Andrew Cheuk-Yin Ng

487 total citations
22 papers, 350 citations indexed

About

Andrew Cheuk-Yin Ng is a scholar working on Demography, Finance and Management Science and Operations Research. According to data from OpenAlex, Andrew Cheuk-Yin Ng has authored 22 papers receiving a total of 350 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Demography, 11 papers in Finance and 8 papers in Management Science and Operations Research. Recurrent topics in Andrew Cheuk-Yin Ng's work include Insurance, Mortality, Demography, Risk Management (14 papers), Stochastic processes and financial applications (9 papers) and Probability and Risk Models (8 papers). Andrew Cheuk-Yin Ng is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (14 papers), Stochastic processes and financial applications (9 papers) and Probability and Risk Models (8 papers). Andrew Cheuk-Yin Ng collaborates with scholars based in Hong Kong, Canada and United States. Andrew Cheuk-Yin Ng's co-authors include Johnny Siu‐Hang Li, Hailiang Yang, Ingmar Schuster, Wai‐Sum Chan, Michael Monoyios, Yanxin Liu and Robert B. Durand and has published in prestigious journals such as International Review of Financial Analysis, Mathematics and Computers in Simulation and Stochastic Processes and their Applications.

In The Last Decade

Andrew Cheuk-Yin Ng

21 papers receiving 328 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Andrew Cheuk-Yin Ng Hong Kong 9 194 188 180 94 46 22 350
Ann De Schepper Belgium 14 279 1.4× 121 0.6× 102 0.6× 116 1.2× 38 0.8× 44 397
Bernard Wong Australia 12 249 1.3× 301 1.6× 215 1.2× 149 1.6× 75 1.6× 44 435
Jiwook Jang Australia 9 197 1.0× 167 0.9× 148 0.8× 112 1.2× 45 1.0× 36 372
Hansjörg Furrer Switzerland 5 168 0.9× 170 0.9× 108 0.6× 99 1.1× 44 1.0× 6 262
Thorsten Rheinländer United Kingdom 10 514 2.6× 186 1.0× 115 0.6× 281 3.0× 57 1.2× 28 629
Daniël Linders Belgium 10 267 1.4× 192 1.0× 110 0.6× 213 2.3× 59 1.3× 46 433
Masahiko Egami Japan 10 237 1.2× 187 1.0× 124 0.7× 130 1.4× 22 0.5× 34 341
Salvatore Federico Italy 13 313 1.6× 79 0.4× 127 0.7× 229 2.4× 14 0.3× 48 528
Alex Weissensteiner Italy 12 242 1.2× 144 0.8× 70 0.4× 158 1.7× 16 0.3× 63 380
Rongming Wang China 13 254 1.3× 349 1.9× 328 1.8× 219 2.3× 53 1.2× 58 491

Countries citing papers authored by Andrew Cheuk-Yin Ng

Since Specialization
Citations

This map shows the geographic impact of Andrew Cheuk-Yin Ng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andrew Cheuk-Yin Ng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrew Cheuk-Yin Ng more than expected).

Fields of papers citing papers by Andrew Cheuk-Yin Ng

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrew Cheuk-Yin Ng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andrew Cheuk-Yin Ng. The network helps show where Andrew Cheuk-Yin Ng may publish in the future.

Co-authorship network of co-authors of Andrew Cheuk-Yin Ng

This figure shows the co-authorship network connecting the top 25 collaborators of Andrew Cheuk-Yin Ng. A scholar is included among the top collaborators of Andrew Cheuk-Yin Ng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andrew Cheuk-Yin Ng. Andrew Cheuk-Yin Ng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Li, Johnny Siu‐Hang, Andrew Cheuk-Yin Ng, & Wai‐Sum Chan. (2015). Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression. International Review of Economics & Finance. 40. 217–230. 7 indexed citations
2.
Liu, Yanxin, Johnny Siu‐Hang Li, & Andrew Cheuk-Yin Ng. (2014). Option pricing under GARCH models with Hansen's skewed-t distributed innovations. The North American Journal of Economics and Finance. 31. 108–125. 16 indexed citations
3.
Ng, Andrew Cheuk-Yin & Johnny Siu‐Hang Li. (2013). Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models. North American Actuarial Journal. 17(1). 41–62. 22 indexed citations
4.
Ng, Andrew Cheuk-Yin, Johnny Siu‐Hang Li, & Wai‐Sum Chan. (2013). Pricing options on stocks denominated in different currencies: Theory and illustrations. The North American Journal of Economics and Finance. 26. 339–354. 7 indexed citations
5.
Ng, Andrew Cheuk-Yin, et al.. (2013). Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations. Statistics & Probability Letters. 83(11). 2553–2562. 1 indexed citations
6.
Ng, Andrew Cheuk-Yin, et al.. (2012). Stochastic life table forecasting: A time-simultaneous fan chart application. Mathematics and Computers in Simulation. 93. 98–107. 2 indexed citations
7.
Schuster, Ingmar, et al.. (2012). Generalized Linear Models. 62 indexed citations
8.
Durand, Robert B., et al.. (2011). Conditional beta: Evidence from Asian emerging markets. Global Finance Journal. 22(2). 130–153. 7 indexed citations
9.
Monoyios, Michael & Andrew Cheuk-Yin Ng. (2011). OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER. International Journal of Theoretical and Applied Finance. 14(1). 83–106. 2 indexed citations
10.
Ng, Andrew Cheuk-Yin & Johnny Siu‐Hang Li. (2011). Valuing variable annuity guarantees with the multivariate Esscher transform. Insurance Mathematics and Economics. 49(3). 393–400. 31 indexed citations
11.
Li, Johnny Siu‐Hang, Andrew Cheuk-Yin Ng, & Wai‐Sum Chan. (2010). On the calibration of mortality forward curves. Journal of Futures Markets. 31(10). 947–970. 6 indexed citations
12.
Ng, Andrew Cheuk-Yin. (2010). On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains. Astin Bulletin. 40(1). 281–306. 18 indexed citations
13.
Monoyios, Michael, et al.. (2010). Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics. 3(1). 13–38. 18 indexed citations
14.
Ng, Andrew Cheuk-Yin, Johnny Siu‐Hang Li, & Wai‐Sum Chan. (2010). Modeling investment guarantees in Japan: A risk-neutral GARCH approach. International Review of Financial Analysis. 20(1). 20–26. 8 indexed citations
15.
Ng, Andrew Cheuk-Yin, et al.. (2007). “Stochastic Annuities,” Daniel Dufresne, January 2007. North American Actuarial Journal. 11(3). 170–171. 10 indexed citations
16.
Ng, Andrew Cheuk-Yin. (2006). “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006. North American Actuarial Journal. 10(2). 112–116. 2 indexed citations
17.
Ng, Andrew Cheuk-Yin & Hailiang Yang. (2005). Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model. Astin Bulletin. 35(2). 351–361. 5 indexed citations
18.
Ng, Andrew Cheuk-Yin & Hailiang Yang. (2005). Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model. Astin Bulletin. 35(2). 351–361. 5 indexed citations
19.
Ng, Andrew Cheuk-Yin & Hailiang Yang. (2005). On the joint distribution of surplus before and after ruin under a Markovian regime switching model. Stochastic Processes and their Applications. 116(2). 244–266. 44 indexed citations
20.
Ng, Andrew Cheuk-Yin. (2005). “The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005. North American Actuarial Journal. 9(4). 131–134.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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