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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Option pricing when the regime-switching risk is priced | Siu, Tak Kuen; Yang, Hailiang | 2009 | — | 
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| On pricing derivatives under nonlinear time series models | Siu, Tak Kuen; Yang, Hailiang | 2007 | — |
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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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| On valuing participating life insurance contracts with conditional heteroscedasticity | Siu, Tak Kuen; Lau, John W; Yang, Hailiang | 2007 | — |
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| Pricing currency options under two-factor Markov-modulated stochastic volatility models | Siu, Tak Kuen; Yang, Hailiang; Lau, John W | 2008 | — |
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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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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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