Conference, 20-23 December 2013, Hong Kong. 2013.
Fung T.W.K., Associate Editor, Annals of the Institute of Statistical Mathematics. 2013.
Fung T.W.K., Associate Editor, Computational Statistics. 2013.
Fung T.W.K., Associate Editor, Computational Statistics & Data Analysis. 2013.
Fung T.W.K., Associate Editor, Journal of Applied Statistical Science. 2013.
Fung T.W.K., Associate Editor, Journal of the Japanese Society of Computational Statistics. 2013.
Fung T.W.K. and Chung Y.K., Evaluation of forensic evidence in DNA mixture using RMNE, Proceedings 59th ISI World Statistics Congress, 25-30 August 2013, Hong Kong. 2013, IPS021: 6 pages.
Fung T.W.K., Series Editor, Book Series of Advances in Statistics, Probability and Actuarial Science. Imperial College/World Scientific Press, 2013.
Pan D.D., Xiong W.J., Zhou J.Y., Pan Y., Zhou G.L. and Fung T.W.K., Robust Joint Analysis with Data Fusion in Two-Stage Quantitative Trait Genome-Wide Association Studies , Computational and Mathematical Methods in Medicine (e-journal). Taylor & Francis, 2013, 2013: 12 pages.
XIA F., Chen J., Fung T.W.K. and Li H.Z., A Logistic Normal Multinomial Regression Model for Microbiome Compositional Data Analysis, Biometrics. The International Biometric Society, 2013, 69(4): 1053-1063.
ZHENG X., Fung T.W.K. and Zhu Z., Robust estimation in joint mean–covariance regression model for longitudinal data, Annals of the Institute of Statistical Mathematics. Springer, 2013, 65(4): 617-638.
Zheng X.Y., Fung T.W.K. and Zhu Z.Y., Variable selection in robust joint mean and covariance model for longitudinal data analysis, Statistica Sinica. Taipei, Statistica Sinica, 2014, 24(2): 515-531.


Researcher : Gerber HU

List of Research Outputs

Gerber H.U., Shiu E.S.W. and Yang H., Valuing equity-linked death benefits in jump diffusion models, Insurance: Mathematics and Economics. 2013, 53: 615-623.


Researcher : IP HL

List of Research Outputs

IP H.L., Li W.K. and Leung K.M.Y., Seemingly unrelated intervention time series models for effectiveness evaluation of large scale environmental remediation, Marine Pollution Bulletin. 2013, 74: 56-65.


Researcher : Kwan CW

List of Research Outputs

Chong A.M.L., Kwan C.W., Chi I., Lou V.W. and Leung A.Y.M., (Domestic Helpers as Moderators of Spousal Caregiver Distress, Journal of Gerontology B: Psychosocial Sciences. 2014.
Chong A.M.L., Kwan C.W., Chi I. and Lou V.W., Can domestic helpers moderate the caring distress of offspring caregivers?, 66th Annual Scientific Meeting of GSA. New Orleans, Louisiana, 2013.
Chong A.M.L., Kwan C.W., Chi I., Lou V.W. and Leung A.Y.M., Domestic Helpers as Moderators of Spousal Caregiver Distress, Journal of Gerontology: Social Sciences. 2014.
Lou V.W., Kwan C.W., Chong M.L.A. and Chi I., Associations Between Secondary Caregivers’ Supportive Behavior and Psychological Distress of Primary Spousal Caregivers of Cognitively Intact and Impaired Elders, The Gerontologist. 2013, gnt156.
Lou V.W., Kwan C.W., Chong A.M.L. and Chi I., Psychological distress among Chinese caregivers: the role of secondary caregivers, 66th Annual Scientific Meeting of GSA. New Orleans, Louisiana, 2013.


Researcher : LEE H

List of Research Outputs

Yu P.L.H., LEE H. and WAN W.M., Factor analysis for paired ranked data with application on parent-child value orientation preference data, Computational Statistics. 2013, 28(5): 1915-1945.


