Showing results 1533 to 1552 of 2995
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Complex stock trading strategy based on particle swarm optimization Proceeding/Conference:2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics (CIFEr) | 2012 | 50 | ||
Optimal proportional reinsurance under dependent risks Journal:Journal of Systems Science and Complexity | 2012 | 42 | ||
| 2012 | 48 | |||
Valuing equity-linked death benefits and other contingent options: A discounted density approach Journal:Insurance: Mathematics and Economics | 2012 | 76 | ||
Smooth transition quantile capital asset pricing models with heteroscedasticity Journal:Computational Economics | 2012 | 35 | ||
Advisor(s):Lee, SMS | 2012 | 161 | ||
Valuing contingent exotic options: a discounted density approach Proceeding/Conference:International Conference on Actuarial Science and Risk Management, ASRM 2012 | 2012 | 15 | ||
An efficient visual tracking method based on single CCD camera Proceeding/Conference:Proceedings - International Conference on Machine Learning and Cybernetics | 2012 | 5 | ||
Actuarial Education and Actuarial Educators Network Proceeding/Conference:IAA Fund Seminar 2012 | 2012 | 21 | ||
Optimal dividends with debts and nonlinear insurance risk processes Proceeding/Conference:2012 International Conference on Actuarial and Financial Mathematics | 2012 | 49 | ||
Worth adapting? Revisiting the usefulness of outcome-adaptive randomization Journal:Clinical Cancer Research | 2012 | 54 | ||
Advisor(s):Cheung, KC | 2012 | 138 | ||
Advisor(s):Yuen, KC | 2012 | 193 | ||
A PDE Approach To Multivariate Risk Theory Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan | 2012 | 78 | ||
| 2012 | 59 | |||
Likelihood inference for Archimedean copulas in high dimensions under known margins Journal:Journal of Multivariate Analysis | 2012 | |||
A stochastic representation and sampling algorithm for nested Archimedean copulas Journal:Journal of Statistical Computation and Simulation | 2012 | |||
| 2012 | 147 | |||
| 2012 | 55 | |||
A Discrete-time Risk Model with Integer-valued ARCH Claim-number Process Proceeding/Conference:International Congress on Insurance: Mathematics and Economics | 2012 | 77 |