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A Hidden Markov regime-switching model for option valuation |
Liew, Chuin; Siu, Tak Kuen |
2010 |
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Achieving economic and ecological resilience through natural resource management |
Ranjan, Ram |
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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Loss reserving using loss aversion functions |
Choo, Weihao; de Jong, Piet |
2009 |
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Optimal investment and reinsurance of an insurer with model uncertainty |
Zhang, Xin; Siu, Tak Kuen |
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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A Game theoretic approach to option valuation under Markovian regime-switching models |
Siu, Tak Kuen |
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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Pricing currency options under two-factor Markov-modulated stochastic volatility models |
Siu, Tak Kuen; Yang, Hailiang; Lau, John W |
2008 |
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Jump diffusion processes and their applications in insurance and finance |
Jang, Jiwook |
2007 |
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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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Fair valuation of participating policies with surrender options and regime switching |
Siu, Tak Kuen |
2005 |
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List View