Researcher : LI Z

List of Research Outputs

LI Z. and Yao J.J., New procedure for high dimensional classification of general populations , Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 511: 1-28.
LI Z., Pan G. and Yao J.J., On singular value distribution of large-dimensional autocovariance matrices , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 506: 1-27.


Researcher : LI Z

List of Research Outputs

LI Z. and Yao J.J., New procedure for high dimensional classification of general populations , Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 511: 1-28.
LI Z., Pan G. and Yao J.J., On singular value distribution of large-dimensional autocovariance matrices , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 506: 1-27.


Researcher : LIN Y

List of Research Outputs

LIN Y. and Tian G., Sample size determination for the parallel model in a survey with sensitive questions, Journal of the Korean Statistical Society. Elsevier B.V., 2014, 43: 235-249.
Lin Y. and Yang H., Discrete-Time BSDEs with Random Terminal Horizon, Stochastic Analysis and Applications. 2014, 32: 110-127.


Researcher : LIU Y

List of Research Outputs

LIU Y. and Tian G., A variant of the parallel model for sample surveys with sensitive characteristics, Computational Statistics and Data Analysis. Elsevier B.V., 2013, 67: 115-135.


Researcher : LO A

List of Research Outputs

Cheung K.C. and Lo A., Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 334–342.
Cheung K.C. and LO A., General lower bounds on convex functionals of aggregate sums, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 884-896.
Cheung K.C., Dhaene J., LO A. and Tang Q., Reducing risk by merging counter-monotonic risks, Insurance: Mathematics and Economics. 2014, 54: 58-65.


Researcher : LO PH

List of Research Outputs

LO P.H., Li W.K., Yu P.L.H. and Li G., On buffered threshold GARCH models, Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 512: 1-24.


Researcher : Lam KF

List of Research Outputs

Deshpande J.V., Lam K.F., Naik-Nimbalkar U.V. and Xu Y., Tests for Comparing the Progression of an Epidemic in Two Groups, In: David D Hanagal, Journal of the Indian Statistical Association. India, Indian Statistical Association, 2014, 52: 177-194.
Lam K.F., WONG K.Y. and ZHOU F., A Semiparametric Cure Model For Interval-censored Data, In: Lutz Edler Mauro Gasparini, Biometrical Journal. Weinheim, John Wiley & Sons, 2013, 55: 771-788.
Lam K.F., Advisor on Biostatistics, In: Ignatius TS Yu, Hong Kong Medical Journal. 2014.
Lam K.F., Editor, Hong Kong Medical Journal. Hong Kong Academy of Medicine, 2014.
Lam K.F., Statistical Advisor for The Journal of Orthopaedic Surgery, In: Prof. David Fang, Hong Kong, Hong Kong Academy of Medicine Press, 2014.
Lam K.F., Statistical Advisor, In: Kenneth MC Cheung, Journal of Orthopaedic Surgery. 2014.
Lo H.H.M., Ng S.M., Chan C.L.W., Lam K.F. and Lau B.H.P., The Chinese medicine construct "stagnation" in mind-body connection mediates the effects of mindfulness training on depression and anxiety, Complementary Therapies in Medicine. Elsevier, 2013, 21(4): 348-357.
Siu D.C.W., Lip G.Y., Lam K.F. and Tse H.F., Risk of stroke and intracranial hemorrhage in 9,727 chinese with atrial fibrillation in Hong Kong., Heart Rhythm. 2014.
Wun Y.T., Lam T.P., Lam K.F., Ho P.L. and Yung W.H.R., Are There Differences in Antibiotic Use Between the Recent-Immigrants from Mainland China and the Local-Born in Hong Kong?, Journal of Immigrant and Minority Health. 2014.
Wun Y.T., Lam T.P., Lam K.F. and Sun K.S., Comparison of the knowledge, attitudes and practice with antibiotic use between traditional Chinese medicine and western medicine usual attenders in Hong Kong, Complementary Therapies in Medicine. 2013, 22: 99-106.
Xu Y., Lam K.F. and Cheung Y.B., Estimation of Intervention Effects Using Recurrent Event Time Data in the Presence of Event Dependence and a Cured Fraction, In: Ralph D'Agostino, Simon Day, Joel Greenhouse and Louise Ryan, Statistics in Medicine. John Wiley & Sons, 2014, 33: 2263-2274.
Yip P.S.F., Zhang H., Lam T.H., Lam K.F., Lee A.M., Chan J. and Fan S., Sex knowledge, attitudes, and high-risk sexual behaviors among unmarried youth in Hong Kong, In: William R Brieger, Till Bärnighausen, Mark R Cullen, William Cumberland, Jascha de Nooijer , BMC Public Health. BioMed Central, 2013, 13: 691.
Zuo M., Yue W., Yip T., Ng F., Lam K.F., Yiu K.H., Lui S.L., Tse H.F., Siu D.C.W. and Lo W.K., Prevalence of and Associations With Reduced Exercise Capacity in Peritoneal Dialysis Patients, In: Andrew S. Levey, Daniel E. Weiner, American Journal of Kidney Diseases. Elsevier, 2013, 62: 939-946.


