Showing results 16 to 35 of 55
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk | 2009 | 147 | ||
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 | 85 | ||
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference | 2007 | 150 | ||
Interacting Default Intensity with a Hidden Markov Process Journal:Quantitative Finance | 2017 | 74 | ||
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics | 2007 | 129 | ||
| 2013 | 142 | |||
A Markovian infectious model for dependent default risk Journal:International Journal of Intelligent Engineering Informatics | 2011 | 142 | ||
A Markovian Network Model for Default Risk Management, Journal:International Journal of Intelligent Engineering Informatics | 2010 | 138 | ||
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 | 210 | ||
Nonparametric Bayesian Credibility Journal:Australian Actuarial Journal | 2009 | |||
On a generalised form of risk measure Journal:Australian Actuarial Journal | 2003 | 96 | ||
On a multivariate Markov chain model for credit risk measurement Journal:Quantitative Finance | 2005 | 180 | ||
On Bayesian mixture credibility Journal:ASTIN Bulletin | 2006 | 232 | ||
On Bayesian value at risk: from linear to non-linear portfolios Journal:Asia-Pacific Financial Markets | 2004 | 84 | ||
On infectious models for dependent default risk Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011 | 2011 | 105 | ||
On Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics | 2013 | 51 | ||
On pricing derivatives under GARCH models: a dynamic gerber-shiu approach Journal:North American Actuarial Journal | 2004 | 82 | ||
On Pricing Derivatives under Nonlinear Time Series Models Proceeding/Conference:PAMM | 2008 | 118 | ||
On supply chain coordination for false failure returns: A quantity discount contract approach Journal:International Journal of Production Economics | 2011 | 222 |