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Results 824 to 843 of 1534
TitleAuthor(s)YearView Count
Obtaining the dividends-penalty identities by interpretationGerber, HU; Yang, H2010110
On a class of m out of n bootstrap confidence intervalsLee, SMS1999125
On a correlated aggregate claims model with Poisson and Erlang risk processesYuen, KC; Guo, J; Wu, X200254
On a correlated aggregate claims model with thinning-dependence structureWang, G; Yuen, KC200549
On a double smooth transition time series modelLee, Yee-nin.; 李綺年.1998394
On a double threshold autoregressive heteroskedastic time seriesmodelLi, Chun-wah.; 李振華1994330
On a double-threshold autoregressive heteroscedastic time series modelLi, CW; Li, WK1996138
On a dynamic mixture GARCH modelCheng, X; Yu, PLH; Li, WK2009628
On a generalised form of risk measureElliott, RJ; Siu, TK; Yang, H2003117
On a generalization of the risk model with Markovian claim arrivalsCheung, ECK; Landriault, D; Badescu, AL2011180
On a logistic mixture autoregressive modelWong, CS; Li, WK2001174
On a Mixture Autoregressive Conditional Heteroscedastic ModelWong, CS; Li, WK2001177
On a mixture autoregressive modelWong, CS; Li, WK2000117
On a mixture GARCH time-series modelZhang, Z; Li, WK; Yuen, KC2006156
On a mixture vector autoregressive modelFong, PW; Li, WK; Yau, CW; Wong, CS2007193
On a model selection problem from high-dimensional sample covariance matricesChen, J; Delyon, B; Yao, JF2011137
On a multivariate conditional heteroscedastic modelWong, H; Li, WK1997124
On a risk model with debit interest and dividend paymentsYuen, KC; Zhou, M; Guo, J2008181
On a Risk Model with Surplus-dependent Premium and Tax RatesCheung, ECK; Landriault, D2012244
On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion PerturbationZhang, Z; Yang, H; Yang, H201269
Results 824 to 843 of 1534