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

Lee S.M.S., On a new class of data depths for measuring representativeness, Joint Meeting of the IASC Satellite Conference and the 8th Conference of the Asian Regional Section of the IASC, Seoul, Korea. 2013, 23-28.
Soleymani M. and Lee S.M.S., Sequential combination of weighted and nonparametric bagging for classification, In: A C Davison, Biometrika. UK, Biometrika Trust, 2014, 101: 491-498.


Researcher : Li E

List of Research Outputs

Li E., Test for the real option in consumer behavior, Research in Economics. Elsevier Ltd., 2014, 68(1): 70-83.


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
Completion Date:01/2014


Project Title:On statistical inference for quantile time series models
Investigator(s):Li G
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:11/2013


List of Research Outputs

LO P.H., Li W.K., Yu P.L.H. and Li G., On buffered threshold GARCH models, Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 512: 1-24.
Li G., Leng C. and Tsai C.-.L., A Hybrid Bootstrap Approach To Unit Root Tests, Journal of Time Series Analysis. Wiley, 2014, 35: 299-321.
Pei Q., Zhang D., Lee F. and Li G., Climate Change and Macro-Economic Cycles in Pre-Industrial Europe, PLoS ONE. San Francisco, CA, PLoS ONE, 2014, 9: e88155.
Wu J. and Li G., Moment-based Tests For Individual And Time Effects In Panel Data Models, Journal of Econometrics. Elsevier, 2014, 178: 569-581.
Yu P.L.H. and Li G., Comment, Journal of Business & Economic Statistics. Taylor & Francis, 2014, 32: 166-167.


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

IP H.L., Li W.K. and Leung K.M.Y., Seemingly unrelated intervention time series models for effectiveness evaluation of large scale environmental remediation, Marine Pollution Bulletin. 2013, 74: 56-65.
LO P.H., Li W.K., Yu P.L.H. and Li G., On buffered threshold GARCH models, Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 512: 1-24.
Lim H.K., Li W.K. and Yu P.L.H., Zero-Inflated Poisson Regression Mixture Model, Computational Statistics and Data Analysis. Holland, Elsevier, 2014, 71: 151-158.
Ng F.C., Li W.K. and Yu P.L.H., Formulating Hypothetical Scenarios in Correlation Stress Testing via a Bayesian Framework, North American Journal of Economics and Finance. USA, 2014, 27: 17-33.
WANG C., Liu H., Yao J.J., Davis R.A. and Li W.K., Self-Excited Threshold Poisson Autoregression, Journal of the American Statistical Association. USA, American Statistical Association, 2014, 109: 777-787.
Wong S.T. and Li W.K., Test for Homogeneity in Gamma Mixture Models Using Likelihood Ratio, Computational Statistics and Data Analysis. Holland, Elsevier, 2014, 70: 127-137.
Zhu K., Yu P.L.H. and Li W.K., Testing for the Buffered Autoregressive Processes, Statistica Sinica. Taipei, Academia Sinica, 2014, 24: 971-984.


Researcher : Lim HK

List of Research Outputs

Lim H.K., Li W.K. and Yu P.L.H., Zero-Inflated Poisson Regression Mixture Model, Computational Statistics and Data Analysis. Holland, Elsevier, 2014, 71: 151-158.


