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Celeste Chai

  • Title: Ms
  • Position: PhD Student - Department of Applied Finance and Actuarial Studies

Contact Details

Student information

  • Load: PhD Student Full Time
  • Principal supervisor: Dr Xian Zhou
  • Date of submission: 16/02/2015
  • Thesis title: GARCH Models for Pricing and Hedging Insurance Products and Developing a Stochastic Mortality Model
  • Keywords: GARCH; Stochastic Mortality; QMLE; Double Exponential