Browsing by Author Siu, TK

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TitleAuthor(s)Issue DateViews
 
A PDE approach to risk measures of derivatives
Journal:Applied Mathematical Finance
2000
62
 
Asset allocation under regime-switching models
Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings
2012
45
 
Asset allocation under threshold autoregressive models
Journal:Applied Stochastic Models in Business and Industry
2012
 
2001
 
2002
172
 
2011
129
 
2005
 
Filtering a markov modulated random measure
Journal:IEEE Transactions on Automatic Control
2010
 
A high-order Markov-switching model for risk measurement
Journal:Computers and Mathematics with Applications
2009
 
2009
525
 
An Incremental Learning Agent for Personalized WWW Searching
Proceeding/Conference:Proceeding of the Third Pacific Asia Conference on Knowledge Discovery and Data Mining (PAKDD-99)
1999
37
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:Proceedings of the American Control Conference
2007
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
 
2013
55
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
87
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
5
 
2007
66
 
2009
 
Nonparametric Bayesian Credibility
Journal:Australian Actuarial Journal
2009
99
 
On a generalised form of risk measure
Journal:Australian Actuarial Journal
2003
56