Sung Nok Chiu

Management Science and Operations Research · 2000–2005

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 9 citations into it; #4,850 of 11,946 by trust here, #5,548 by citations
• Demography — 7 citations into it; #2,953 of 4,236 by trust here, #3,224 by citations
• Finance — 5 citations into it; #4,690 of 10,518 by trust here, #5,523 by citations

Whom Sung Nok Chiu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Guojing Wang
2. Søren Asmussen
3. Rong Wu
4. Paul Embrechts
5. Jem N. Corcoran
6. Hailiang Yang
7. Andreas E. Kyprianou
8. Florin Avram
9. Rüdiger Frey

Who trusts Sung Nok Chiu overall

1. Andreas E. Kyprianou
2. Shuanming Li
3. Chuancun Yin
4. Xiaowen Zhou
5. José Garrido
6. Friedrich Hubalek

Papers from Sung Nok Chiu's perspective

Ordered by how strongly the researchers Sung Nok Chiu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Modelling Extremal Events for Insurance and Finance
2. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
3. Some distributions for classical risk process that is perturbed by diffusion
4. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
5. Stochastic processes in insurance and finance
6. Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
7. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
8. Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
9. Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
10. The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance

Their papers

• Passage times for a spectrally negative Lévy process with applications to risk theory (2005) — 69 citations
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion (2003) — 49 citations
• Spatial Tessellations: Concepts and Applications of Voronoi Diagrams, Second Edition (2000) — 494 citations