Showing results 1 to 8 of 8
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Control of partially observed diffusions Journal:Journal of Optimization Theory and Applications | 1991 | ||
Filtering a markov modulated random measure Journal:IEEE Transactions on Automatic Control | 2010 | ||
How to count and guess well: Discrete adaptive filters Journal:Applied Mathematics & Optimization | 1994 | ||
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference | 2007 | ||
Martingale Representation and Hedging Contingent Claims With Regime Switching Journal:Communications on Stochastic Analysis | 2007 | ||
On a generalised form of risk measure Journal:Australian Actuarial Journal | 2003 | ||
A PDE Approach To Multivariate Risk Theory Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan | 2012 | ||
Ruin theory in a hidden markov-modulated risk model Journal:Stochastic Models | 2011 |