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Marginal regression models with time-varying coefficients for recurrent event data |
Sun, Liuquan; Zhou, Xian; Guo, Shaojun |
2011 |
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Scheduling deteriorating jobs on a single machine subject to breakdowns |
Cai, Xiaoqiang; Wu, Xianyi; Zhou, Xian |
2011 |
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Applying copula models to individual claim loss reserving methods |
Zhao, XiaoBing; Zhou, Xian |
2010 |
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Bond pricing under a Markovian regime-switching jump-augmented Vasicek model via stochastic flows |
Siu, Tak Kuen |
2010 |
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Can expected shortfall and value-at-risk be used to statically hedge options? |
Wylie, Jonathan J; Zhang, Qiang; Siu, Tak Kuen |
2010 |
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Determining and allocating diversification benefits for a portfolio of risks |
Choo, Weihao; De Jong, Piet |
2010 |
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Discussion of paper already published : "Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008 |
Siu, Tak Kuen |
2010 |
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Empirical receiver operating characteristic curve for two-sample comparison with cure fractions |
Zhao, Xiaobing; Zhou, Xian |
2010 |
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Fast senstitivity computations for Monte Carlo valuation of pension funds |
Pitt, David; Joshi, Mark |
2010 |
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Filtering a Markov modulated random measure |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2010 |
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A Hidden Markov regime-switching model for option valuation |
Liew, Chuin; Siu, Tak Kuen |
2010 |
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How to destablise the financial system : a beginner's guide |
Ferris, Shauna |
2010 |
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Joint mortality modeling based on Lee-Carter model |
Xu, Jianhui (Tandy) |
2010 |
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The Legal obligations of superannuation fund trustees : the VBN v APRA litigation |
Ferris, Shauna; Gillies, Peter |
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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List View
