Browsing by Author Siu, TK

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TitleAuthor(s)Issue DateViews
2013
158
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
71
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
118
 
2007
47
 
2009
106
 
Nonparametric Bayesian Credibility
Journal:Australian Actuarial Journal
2009
63
 
On a generalised form of risk measure
Journal:Australian Actuarial Journal
2003
49
 
2005
166
 
On Bayesian mixture credibility
Journal:ASTIN Bulletin
2006
156
 
2004
113
On infectious models for dependent default risk
Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011
2011
48
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
69
 
2004
48
 
2008
72
 
2011
126
 
2007
90
 
2013
49
 
Optimal insurance risk control with multiple reinsurers
Journal:Journal of Computational and Applied Mathematics
2016
61
 
2010
118
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
73