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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Long-term strategic asset allocation with inflation risk and regime switching | Siu, Tak Kuen | 2011 | — | 
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| A Risk-based approach for pricing American options under a generalized Markov regime-switching model | Elliott, Robert J; Siu, Tak Kuen | 2011 | — |
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| A Stochastic differential game for optimal investment of an insurer with regime switching | Elliott, Robert J; Siu, Tak Kuen | 2011 | — |
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| Tail dependence and skew distributions | Fung, Thomas; Seneta, Eugene | 2011 | — |
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| Can expected shortfall and value-at-risk be used to statically hedge options? | Wylie, Jonathan J; Zhang, Qiang; Siu, Tak Kuen | 2010 | — |
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| On a multivariate Markov chain model for credit risk measurement | Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Micheal K | 2005 | — |
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Author/Creator
- Siu, Tak Kuen (4)
- Elliott, Robert J (2)
- Ching, Wai-Ki (1)
- Fung, Eric S (1)
- Fung, Thomas (1)
- Ng, Micheal K (1)
- Seneta, Eugene (1)
- Siu, Tak-Kuen (1)
- Wylie, Jonathan J (1)
- Zhang, Qiang (1)
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