Researcher : Lin Y

List of Research Outputs

LIN Y. and Tian G., Sample size determination for the parallel model in a survey with sensitive questions, Journal of the Korean Statistical Society. Elsevier B.V., 2014, 43: 235-249.
Lin Y. and Yang H., Discrete-Time BSDEs with Random Terminal Horizon, Stochastic Analysis and Applications. 2014, 32: 110-127.


Researcher : Lo A

List of Research Outputs

Cheung K.C. and Lo A., Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 334–342.
Cheung K.C. and LO A., General lower bounds on convex functionals of aggregate sums, Insurance: Mathematics and Economics. Elsevier, 2013, 53: 884-896.
Cheung K.C., Dhaene J., LO A. and Tang Q., Reducing risk by merging counter-monotonic risks, Insurance: Mathematics and Economics. 2014, 54: 58-65.


Researcher : Lui GCS

List of Research Outputs

WANG Z., Kwok K.W.H., Lui G.C.S., Zhou G., Lee J., Lam M.H.W. and Leung K.M.Y., The difference between temperate and tropical saltwater species’ acute sensitivity to chemicals is relatively small, Chemosphere. 2014, 105: 31-43.


Researcher : Ng FC

List of Research Outputs

Ng F.C., Li W.K. and Yu P.L.H., Formulating Hypothetical Scenarios in Correlation Stress Testing via a Bayesian Framework, North American Journal of Economics and Finance. USA, 2014, 27: 17-33.


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


List of Research Outputs

Ng K.W., Exact distribution of spurious correlations, Minimax Sample Size and direct selection of predictors, Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 509: 1-49.


Researcher : RONG Y

List of Research Outputs

Cheung K.C., RONG Y. and Yam S.C.P., Borch’s Theorem from the perspective of comonotonicity, Insurance: Mathematics and Economics. 2014, 54: 144-151.


Researcher : SHI Y

List of Research Outputs

SHI Y. and Yin G., Escalation with overdose control for phase I drug-combination trials, Statistics in Medicine. John Wiley & Sons, Inc., 2014, 32(25): 4400-4412.


Researcher : SUNG KCJ

List of Research Outputs

Cheung K.C., SUNG K.C.J., Yam S.C.P. and Yung S.P., Optimal Reinsurance Under General Law-Invariant Risk Measures, Scandinavian Actuarial Journal. 2014, 2014: 72-91.
Cheung K.C., SUNG K.C.J. and Yam S.C.P., Risk-Minimizing Reinsurance Protection For Multivariate Risks, Journal of Risk and Insurance. 2014, 81: 219-236.


Researcher : Soleymani M

List of Research Outputs

Soleymani M. and Lee S.M.S., Sequential combination of weighted and nonparametric bagging for classification, In: A C Davison, Biometrika. UK, Biometrika Trust, 2014, 101: 491-498.


Researcher : Tian G

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
Completion Date:05/2014


Project Title:A New MM Algorithm for Constrained Estimation in the Proportional Hazards Model
Investigator(s):Tian G
Department:Statistics & Actuarial Science
Source(s) of Funding:Small Project Funding
Start Date:05/2014


List of Research Outputs

LIN Y. and Tian G., Sample size determination for the parallel model in a survey with sensitive questions, Journal of the Korean Statistical Society. Elsevier B.V., 2014, 43: 235-249.
LIU Y. and Tian G., A variant of the parallel model for sample surveys with sensitive characteristics, Computational Statistics and Data Analysis. Elsevier B.V., 2013, 67: 115-135.
Li H.Q., Chan I.S.F., Tang M.L., Tian G. and Tang N.S., Confidence-interval construction for rate ratio in matched-pair studies with incomplete data, Journal of Biopharmaceutical Statistics. Taylor & Francis Ltd, 2014, 24(3): 546-568.
Liu B., Xu L., Zheng S. and Tian G., A new test for the proportionality of two large-dimensional covariance matrices, Journal of Multivariate Analysis. Elsevier Inc., 2014, 131: 293-308.
Tang M.L., Wu Q., Tian G. and Guo J.H., Two-sample non randomized response techniques for sensitive questions , Communications in Statistics - Theory and Methods . Taylor & Francis, 2013, 43(2): 408-425.
Tian G. and Tang M.L., Incomplete Categorical Data Design: Non-randomized Response Techniques for Sensitive Questions in Surveys. Chapman & Hall/CRC (Statistics in the Social and Behavioral Sciences)., USA., Boca Raton, USA, 2013.
Tian G., Wang M. and Song L., Variable selection in the high-dimensional continuous generalized linear model with current status data , Journal of Applied Statistics. Taylor & Francis, 2013, 41(3): 467-483.


