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Modelling the Impact of Personality on Individual Performance Behavior with a Time-Varying Mixture of Monotonic Random Effects

Wood, Sally Ann - 2011

A method is presented for flexibly modelling longitudinal data that provides insight to a central question in psychology theory: the dependency between personality clas- sification and individual performance behavior. Flexibility is achieved by assuming the regression coefficients of random...

Persistent link: https://www.econbiz.de/10013118105

An integrated risk management method : VaR approach

Yang, Hailiang - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 201-219

Persistent link: https://www.econbiz.de/10001636382

Introduction: The interplay between finance and actuarial science

Yang, Hailiang - In: Risk and decision analysis 3 (2012) 1/2, pp. 1

Persistent link: https://www.econbiz.de/10009657225

Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying

Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001333352

A PDE approach to risk measures of derivatives

Siu, Tak-kuen; Yang, Hailiang - In: Applied mathematical finance 7 (2000) 3, pp. 211-228

Persistent link: https://www.econbiz.de/10001590511

Obtaining the dividends-penalty identities by interpretation

Gerber, Hans U.; Yang, Hailiang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 206-207

Persistent link: https://www.econbiz.de/10008654252

Upper comonotonicity and convex upper bounds for sums of random variables

Dong, Jing; Cheung, Ka Chun; Yang, Hailiang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 159-166

Persistent link: https://www.econbiz.de/10008654262

An elementary approach to discrete models of dividend strategies

Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 109-116

Persistent link: https://www.econbiz.de/10003953311

Markowitz's mean-variance asset-liability management with regime switching : a multi-period model

Chen, Ping; Yang, Hailiang - In: Applied mathematical finance 18 (2011) 1/2, pp. 29-50

Persistent link: https://www.econbiz.de/10009155490

Coherent risk measure for derivatives under black-scholes economy with regime switching

Hao, Fangcheng; Yang, Hailiang - In: Managerial finance 37 (2011) 11, pp. 1011-1024

Persistent link: https://www.econbiz.de/10009388902