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On mean-variance porfolio selection under a hidden Markovian regime-switching model |
Elliott, Robert J; Siu, Tak Kuen; Badescu, Alexandru |
2010 |
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On risk minimizing portfolios under Markovian regime-switching Black-Scholes economy |
Elliott, Robert J; Siu, Tak Kuen |
2010 |
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Optimal portfolios with regime switching and value-at-risk constraint |
Yiu, Ka-Fai Cedric; Liu, Jingzhen; Siu, Tak Kuen; Ching, Wai-Ki |
2010 |
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Option valuation under a multivariate Markov chain model |
Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Fung, Eric S; Ng, Micheal K |
2010 |
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Portfolio selection in the enlarged Markovian regime-switching market |
Zhang, Xin; Siu, Tak Kuen; Meng, Qingbin |
2010 |
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Semiparametric estimation in transformation models with cure fraction |
Zhao, Xiaobing; Zhou, Xian |
2010 |
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"Someone else's problem" : the failure of the guarantee security life insurance company |
Ferris, S |
2010 |
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Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors |
You, Jinhong; Zhou, Xian; Zhou, Yong |
2010 |
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Statistical inference on seemingly unrelated varying coefficients partially linear models |
You, Jinhong; Zhou, Xian |
2010 |
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A change-point model for survival data with long-term survivors |
Zhao, Xiaobing; Wu, Xianyi; Zhou, Xian |
2009 |
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The Cost of delay in a mortgage/credit loan portfolio |
Jang, Jiwook |
2009 |
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The Credibility premiums for models with dependence induced by common effects |
Wen, Limen; Wu, Xianyi; Zhou, Xian |
2009 |
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Esscher transforms and consumption-based models |
Badescu, Alex; Elliott, Robert J; Siu, Tak Kuen |
2009 |
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Estimation of multi-stage survival distributions based on age-stage data |
Wu, Xianyi; Wang, Jinglong; Zhou, Xian |
2009 |
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A Higher-order Markov-switching model for risk measurement |
Siu, T. K; Ching, W. K; Fung, E; Ng, M; Li, X |
2009 |
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