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


List of Research Outputs

Li D. and Tong H., Nested sub-sample search algorithm for estimation of threshold models , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 510: 1-16.
Tong H., An essay on statistics and dynamical phenomena to high school children , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 508: 1-8.
Tong H., Threshold models in time series analysis-some reflections , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 507: 1-18.


Researcher : WAN WM

List of Research Outputs

Yu P.L.H., LEE H. and WAN W.M., Factor analysis for paired ranked data with application on parent-child value orientation preference data, Computational Statistics. 2013, 28(5): 1915-1945.


Researcher : WANG C

List of Research Outputs

WANG C., Liu H., Yao J.J., Davis R.A. and Li W.K., Self-Excited Threshold Poisson Autoregression, Journal of the American Statistical Association. USA, American Statistical Association, 2014, 109: 777-787.


Researcher : WONG KY

List of Research Outputs

Lam K.F., WONG K.Y. and ZHOU F., A Semiparametric Cure Model For Interval-censored Data, In: Lutz Edler Mauro Gasparini, Biometrical Journal. Weinheim, John Wiley & Sons, 2013, 55: 771-788.


Researcher : Wong ST

List of Research Outputs

Wong S.T. and Li W.K., Test for Homogeneity in Gamma Mixture Models Using Likelihood Ratio, Computational Statistics and Data Analysis. Holland, Elsevier, 2014, 70: 127-137.


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

Cheung E.C.K. and Woo J.K., On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes, Scandinavian Actuarial Journal. 2014.
Liu J. and Woo J.K., Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics . Elsevier, 2014, 55: 1-9.
Willmot G.E. and Woo J.K., Some distributional properties of a class of counting distributions with claims analysis applications, In: Andrew Cairns, ASTIN Bulletin. UK, Cambridge, 2013, 43: 189-212.
Woo J.K., Some distributional properties of a class of counting distributions with claims analysis applications, IME 2013 Congress, Copenhagen. 2013.


Researcher : XIA F

List of Research Outputs

XIA F., Chen J., Fung T.W.K. and Li H.Z., A Logistic Normal Multinomial Regression Model for Microbiome Compositional Data Analysis, Biometrics. The International Biometric Society, 2013, 69(4): 1053-1063.


Researcher : XU J

List of Research Outputs

XU J. and Yin G., Two-stage adaptive randomization for delayed response in clinical trials , Journal of the Royal Statistical Society: Series C (Applied Statistics). John Wiley & Sons, Inc., 2014, 63(4): 559-578.
Yin G., Zheng S. and XU J., Fractional dose-finding methods with late-onset toxicity in phase I clinical trials, Journal of Biopharmaceutical Statistics. Taylor & Francis Group, LLC, 2013, 23(4): 856-870.


Researcher : Yang H

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


Project Title:Valuing equity-linked insurance products and related problems in actuarial science
Investigator(s):Yang H
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:01/2014


