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Browsing by Author Siu, TK
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Showing results 4 to 21 of 21
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Title
Author(s)
Issue Date
A high-order Markov-switching model for risk measurement
Journal:
Computers and Mathematics with Applications
Siu, TK
Ching, WK
Fung, E
Ng, M
Li, X
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
Ng, V
Siu, TK
Cheung, DWL
1999
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:
Proceedings of the American Control Conference
Elliott, RJ
Siu, TK
Yang, H
2007
Interactive hidden Markov models and their applications
Journal:
IMA Journal Management Mathematics
Ching, WK
Fung, E
Ng, M
Siu, TK
Li, WK
2007
A Markovian infectious model for dependent default risk
Journal:
International Journal of Intelligent Engineering Informatics
Gu, JW
Ching, WK
Siu, TK
2011
A Markovian Network Model for Default Risk Management,
Journal:
International Journal of Intelligent Engineering Informatics
Ching, WK
Leung, HY
Jiang, H
Sun, L
Siu, TK
2010
Modeling default data via an interactive hidden markov model
Journal:
Computational Economics
Ching, WK
Siu, TK
Li, LM
Li, T
Li, WK
2009
On Bayesian mixture credibility
Journal:
ASTIN Bulletin
Lau, JW
Siu, TK
Yang, H
2006
On supply chain coordination for false failure returns: A quantity discount contract approach
Journal:
International Journal of Production Economics
Huang, X
Choi, SM
Ching, WK
Siu, TK
Huang, M
2011
Optimal insurance risk control with multiple reinsurers
Journal:
Journal of Computational and Applied Mathematics
Meng, H
Siu, TK
Yang, H
2016
Optimal portfolios with regime switching and value-at-risk constraint
Journal:
Automatica
Yiu, KFC
Liu, J
Siu, TK
Ching, WK
2010
Option pricing when the regime-switching risk is priced
Journal:
Acta Mathematicae Applicatae Sinica
Siu, TK
Yang, H
2009
Option valuation by a self-exciting threshold binomial model
Journal:
Mathematical and Computer Modelling
Yuen, FL
Siu, TK
Yang, H
2013
Pricing currency options under two-factor Markov-modulated stochastic volatility models
Journal:
Insurance: Mathematics and Economics
Siu, TK
Yang, H
Lau, JW
2008
A real option approach to optimal inventory management of retail products
Journal:
Journal of Industrial and Management Optimization
Huang, X
Song, N
Ching, WK
Siu, TK
Yiu, KFC
2012
Risk measures and behaviors for bonds under stochastic interest rate models
Journal:
Mathematical and Computer Modelling
Song, N
Siu, TK
Alavi Fard, F
Ching, WK
Fung, ES
2012
Ruin theory in a hidden markov-modulated risk model
Journal:
Stochastic Models
Elliott, RJ
Siu, TK
Yang, H
2011
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:
International Journal of Pure and Applied Mathematics
Song, N
Jiao, Y
Ching, WK
Siu, TK
Wu, ZY
2009
