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On reduced-form intensity-based model with 'trigger' eventsGu, J; Ching, WK; Siu, T; Zheng, H201412
Impact of Secondary Market on Consumer Return Policies and Supply Chain CoordinationHUANG, X; GU, J; Ching, WK; Siu, T20149
Optimal investment-reinsurance with dynamic risk constraint and regime switchingLiu, J; Yiu, C; Siu, T; Ching, WK201330
Credit portfolio management using two-level particle swarm optimizationLu, F; Huang, M; Ching, WK; Siu, T201343
On Modeling Credit Defaults: A Probabilistic Boolean Network ApproachGu, J; Ching, WK; Siu, T; Zheng, H201336
On Pricing Basket Credit Default SwapsGU, J; Ching, WK; Siu, T; Zheng, H201316
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