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| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Asset allocation under threshold autoregressive models | Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang | 2012 | — | 
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| On valuing participating life insurance contracts with conditional heteroscedasticity | Siu, Tak Kuen; Lau, John W; Yang, Hailiang | 2007 | — |
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Author/Creator
- Ching, Wa-Ki (1)
- Lau, John W (1)
- Song, Na (1)
- Tong, Howell (1)
Subject Keyword
- APGARCH model (1)
- SETAR model (1)
- STAR model (1)
- asset allocation (1)
- conditional Esscher transforms (1)
- default option (1)
- dynamical programming (1)
- leverage effect (1)
- memoryness (1)
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