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Results 842 to 861 of 1571
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Obtaining the dividends-penalty identities by interpretationGerber, HU; Yang, H2010110
The Omega model: from bankruptcy to occupation times in the redGerber, HU; Shiu, ESW; Yang, H201221
On a buffered conditional volatility processLo, Pak-hang; 勞柏衡20144
On a class of m out of n bootstrap confidence intervalsLee, SMS1999149
On a correlated aggregate claims model with Poisson and Erlang risk processesYuen, KC; Guo, J; Wu, X200268
On a correlated aggregate claims model with thinning-dependence structureWang, G; Yuen, KC200561
On a discrete-time risk model with delayed claims and dividendsYuen, KC; Li, J; Wu, R201347
On a double smooth transition time series modelLee, Yee-nin.; 李綺年.1998319
On a double threshold autoregressive heteroskedastic time seriesmodelLi, Chun-wah.; 李振華1994258
On a double-threshold autoregressive heteroscedastic time series modelLi, CW; Li, WK1996117
On a dynamic mixture GARCH modelCheng, X; Yu, PLH; Li, WK2009652
On a generalised form of risk measureElliott, RJ; Siu, TK; Yang, H2003109
On a generalization of the risk model with Markovian claim arrivalsCheung, ECK; Landriault, D; Badescu, AL2011204
On a logistic mixture autoregressive modelWong, CS; Li, WK2001185
On a Mixture Autoregressive Conditional Heteroscedastic ModelWong, CS; Li, WK2001183
On a mixture autoregressive modelWong, CS; Li, WK2000119
On a mixture GARCH time-series modelZhang, Z; Li, WK; Yuen, KC2006163
On a mixture vector autoregressive modelFong, PW; Li, WK; Yau, CW; Wong, CS2007189
On a model selection problem from high-dimensional sample covariance matricesChen, J; Delyon, B; Yao, JF2011131
On a multivariate conditional heteroscedastic modelWong, H; Li, WK1997112
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