Macquarie University ResearchOnline
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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Filtering a Markov modulated random measure | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2010 | 
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| A Partial differential equation approach to multivariate risk theory | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2012 | — | ||
| Insurance claims modulated by a hidden marked point process | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2007 |
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| On a generalized form of risk measure | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2003 | — |
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| Martingale representation for contingent claims with regime switching | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2007 | — |
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| Ruin theory in a hidden Markov-modulated risk model | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2011 | — |
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- journal article (4)
- book chapter (1)
- conference paper (1)
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