Meng Wang

University of Liverpool - Institute of Financial and Actuarial Mathematics

PhD student

Peach Street

Liverpool, L697ZL

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

144

CITATIONS

0

Scholarly Papers (2)

1.

ARFIMA Models and the Hurst Measures: An Investigation of Commodity Daily Index and Futures Prices

Number of pages: 29 Posted: 17 Feb 2016
Hirbod Assa, Meng Wang and Calum G. Turvey
University of Liverpool, University of Liverpool - Institute of Financial and Actuarial Mathematics and Cornell University - School of Applied Economics and Management
Downloads 108 (250,107)

Abstract:

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2.

Modeling Frost Losses: Application to Pricing Frost Insurances

North American Actuarial Journal, Volume 22, Issue 1, pp. 137-159, March 2018, DOI:10.1080/10920277.2017.1387571
Number of pages: 38 Posted: 10 May 2017 Last Revised: 20 Mar 2018
University of Liverpool, University of Liverpool - Institute of Financial and Actuarial Mathematics and Monash University - Department of Econometrics & Business Statistics
Downloads 36 (438,506)

Abstract:

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Frost Insurance, Risk Premiums, Stop-Loss Policy