Macquarie University ResearchOnline
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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Pricing risky debts under a Markov-modulated Merton model with completely random measures | Lau, John W; Siu, Tak Kuen | 2008 | — | 
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| On Bayesian mixture credibility | Lau, John W; Siu, Tak Kuen; Yang, Hailiang | 2006 | — |
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| On option pricing under a completely random measure via a generalized Esscher transform | Lau, John W; Siu, Tak Kuen | 2008 | — |
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| Modelling long-term investment returns via Bayesian infinite mixture time series models | Lau, John W; Siu, Tak Kuen | 2008 | — |
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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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| Pricing participating products under a generalized jump-diffusion model | Siu, Tak Kuen; Lau, John W; Yang, Hailiang | 2008 |
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Author/Creator
- Yang, Hailiang (3)
Subject Keyword
- 010200 Applied Mathematics (3)
- 010400 Statistics (2)
- 140200 Applied Economics (1)
- 140300 Econometrics (1)
- 150200 Banking, Finance and Investment (1)
- Bayesian MAR models (1)
- Bayesian mixture AR-ARCH models (1)
- Bayesian mixture models (1)
- Clustering of returns (1)
- Completely random measure process (1)
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