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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Claim size processes Book:Encyclopedia of Actuarial Science | 2005 | 99 | ||
Lundberg inequality for ruin probability Book:Encyclopedia of Actuarial Science | 2004 | 150 | ||
Asset allocation: investment strategies for financial and insurance portfolio Book:Intelligent and Other Computational Techniques in Insurance : Theory and Applications | 2003 | 137 | ||
A PDE Approach To Multivariate Risk Theory Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan | 2012 | 78 | ||
Some Recent Developments in Actuarial Science Book:Asymptotic Theory in Probability and Statistics with Applications | 2008 | 116 | ||
Expected shortfall under a model with market and credit risks Book:Hidden Markov Models in Finance | 2007 | 123 | ||
Optimal asset allocation under GARCH model Book:Statistics and Finance An Interface | 2001 | 130 | ||
Robust stabilization of nonlinear systems with markovian jumping parameters Book:Control of Distributed Parameter and Stochastic Systems | 1998 | 119 | ||
Ruin theory with interest incomes Book:Statistics and Finance An Interface | 1999 | 110 | ||
Optimal threshold dividend strategies under the compound poisson model with regime switching Book:Stochastic analysis with financial applications: Hong Kong 2009 | 2011 | 127 | ||
Cramér--Lundberg Condition and Estimate Book:Encyclopedia of Actuarial Science | 2004 | 127 | ||
Ruin Probability for a Model Under Markovian Switching Regime Book:Probability, Finance and Insurance: Proceedings of a Workshop at the University of Hong Kong, Hong Kong 15-17 July 2002 | 2003 | 150 | ||
Esscher transform Book:Encyclopedia of Actuarial Science | 2005 | 147 |