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Title	Author/Creator	Date	Full Text
A Hidden Markov regime-switching model for option valuation	Liew, Chuin; Siu, Tak Kuen	2010	—
The Credibility premiums for models with dependence induced by common effects	Wen, Limen; Wu, Xianyi; Zhou, Xian	2009	—
Esscher transforms and consumption-based models	Badescu, Alex; Elliott, Robert J; Siu, Tak Kuen	2009	—
Loss reserving using loss aversion functions	Choo, Weihao; de Jong, Piet	2009	—
Optimal investment and reinsurance of an insurer with model uncertainty	Zhang, Xin; Siu, Tak Kuen	2009	—
Semiparametric model for prediction of individual claim loss reserving	Zhao, Xiao Bing; Zhou, Xian; Wang, Jing Long	2009	—
A Game theoretic approach to option valuation under Markovian regime-switching models	Siu, Tak Kuen	2008	—
Graduates' use of spreadsheet tools in learning and applying financial mathematics	Kyng, Timothy; Taylor, Paul	2008	—
On option pricing under a completely random measure via a generalized Esscher transform	Lau, John W; Siu, Tak Kuen	2008	—
Jump diffusion processes and their applications in insurance and finance	Jang, Jiwook	2007	—
A New characterization of distortion premiums via countable additivity for comonotonic risks	Wu, Xianyi; Zhou, Xian	2006	—

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