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Title	Author/Creator	Date	Full Text
Filtering a Markov modulated random measure	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2010
Option pricing when the regime-switching risk is priced	Siu, Tak Kuen; Yang, Hailiang	2009	—
Pricing participating products under a generalized jump-diffusion model	Siu, Tak Kuen; Lau, John W; Yang, Hailiang	2008
Ruin theory under a generalized jump-diffusion model with regime switching	Siu, Tak Kuen; Lau, John W; Yang, Hailiang	2008	—
Insurance claims modulated by a hidden marked point process	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2007
Martingale representation for contingent claims with regime switching	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2007	—
On Bayesian mixture credibility	Lau, John W; Siu, Tak Kuen; Yang, Hailiang	2006	—
On Bayesian value at risk : from linear to non-linear portfolios	Siu, Tak Kuen; Tong, Howell; Yang, Hailiang	2004	—
On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach	Siu, Tak Kuen; Tong, Howell; Yang, Hailiang	2004	—
On a generalized form of risk measure	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2003	—
Risk and probability measures	Boyle, Phelim; Siu, Tak Kuen; Yang, Hailiang	2002	—