List of Research Outputs

Cai J. and Yang H., On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest, Annals of Operations Research. 2014, 212: 61-77.
FU J., Wei J. and Yang H., Portfolio optimization in a regime-switching market with derivatives, European Journal of Operational Research. 2014, 233: 184-192.
Gerber H.U., Shiu E.S.W. and Yang H., Valuing equity-linked death benefits in jump diffusion models, Insurance: Mathematics and Economics. 2013, 53: 615-623.
Jin Z., Yang H. and Yin G.G., Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections, Automatica. 2013, 49: 2317-2329.
Lin Y. and Yang H., Discrete-Time BSDEs with Random Terminal Horizon, Stochastic Analysis and Applications. 2014, 32: 110-127.
Meng H., Siu T.K. and Yang H., Optimal dividends with debts and nonlinear insurance risk processes, Insurance: Mathematics and Economics. 2013, 53: 110-121.
Xu L., Yang H. and Wang R., Cox risk model with variable premium rate and stochastic return on investment, Journal of Computational and Applied Mathematics. 2014, 256: 52-64.
Yao D., Yang H. and Wang R., Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle, Economic Modelling. 2014, 37: 53-64.
Yuen F.L., Siu T.K. and Yang H., Option valuation by a self-exciting threshold binomial model, Mathematical and Computer Modelling. 2013, 58: 28-37.
Zhang Z. and Yang H., Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model, Insurance: Mathematics and Economics. 2013, 53: 24-35.
Zhang Z., Yang H. and Yang H., On a nonparametric estimator for ruin probability in the classical risk model, Scandinavian Actuarial Journal. 2014, 2014: 309-338.


Researcher : Yao J.J.

Project Title:Inference for high-dimensional factor models
Investigator(s):Yao JJ
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:09/2013


Project Title:Random matrices and their applications
Investigator(s):Yao JJ, Li WK
Department:Statistics & Actuarial Science
Source(s) of Funding:France/Hong Kong Joint Research Scheme - Conference/Workshop Grants
Start Date:01/2014


List of Research Outputs



Researcher : Yao JJ

Project Title:Inference for high-dimensional factor models
Investigator(s):Yao JJ
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:09/2013


Project Title:Random matrices and their applications
Investigator(s):Yao JJ, Li WK
Department:Statistics & Actuarial Science
Source(s) of Funding:France/Hong Kong Joint Research Scheme - Conference/Workshop Grants
Start Date:01/2014


List of Research Outputs

LI Z. and Yao J.J., New procedure for high dimensional classification of general populations , Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 511: 1-28.
LI Z., Pan G. and Yao J.J., On singular value distribution of large-dimensional autocovariance matrices , Research Report. Department of Statistics and Actuarial Science, HKU, 2013, 506: 1-27.
Li W. and Yao J.J., On generalized expectation-based estimation of a population spectral distribution from high-dimensional data, Annals of the Institute of Statistical Mathematics. 2014.
WANG C., Liu H., Yao J.J., Davis R.A. and Li W.K., Self-Excited Threshold Poisson Autoregression, Journal of the American Statistical Association. USA, American Statistical Association, 2014, 109: 777-787.
YALAMANCHILI H.K., Li Z., Yao J.J. and Wang J.J., Recovering Isoform Specific Gene Regulatory Networks from RNA-SEQ Data , 18th Research Postgraduate Symposium, Li Ka Shing Faculty of Medicine, The University of Hong Kong, December 11 & 12, 2013.. 2013.
Yao J.J. and LI W.M., A local moments estimation of the spectrum of a large dimensional covariance matrix , Statistica Sinica. 2014.
Yao J.J., Raillard N. and Ailliot P., Modeling extreme values of processes observed at irregular time steps: application to significant wave height , Annals of Applied Statistics. 2014.
Yao J.J., Associate Editor, Bernoulli. 2013.
Yao J.J., LI W.M., Chen J.Q., Qin Y.L. and Bai Z.D., Estimation of the population spectral distribution from a large dimensional sample covariance matrix. , Journal of Statistical Planning and Inference . 2013.
Yao J.J., Crivelli T., Cernuschi-Frias and B., Bouthemy P., Motion textures: modeling, classification and segmentation using mixed-state Markov random fields, SIAM Journal on Imaging Science. 2013.
Yao J.J. and Passemier D., On the detection of the number of spikes, possibly equal, in the high-dimensional case. , Journal of Multivariate Analysis . 2014, 127: 173-183.
Yao J.J. and Wang Q.W., On the sphericity test with large-dimensional observations, Electronic Journal of Statistics. 2013.
Yao J.J., On the sphericity test with large-dimensional observations, Joint Meeting of the IASC Satellite Conference for the 59th ISI WSC and the 8th Conference of the Asian Regional Section of the IASC, Seoul, August 2013 . 2013.


