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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| 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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| On Bayesian mixture credibility | Lau, John W; Siu, Tak Kuen; Yang, Hailiang | 2006 | — |
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| On Bayesian value at risk : from linear to non-linear portfolios | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2004 | — |
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| On pricing derivatives under nonlinear time series models | Siu, Tak Kuen; Yang, Hailiang | 2007 | — |
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Author/Creator
- Elliott, Robert J (2)
- Lau, John W (1)
- Tong, Howell (1)
Subject Keyword
- 010200 Applied Mathematics (1)
- Bayesian method (1)
- Bayesian mixture models (1)
- Gerber-Shiu's model (1)
- clustering (1)
- credibility premium principle (1)
- credibility theory (1)
- dirichlet process (1)
- infinite mixture (1)
Resource Type
- journal article (3)
- conference paper (2)
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