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Showing results 27 to 46 of 55 < previous next >

Title	Author(s)	Issue Date
On a generalised form of risk measure Journal:Australian Actuarial Journal	Elliott, RJ Siu, TK Yang, H	2003
On a multivariate Markov chain model for credit risk measurement Journal:Quantitative Finance	Siu, TK Ching, WK Fung, ES Ng, MK	2005
On Bayesian mixture credibility Journal:ASTIN Bulletin	Lau, JW Siu, TK Yang, H	2006
On Bayesian value at risk: from linear to non-linear portfolios Journal:Asia-Pacific Financial Markets	Siu, TK Tong, H Yang, H	2004
On infectious models for dependent default risk Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011	Gu, J Ching, WK Siu, TK	2011
On Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics	Song, N Ching, WK Siu, TK Yiu, C	2013
On pricing derivatives under GARCH models: a dynamic gerber-shiu approach Journal:North American Actuarial Journal	Siu, TK Tong, H Yang, H	2004
On Pricing Derivatives under Nonlinear Time Series Models Proceeding/Conference:PAMM	Siu, TK Yang, H	2008
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
On valuing participating life insurance contracts with conditional heteroscedasticity Journal:Asia-Pacific Financial Markets	Siu, TK Lau, JW Yang, H	2007
Optimal dividends with debts and nonlinear insurance risk processes Journal:Insurance: Mathematics and Economics	Meng, H Siu, TK Yang, H	2013
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
Optimal submission problem in a limit order book with VaR constraints Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings	Song, N Ching, WK Siu, TK Yiu, C	2012
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
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	Song, N Ching, WK Siu, TK Fung, ES Ng, MK	2010
A PDE Approach To Multivariate Risk Theory Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan	Elliott, RJ Siu, TK Yang, H	2012
Pricing currency options under two-factor Markov-modulated stochastic volatility models Journal:Insurance: Mathematics and Economics	Siu, TK Yang, H Lau, JW	2008
Pricing exotic options under a high-order markovian regime switching model Journal:Journal of Applied Mathematics and Decision Sciences	Ching, WK Siu, TK Li, LM	2007

Showing results 27 to 46 of 55 < previous next >