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
Completion Date:12/2013


Project Title:Bayesian two-stage adaptive design in phase I and phase II clinical trials
Investigator(s):Yin G
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:11/2013


Project Title:Second Conference of the International Society for NonParametric Statistics (ISNPS); Quantile regression with cure rate model
Investigator(s):Yin G
Department:Statistics & Actuarial Science
Source(s) of Funding:URC/CRCG - Conference Support for Teaching Staff
Start Date:06/2014


List of Research Outputs

Liu S., Yin G. and Yuan Y., Bayesian data augmentation dose finding with continual reassessment method and delayed toxicity , The Annals of Applied Statistics. The Institute of Mathematical Statistics, 2014, 7(4): 2138-2156.
SHI Y. and Yin G., Escalation with overdose control for phase I drug-combination trials, Statistics in Medicine. John Wiley & Sons, Inc., 2014, 32(25): 4400-4412.
Wu Y. and Yin G., Cure Rate Quantile Regression for Censored Data With a Survival Fraction , Journal of the American Statistical Association . Taylor & Francis, 2014, 108(504): 1517-1531.
XU J. and Yin G., Two-stage adaptive randomization for delayed response in clinical trials , Journal of the Royal Statistical Society: Series C (Applied Statistics). John Wiley & Sons, Inc., 2014, 63(4): 559-578.
Yin G., Zeng D. and Li H., Censored quantile regression with varying coefficients, Statistica Sinica. Taipei, Statistica Sinica, 2014, 24: 855-870.
Yin G., Fellow of American Statistical Association, 2013.
Yin G., Zheng S. and XU J., Fractional dose-finding methods with late-onset toxicity in phase I clinical trials, Journal of Biopharmaceutical Statistics. Taylor & Francis Group, LLC, 2013, 23(4): 856-870.
Zou C.L., Yin G., Feng L. and Wang Z.J., Nonparametric maximum likelihood approach to multiple change-point problems , The Annals of Statistics. The Institute of Mathematical Statistics, 2014, 42(3): 970-1002.


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
Completion Date:03/2014


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
Completion Date:09/2014


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: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
Completion Date:06/2014


Project Title:World Congress for Suicide Prevention IASP; Stigma: A Major Barrier For Suicide Prevention /Suicidal Behaviors In Hong Kong: An Update /A Study On The Mutual Causation Of Suicide Reporting And Suicide Incidences
Investigator(s):Yip PSF
Department:Soc Work & Social Administration
Source(s) of Funding:URC/CRCG - Conference Support for Teaching Staff
Start Date:09/2013


Project Title:A Study of Aspiration of Fertility amongst Married Women in Hong Kong (Age 15-49)
Investigator(s):Yip PSF, Zhang Y
Department:Soc Work & Social Administration
Source(s) of Funding:Public Policy Research Funding Scheme
Start Date:02/2014


Project Title:A Study of the Movement of Type A and B Babies in Hong Kong
Investigator(s):Yip PSF, Lam KF
Department:Soc Work & Social Administration
Source(s) of Funding:Public Policy Research Funding Scheme
Start Date:02/2014


Project Title:A study on the effect of exclusion period on the suicidal risk among the insured
Investigator(s):Yip PSF
Department:Soc Work & Social Administration
Source(s) of Funding:Seed Funding Programme for Basic Research
Start Date:06/2014




