Browsing by Author Siu, TK

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 20 of 50  next >
TitleAuthor(s)Issue DateViews
 
A note on optimal insurance risk control with multiple reinsurers
Journal:Journal of Computational and Applied Mathematics
2017
 
A PDE approach to risk measures of derivatives
Journal:Applied Mathematical Finance
2000
51
 
A Real Option Approach for Investment Opportunity Valuation in High-tech Industry
Journal:Journal of Industrial and Management Optimization
2017
6
 
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
121
 
2001
49
 
2002
84
 
2011
132
 
2005
52
 
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
69
 
2009
68
 
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
32
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:Proceedings of the American Control Conference
2007
71
 
2017
16
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
61
 
2013
107
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
83
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
28
 
2007
42