Kai W. Ng

发表

Continuous-time optimal portfolio selection using mean-CaR models

Zhong-Fei Li, Kai W. Ng, Xiao-Tie Deng, 2007 .

The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables

Kai W. Ng, Anyue Chen, Yiqing Chen, 2010, Journal of Applied Probability.

Precise large deviations for sums of random variables with consistently varying tails

Hailiang Yang, Qihe Tang, Kai W. Ng, 2004, Journal of Applied Probability.

Characterization of Distributional Forms for Compositional Data and Associated Distributional Tests

Kai W. Ng, John Aitchison, Gloria Mateu-Figueras, 2003 .

Ruin probabilities for a risk process with stochastic return on investments

Kai W. Ng, Kam Chuen Yuen, Guojing Wang, 2004 .

PRECISE LARGE DEVIATIONS FOR THE PROSPECTIVE-LOSS PROCESS

Hailiang Yang, Qihe Tang, Kai W. Ng, 2003 .

Tail behavior of negatively associated heavy-tailed sums

Kai W. Ng, K. Ng, J. Geluk, 2006, Journal of Applied Probability.

Asymptotic distributions of principal components based on robust dispersions

Hengjian Cui, Kai W. Ng, Xuming He, 2003 .