Browsing by Author Siu, TK

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TitleAuthor(s)Issue DateViews
 
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
 
Option pricing when the regime-switching risk is priced
Journal:Acta Mathematicae Applicatae Sinica
2009
59
 
Option valuation by a self-exciting threshold binomial model
Journal:Mathematical and Computer Modelling
2013
67
Option valuation under a multivariate Markov chain model
Proceeding/Conference:3rd International Joint Conference on Computational Sciences and Optimization, CSO 2010: Theoretical Development and Engineering Practice
2010
57
 
A PDE Approach To Multivariate Risk Theory
Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
2012
79
 
2008
108