Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 5 of 5.

Add to Quick Collection   All 5 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/230090
Description: Transition probabilities between four labor market states (full-time employment, part-time employment, unemployment and inactive) for three age groups (the young, mature and old) are calculated using ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/212555
Description: In this paper, we investigate the valuation of bond options under a Markovian regime-switching Hull-White model, where both the mean-reverting level and the volatility of the interest rate are modulat ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/212851
Description: In this paper we consider an equity-indexed annuity (EIA) investor who wants to determine when he should surrender the EIA in order to maximize his logarithmic utility of the wealth at surrender time. ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/168678
Description: Recurrent event data are often encountered in longitudinal follow-up studies in many important areas such as biomedical science, econometrics, reliability, criminology and demography. Multiplicative m ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/209637
Description: In this paper we propose a semiparametric model to fit medical cost data with a proportion of zero cost values. In our model, the unknown cumulative cost is defined to be a function of the failure tim ... More
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last