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
59
 
Asset allocation under regime-switching models
Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings
2012
53
 
Asset allocation under threshold autoregressive models
Journal:Applied Stochastic Models in Business and Industry
2012
117
 
2001
60
 
2002
125
 
2011
146
 
2005
40
 
Filtering a markov modulated random measure
Journal:IEEE Transactions on Automatic Control
2010
75
 
A high-order Markov-switching model for risk measurement
Journal:Computers and Mathematics with Applications
2009
61
 
2009
364
 
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
27
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:Proceedings of the American Control Conference
2007
75
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
42
 
2013
77
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
98
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
15
 
2007
49
 
2009
514
 
Nonparametric Bayesian Credibility
Journal:Australian Actuarial Journal
2009
85
 
On a generalised form of risk measure
Journal:Australian Actuarial Journal
2003
43