Browsing by Author Siu, TK

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Showing results 1 to 17 of 17
TitleAuthor(s)Issue DateViews
 
A note on optimal insurance risk control with multiple reinsurers
Journal:Journal of Computational and Applied Mathematics
2017
15
 
A Real Option Approach for Investment Opportunity Valuation in High-tech Industry
Journal:Journal of Industrial and Management Optimization
2017
60
 
2001
59
 
A high-order Markov-switching model for risk measurement
Journal:Computers and Mathematics with Applications
2009
79
 
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
38
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
64
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
91
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
43
 
2009
124
 
On a generalised form of risk measure
Journal:Australian Actuarial Journal
2003
37
 
2010
153
 
Option pricing when the regime-switching risk is priced
Journal:Acta Mathematicae Applicatae Sinica
2009
71
 
Option valuation by a self-exciting threshold binomial model
Journal:Mathematical and Computer Modelling
2013
83
 
2008
85
 
Pricing participating products under a generalized jump-diffusion model
Journal:Journal of Applied Mathematics and Stochastic Analysis
2008
61
 
2012
126
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
152