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~isPartOf:"Insurance / Mathematics & economics"
~person:"Chiu, Mei Choi"
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ECONIS (ZBW)
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1
Demand for longevity securities under relative
performance
concerns : stochastic differential games with cointegration
Kwok, Kai Yin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 353-366
Persistent link: https://www.econbiz.de/10011630877
Saved in:
2
Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
3
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
4
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
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