The following pages link to Kai Wang Ng (Q180297):
Displaying 18 items.
- (Q4438061) (← links)
- RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR (Q4460798) (← links)
- A stochastic representation for the <i>l</i><sub><i>p</i></sub>-norm symmetric distribution and its applications (Q4638798) (← links)
- Maxima of Sums of Heavy-Tailed Random Variables (Q4661648) (← links)
- (Q4780492) (← links)
- (Q4801749) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
- (Q4844388) (← links)
- On Ultimate Ruin in a Delayed-Claims Risk Model (Q5312848) (← links)
- The role of perturbation in compositional data analysis (Q5313613) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- (Q5441837) (← links)
- (Q5457400) (← links)
- OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832) (← links)
- A Unified Method for Checking Compatibility and Uniqueness for Finite Discrete Conditional Distributions (Q5495089) (← links)
- Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
- Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications (Q5933443) (← links)