Browsing by Author SIU, TK

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TitleAuthor(s)Issue DateViews
 
2017
1
 
A note on optimal insurance risk control with multiple reinsurers
Journal:Journal of Computational and Applied Mathematics
2017
13
 
A PDE approach to risk measures of derivatives
Journal:Applied Mathematical Finance
2000
53
 
A Real Option Approach for Investment Opportunity Valuation in High-tech Industry
Journal:Journal of Industrial and Management Optimization
2017
43
 
Asset allocation under regime-switching models
Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings
2012
64
 
Asset allocation under threshold autoregressive models
Journal:Applied Stochastic Models in Business and Industry
2012
123
 
2001
51
 
2002
84
 
2011
137
 
2005
56
 
Filtering a markov modulated random measure
Journal:IEEE Transactions on Automatic Control
2010
64
 
A high-order Markov-switching model for risk measurement
Journal:Computers and Mathematics with Applications
2009
74
 
2009
75
 
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
34
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:Proceedings of the American Control Conference
2007
78
 
2017
18
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
62
 
2013
113
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
84
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
32