Browsing by Author Siu, TK

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TitleAuthor(s)Issue DateViews
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
146
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
149
 
2007
102
 
2009
207
 
Nonparametric Bayesian Credibility
Journal:Australian Actuarial Journal
2009
132
 
On a generalised form of risk measure
Journal:Australian Actuarial Journal
2003
106
 
2005
237
 
On Bayesian mixture credibility
Journal:ASTIN Bulletin
2006
227
 
2004
108
On infectious models for dependent default risk
Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011
2011
120
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
66
 
2004
93
 
2008
133
 
2011
235
 
2007
193
 
2013
62
 
Optimal insurance risk control with multiple reinsurers
Journal:Journal of Computational and Applied Mathematics
2016
97
 
2010
201
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
155
 
Option pricing when the regime-switching risk is priced
Journal:Acta Mathematicae Applicatae Sinica
2009
69