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Loss reserving using loss aversion functions |
Choo, Weihao; de Jong, Piet |
2009 |
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Semiparametric model for prediction of individual claim loss reserving |
Zhao, Xiao Bing; Zhou, Xian; Wang, Jing Long |
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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A New characterization of distortion premiums via countable additivity for comonotonic risks |
Wu, Xianyi; Zhou, Xian |
2006 |
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An Improved multivariate Markov chain model for credit risk |
Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; Li, Tang... More
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2009 |
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A Markovian regime-switching stochastic differential game for portfolio risk minimization |
Elliott, Robert J; Siu, Tak Kuen |
2008 |
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Insurance claims modulated by a hidden marked point process |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
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Pricing risky debts under a Markov-modulated Merton model with completely random measures |
Lau, John W; Siu, Tak Kuen |
2008 |
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On a generalized form of risk measure |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2003 |
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On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2004 |
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A Dynamic binomial expansion technique for credit risk measurement : a Bayesian filtering approach |
Woo, Wing Hoe; Siu, Tak Kuen |
2004 |
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On Bayesian value at risk : from linear to non-linear portfolios |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2004 |
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Option pricing under autoregressive random variance models |
Siu, Tak Kuen |
2006 |
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On Bayesian mixture credibility |
Lau, John W; Siu, Tak Kuen; Yang, Hailiang |
2006 |
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Option pricing for GARCH models with Markov switching |
Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung |
2006 |
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