Showing results 13 to 32 of 55
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Title | Author(s) | Issue Date | |
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Filtering a markov modulated random measure Journal:IEEE Transactions on Automatic Control | 2010 | ||
A high-order Markov-switching model for risk measurement Journal:Computers and Mathematics with Applications | 2009 | ||
How correlation risk in basket credit derivatives might be priced and managed? Journal:IMA Journal of Management Mathematics | 2021 | ||
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk | 2009 | ||
An Incremental Learning Agent for Personalized WWW Searching Proceeding/Conference:Proceeding of the 3rd Pacific Asia Conference on Knowledge Discovery and Data Mining, PAKDD-99 | 1999 | ||
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference | 2007 | ||
Interacting Default Intensity with a Hidden Markov Process Journal:Quantitative Finance | 2017 | ||
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics | 2007 | ||
2013 | |||
A Markovian infectious model for dependent default risk Journal:International Journal of Intelligent Engineering Informatics | 2011 | ||
A Markovian Network Model for Default Risk Management, Journal:International Journal of Intelligent Engineering Informatics | 2010 | ||
Martingale Representation and Hedging Contingent Claims With Regime Switching Journal:Communications on Stochastic Analysis | 2007 | ||
Modeling default data via an interactive hidden markov model Journal:Computational Economics | 2009 | ||
Nonparametric Bayesian Credibility Journal:Australian Actuarial Journal | 2009 | ||
On a generalised form of risk measure Journal:Australian Actuarial Journal | 2003 | ||
On a multivariate Markov chain model for credit risk measurement Journal:Quantitative Finance | 2005 | ||
On Bayesian mixture credibility Journal:ASTIN Bulletin | 2006 | ||
On Bayesian value at risk: from linear to non-linear portfolios Journal:Asia-Pacific Financial Markets | 2004 | ||
On infectious models for dependent default risk Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011 | 2011 | ||
On Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics | 2013 |