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| Title | Author/Creator | Date | Full Text | Reviewed | |
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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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| On Bayesian mixture credibility | Lau, John W; Siu, Tak Kuen; Yang, Hailiang | 2006 | — |
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| On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2004 | — |
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| Option pricing when the regime-switching risk is priced | Siu, Tak Kuen; Yang, Hailiang | 2009 | — |
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| Ruin theory under a generalized jump-diffusion model with regime switching | Siu, Tak Kuen; Lau, John W; Yang, Hailiang | 2008 | — |
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| Option pricing under threshold autoregressive models by threshold Esscher transform | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2006 |
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Author/Creator
- Lau, John W (2)
- Tong, Howell (2)
- Elliott, Robert J (1)
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