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
Completion Date:11/2013


List of Research Outputs

Gao C.F., Wu X.J. and Yu P.L.H., An Algorithm of Fuzzy Collaborative Clustering based on Kernel Competitive Agglomeration, Journal of Computers. 2013, 8 (10).
LO P.H., Li W.K., Yu P.L.H. and Li G., On buffered threshold GARCH models, Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 512: 1-24.
Lim H.K., Li W.K. and Yu P.L.H., Zero-Inflated Poisson Regression Mixture Model, Computational Statistics and Data Analysis. Holland, Elsevier, 2014, 71: 151-158.
Ng F.C., Li W.K. and Yu P.L.H., Formulating Hypothetical Scenarios in Correlation Stress Testing via a Bayesian Framework, North American Journal of Economics and Finance. USA, 2014, 27: 17-33.
Wang F., Yu P.L.H. and Cheung D.W.L., Combining technical trading rules using particle swarm optimization , Expert Systems with Applications. Elsevier Ltd., 2014, 41(6): 3016-3026.
Yu P.L.H., Associate Editor, Computational Statistics. 2013.
Yu P.L.H., Associate Editor, Computational Statistics & Data Analysis. 2014.
Yu P.L.H., Associate Editor, Statistics, Optimization and Information Computing. 2013.
Yu P.L.H., Award for Service Contribution, Faculty of Science, HKU. 2014.
Yu P.L.H. and Li G., Comment, Journal of Business & Economic Statistics. Taylor & Francis, 2014, 32: 166-167.
Yu P.L.H., LEE H. and WAN W.M., Factor analysis for paired ranked data with application on parent-child value orientation preference data, Computational Statistics. 2013, 28(5): 1915-1945.
Yung E.H.K., Yu P.L.H. and Chan E.H.W., Economic valuation of historic properties: review and recent developments, Property Management. Emerald Group Publishing Limited, 2013, 31(4): 335-358.
Zhu K., Yu P.L.H. and Li W.K., Testing for the Buffered Autoregressive Processes, Statistica Sinica. Taipei, Academia Sinica, 2014, 24: 971-984.


Researcher : Yuen KC

Project Title:On Some Actuarial Problems for Risk Models with Dependence
Investigator(s):Yuen KC
Department:Statistics & Actuarial Science
Source(s) of Funding:General Research Fund (GRF)
Start Date:01/2014


List of Research Outputs

Chen M., Yuen K.C. and Guo J., Survival probabilities in a discrete semi-Markov risk model, Applied Mathematics and Computation. Elsevier, 2014, 232: 205-215.
Dong Y., Yuen K.C. and Wu C., A multivariate regime-switching mean reverting process and its application to the valuation of credit risk, Stochastic Analysis and Applications . Taylor & Francis, 2014, 32(4): 687-710.
Dong Y., Yuen K.C. and Wu C., Unilateral counterparty risk valuation of CDS using a regime-switching intensity model, Statistics and Probability Letters. Elsevier, 2014, 85: 25-35.
Liang Z. and Yuen K.C., Optimal dynamic reinsurance with dependent risks, Workshop on Theory and Practice of Optimal (Re)insurance (presented by Zhibin Liang, first author), China Institute for Actuarial Science, Beijing, China. Beijing, China Institute for Actuarial Science, 2014.
Shen Y., Yin C. and Yuen K.C., Alternative approach to the optimality of the threshold strategy for spectrally negative levy processes, Acta Mathematicae Applicatae Sinica. Springer, 2013, 29(4): 705-716.
Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2013.
Yuen K.C., On a discrete semi-Markov model, International Conference on Actuarial Science and Related Fields, East China Normal University, Shanghai, China. Shanghai, China, East China Nornal University, 2013.


Researcher : ZHENG X

List of Research Outputs

ZHENG X., Fung T.W.K. and Zhu Z., Robust estimation in joint mean–covariance regression model for longitudinal data, Annals of the Institute of Statistical Mathematics. Springer, 2013, 65(4): 617-638.


Researcher : ZHOU F

List of Research Outputs

Lam K.F., WONG K.Y. and ZHOU F., A Semiparametric Cure Model For Interval-censored Data, In: Lutz Edler Mauro Gasparini, Biometrical Journal. Weinheim, John Wiley & Sons, 2013, 55: 771-788.


Researcher : Zhu K

List of Research Outputs

Zhu K., Yu P.L.H. and Li W.K., Testing for the Buffered Autoregressive Processes, Statistica Sinica. Taipei, Academia Sinica, 2014, 24: 971-984.


-- End of Listing --