| Affiliation: | 1. Department of Statistics and Actuarial Science, University of Hong Kong, Pokfulam Road, Hong Kong;2. Center for Financial Engineering and Department of Mathematics, Soochow University, Suzhou 215006, PR China;1. School of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, Kent CT2 7NF, UK;2. Department of Statistics, University of Haifa, Mount Carmel, Haifa 31905, Israel;3. CEPAR, Risk and Actuarial Studies, UNSW Business School, UNSW, Sydney NSW 2052, Australia;1. Department of Finance and Insurance, Hongik University, 2639 Sejong-ro, Jochiwon-eup, Sejong, 339-701, Republic of Korea;2. Department of Statistics and Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, ON, Canada |
