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1Academic Journal
المؤلفون: Fung, Man-Chung, Jackson, Christopher
المصدر: Cyberpsychology: Journal of Psychosocial Research on Cyberspace ; volume 18, issue 4 ; ISSN 1802-7962
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2Academic Journal
المؤلفون: Brindal, Emily, Kakoschke, Naomi, Golley, Sinead, Fung, Man-Chung, James-Martin, Genevieve, Baird, Danielle
المصدر: Appetite ; volume 207, page 107873 ; ISSN 0195-6663
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3Report
المؤلفون: Sun, Jin, Shevchenko, Pavel V., Fung, Man Chung
مصطلحات موضوعية: Quantitative Finance - Pricing of Securities, Quantitative Finance - Computational Finance, 93E20
URL الوصول: http://arxiv.org/abs/1705.03787
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4Report
المؤلفون: Fung, Man Chung, Peters, Gareth W., Shevchenko, Pavel V.
المصدر: Ann. actuar. sci. 13 (2019) 109-144
مصطلحات موضوعية: Quantitative Finance - Statistical Finance
URL الوصول: http://arxiv.org/abs/1703.08282
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5Report
المؤلفون: Fung, Man Chung, Peters, Gareth W., Shevchenko, Pavel V.
المصدر: Annals of Actuarial Science 11 (2), pp. 343-389, 2017
مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Statistics - Applications
URL الوصول: http://arxiv.org/abs/1605.09484
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6
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7Report
المؤلفون: Fung, Man Chung, Ignatieva, Katja, Sherris, Michael
مصطلحات موضوعية: Quantitative Finance - Computational Finance, Quantitative Finance - Risk Management
URL الوصول: http://arxiv.org/abs/1508.00090
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8Academic Journal
المؤلفون: Fung, Man Chung, Ignatieva, Ekaterina, Sherris, Michael
مصطلحات موضوعية: ddc:330, longevity risk management, longevity swaps, longevity options, hedge effectiveness
Relation: gbv-ppn:1667833375; Journal: Risks; Volume: 7; Year: 2019; Issue: 1; Pages: 1-25; Basel: MDPI; http://hdl.handle.net/10419/257841
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9Academic Journal
المؤلفون: Sun, Jin, Shevchenko, P.V., Fung, Man Chung
المصدر: Sun , J , Shevchenko , P V & Fung , M C 2018 , ' The Impact of management fees on the pricing of variable annuity guarantees ' , Risks , vol. 6 , no. 3 , 103 . https://doi.org/10.3390/risks6030103
مصطلحات موضوعية: pricing, variable annuity guarantees, management fees, dynamic programming
وصف الملف: application/pdf
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10Academic Journal
المصدر: Toczydlowska , D , Peters , G , Fung , M C & Shevchenko , P V 2017 , ' Stochastic period and cohort effect state-space mortality models incorporating demographic factors via probabilistic robust principal components ' , Risks , vol. 5 , no. 3 , 42 , pp. 1-77 . https://doi.org/10.3390/risks5030042
مصطلحات موضوعية: mortality modelling, cohort models, factor models, state-space models, Bayesian inference, Markov chain Monte Carlo, features extraction, robust dimensionality reduction
وصف الملف: application/pdf
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11Academic Journal
المؤلفون: Fung, Man Chung, Peters, Gareth W., Shevchenko, Pavel V.
المصدر: Annals of Actuarial Science ; volume 11, issue 2, page 343-389 ; ISSN 1748-4995 1748-5002
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12Academic Journal
المؤلفون: Leung, Melvern, Fung, Man Chung, O’Hare, Colin
المصدر: Insurance: Mathematics and Economics ; volume 82, page 95-116 ; ISSN 0167-6687
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13Academic Journal
المؤلفون: Fung, Man Chung, Peters, Gareth, Shevchenko, Pavel V.
المصدر: SSRN Electronic Journal ; ISSN 1556-5068
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14Academic Journal
المؤلفون: Baldeaux, Jan1 (AUTHOR), Fung, Man Chung2 (AUTHOR), Ignatieva, Katja2 (AUTHOR) k.ignatieva@unsw.edu.au, Platen, Eckhard3 (AUTHOR)
المصدر: Applied Mathematical Finance. Sep2015, Vol. 22 Issue 4, p366-398. 33p.
مصطلحات موضوعية: Fixed-income securities, Bond prices, Asset management, Liabilities (Accounting), Life insurance, Hedging (Finance)
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15Academic Journal
المصدر: Personality and Individual Differences ; volume 95, page 114-120 ; ISSN 0191-8869
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16Academic Journal
المؤلفون: Fung, Man Chung, Peters, Gareth W., Shevchenko, Pavel V.
المصدر: Annals of Actuarial Science; Mar2019, Vol. 13 Issue 1, p109-144, 36p
مصطلحات موضوعية: COHORT analysis, MORTALITY, MARKOV processes
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17Academic Journal
المؤلفون: Fung, Man Chung, Ignatieva, Katja, Sherris, Michael
المساهمون: Australian School of Business, UNSW
المصدر: Insurance: Mathematics and Economics ; volume 58, page 103-115 ; ISSN 0167-6687
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18Academic Journal
المؤلفون: Fung, Man Chung, Ignatieva, Katja, Sherris, Michael
المصدر: SSRN Electronic Journal ; ISSN 1556-5068
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19
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20Electronic Resource
المؤلفون: Sherris, Michael, Actuarial Studies, Australian School of Business, UNSW, Ignatieva, Katja, Actuarial Studies, Australian School of Business, UNSW, Fung, Man Chung, Actuarial Studies, Australian School of Business, UNSW