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Title	Author/Creator	Date	Full Text
Inference in the additive risk model with time-varying covariates subject to measurement errors	Sun, Liuquan; Zhou, Xian	2008	—
A Linear-time nearest point algorithm for the lattice A*n	McKilliamy, Robby G; Clarkson, I. Vaughan L; Smith, Warren D; Quinn, Barry G	2008
A Markovian regime-switching stochastic differential game for portfolio risk minimization	Elliott, Robert J; Siu, Tak Kuen	2008
On option pricing under a completely random measure via a generalized Esscher transform	Lau, John W; Siu, Tak Kuen	2008	—
Pricing currency options under two-factor Markov-modulated stochastic volatility models	Siu, Tak Kuen; Yang, Hailiang; Lau, John W	2008	—
Pricing participating products under a generalized jump-diffusion model	Siu, Tak Kuen; Lau, John W; Yang, Hailiang	2008
Risk minimizing option pricing in a regime switching market	Deshpande, Amogh; Ghosh, Mrinal K	2008	—
Saddlepoint approximation for semi-Markov processes with application to a cardiovascular randomised study	Lô, Serigne N; Heritier, Stephane; Hudson, Malcolm	2008	—
Towards a "start-to-finish" approach to the fitting of traffic accident models	Wood, G. R; Turner, S	2008	—
Transform approach for operational risk modeling : value-at-risk and tail conditional expectation	Jang, Jiwook; Fu, Genyuan	2008	—
Grapharti : a new visual summary of data	Green, Hilary	2007	—
Jump diffusion processes and their applications in insurance and finance	Jang, Jiwook	2007	—
Modelling IVF data using an extended continuation ratio random effects model	Penman, Ruth; Heller, Gillian; Tyler, John	2007	—
Pricing options under a generalized Markov modulated jump diffusion model	Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung; Lau, John W	2007	—
Randomly stopped models	Heller, Gillian; Stasinopoulos, Mikis; Rigby, Robert	2007	—