 |
A Markovian regime-switching stochastic differential game for portfolio risk minimization |
Elliott, Robert J; Siu, Tak Kuen |
2008 |
|
|
 |
Insurance claims modulated by a hidden marked point process |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
|
|
 |
Nonparametric Bayesian estimation based on beta prior in cure model |
Zhao, Xiaobing; Xiao, Ciului; Zhou, Xian |
2009 |
|
|
 |
Option valuation under a multivariate Markov chain model |
Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Fung, Eric S; Ng, Micheal K |
2010 |
|
|
 |
Applying copula models to individual claim loss reserving methods |
Zhao, XiaoBing; Zhou, Xian |
2010 |
|
|
 |
Portfolio selection in the enlarged Markovian regime-switching market |
Zhang, Xin; Siu, Tak Kuen; Meng, Qingbin |
2010 |
|
|
 |
Filtering a Markov modulated random measure |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2010 |
|
|
 |
The Legal obligations of superannuation fund trustees : the VBN v APRA litigation |
Ferris, Shauna; Gillies, Peter |
2010 |
|
|
 |
Scheduling deteriorating jobs on a single machine subject to breakdowns |
Cai, Xiaoqiang; Wu, Xianyi; Zhou, Xian |
2011 |
|
|
 |
Pricing participating products under a generalized jump-diffusion model |
Siu, Tak Kuen; Lau, John W; Yang, Hailiang |
2008 |
|
|
 |
Energy flux of Alfvén waves in weakly ionized plasma |
Vranjes, J; Poedts, S; Pandey, B. P; De Pontieu, B |
2008 |
|
|
 |
Weaving a web of consistency : applying constructive alignment |
Shepherd, John |
2002 |
|
|
 |
Lee-Carter mortality forecasting : a multi-country comparison of variants and extensions |
Booth, Heather; Hyndman, Rob J; Tickle, Leonie; de Jong, Piet |
2006 |
|
|
 |
Transform approach for operational risk modeling : value-at-risk and tail conditional expectation |
Jang, Jiwook; Fu, Genyuan |
2008 |
—
|
|
 |
A Valuation model for perpetual convertible bonds with Markov regime switching models |
Song, Na; Jiao, Yue; Ching, Wai-Ki; Siu, Tak-Kuen; Wu, Zhen-Yu |
2009 |
—
|
|
List View
