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Modelling long-term investment returns via Bayesian infinite mixture time series models |
Lau, John W; Siu, Tak Kuen |
2008 |
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Mortality modelling and forecasting : a review of methods |
Booth, H; Tickle, L |
2008 |
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On option pricing under a completely random measure via a generalized Esscher transform |
Lau, John W; Siu, Tak Kuen |
2008 |
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A PDE approach for risk measures for derivatives with regime switching |
Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung |
2008 |
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The Pricing of credit default swaps under a Markov-modulated Merton's structural model |
Siu, Tak Kuen; Erlwein, Christina; Mamon, Rogemar |
2008 |
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Pricing participating products under a generalized jump-diffusion model |
Siu, Tak Kuen; Lau, John W; Yang, Hailiang |
2008 |
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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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Ruin theory under a generalized jump-diffusion model with regime switching |
Siu, Tak Kuen; Lau, John W; Yang, Hailiang |
2008 |
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Stochastic scheduling to minimize expected maximum lateness |
Wu, Xianyi; Zhou, Xian |
2008 |
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Transform approach for operational risk modeling : value-at-risk and tail conditional expectation |
Jang, Jiwook; Fu, Genyuan |
2008 |
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Understanding statistical variation : a response to Sharma |
Farmer, Jim |
2008 |
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Ansett's superannuation fund : a case study in insolvency |
Ferris, Shauna |
2007 |
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Graduates' use of spreadsheet tools in learning and applying financial mathematics |
Kyng, Timothy |
2007 |
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The Impact of children on Australian women's and men's superannuation |
Parr, Nicholas; Ferris, Shauna; Mahuteau, Stéphane |
2007 |
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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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