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A Bayesian approach to parameter estimation for kernel density estimation via transformations |
Liu, Qing; Pitt, David; Zhang, Xibin; Wu, Xueyuan |
2011 |
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Matrix-form recursive evaluation of the aggregate claims distribution revisited |
Siaw, Kok Keng; Wu, Xueyuan; Pitt, David; Wang, Yan |
2011 |
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Fast senstitivity computations for Monte Carlo valuation of pension funds |
Pitt, David; Joshi, Mark |
2010 |
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Model Selection and claim frequency for workers' compensation insurance |
Cui, Jisheng; Pitt, David; Qian, Guoqi |
2010 |
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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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Nonparametric Bayesian credibility |
Siu, T. K; Yang, H |
2009 |
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Developing a stress testing framework based on market risk models |
Alexander, Carol; Sheedy, Elizabeth |
2008 |
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Spot and derivative pricing in the EEX power market |
Bierbrauer, Michael; Menn, Christian; Rachev, Svetlozar T; Trück, Stefan |
2007 |
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Interventions in the Yen-dollar spot market : a story of price, volatility and volume |
Kim, Suk-Joong; Sheen, Jeffrey |
2006 |
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On Bayesian mixture credibility |
Lau, John W; Siu, Tak Kuen; Yang, Hailiang |
2006 |
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On a multivariate Markov chain model for credit risk measurement |
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Micheal K |
2005 |
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Report on the lump sum experience investigation 1998-99 |
Barn, G; Berry, P; Mark, A. T; Service, D; Turner, S. G... More
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2005 |
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Approximating the bias and variance of chain ladder estimates under a compound poisson model |
Yogaranpan, Janagan; Clarke, Sue; Ferris, Shauna; Pollard, John |
2004 |
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