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Title Author/Creator Date Full Text Reviewed
Add Mean reversion in investment markets : the implications for investors and regulators Asher, A 2007 — Reviewed
Add Pension benefit design : flexibility and the integration of insurance benefits over the life cycle Asher, A 2007 — Reviewed
Add Strategic risk management : mapping the commmanding heights and hazards Asher, Anthony; Gale, Andrew 2007 — Reviewed
Add Report on the lump sum experience investigation 1998-99 Barn, G; Berry, P; Mark, A. T; Service, D; Turner, S. G... More 2005 — Reviewed
Add An Improved multivariate Markov chain model for credit risk Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; Li, Tang... More 2009 — Reviewed
Add Model Selection and claim frequency for workers' compensation insurance Cui, Jisheng; Pitt, David; Qian, Guoqi 2010 — Reviewed
Add Insurance claims modulated by a hidden marked point process Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang 2007 Full Text Reviewed
Add On a generalized form of risk measure Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang 2003 — Reviewed
Add Option pricing for GARCH models with Markov switching Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung 2006 — Reviewed
Add A PDE approach for risk measures for derivatives with regime switching Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung 2008 — Reviewed
Add How to destabilise the financial system : a beginners' guide Ferris, Shauna 2009 — Reviewed
Add The Cost of delay in a mortgage/credit loan portfolio Jang, Jiwook 2009 — Reviewed
Add Martingale approach for moments of discounted aggregate claims Jang, Ji-Wook 2004 — Reviewed
Add Towards decoding currency volatilities Juttner, D. Johannes; Leung, Wayne 2009 — Reviewed
Add On Bayesian mixture credibility Lau, John W; Siu, Tak Kuen; Yang, Hailiang 2006 — Reviewed
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Author/Creator
  • Siu, Tak Kuen (7)
  • Elliott, Robert J (4)
  • Yang, Hailiang (4)
  • Asher, A (2)
  • Chan, Leunglung (2)
  • Ching, Wai-Ki (2)
  • Ferris, Shauna (2)
  • Pitt, David (2)
  • Wang, Jinglong (2)
  • Wu, Xianyi (2)
Subject Keyword
  • 010200 Applied Mathematics (7)
  • Esscher transform (2)
  • credibility premium principle (2)
  • mortality (2)
  • American options (1)
  • Bayesian method (1)
  • Bayesian mixture models (1)
  • Delta-neutral hedging (1)
  • Dirichlet process (1)
Resource Type
  • journal article (19)
  • conference paper (4)
  • book chapter (1)
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150200 Banking, Finance and Investment

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