Macquarie University ResearchOnline
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Showing items 16 - 21 of 21.
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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| On Bayesian mixture credibility | Lau, John W; Siu, Tak Kuen; Yang, Hailiang | 2006 | — | 
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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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| 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 GARCH models : a dynamic Gerber-Shiu's approach | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2004 | — |
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| On a generalized form of risk measure | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2003 | — |
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| Risk and probability measures | Boyle, Phelim; Siu, Tak Kuen; Yang, Hailiang | 2002 | — |
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Author/Creator
- Siu, Tak Kuen (19)
- Elliott, Robert J (6)
- Lau, John W (5)
- Tong, Howell (4)
- Wang, Rongming (2)
- Wei, Jiaqin (2)
- Boyle, Phelim (1)
- Ching, Wa-Ki (1)
- Meng, Hui (1)
Subject Keyword
Resource Type
- journal article (18)
- conference paper (2)
- book chapter (1)
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