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Title	Author(s)	Issue Date
A martingale approach for asset allocation with derivative security and hidden economic risk Journal:Journal of Applied Probability	Siu, TK Zhu, J Yang, H	2019
A note on optimal insurance risk control with multiple reinsurers Journal:Journal of Computational and Applied Mathematics	Meng, H Siu, TK Yang, H	2017
A PDE approach to risk measures of derivatives Journal:Applied Mathematical Finance	Siu, TK Yang, H	2000
Asset allocation under threshold autoregressive models Journal:Applied Stochastic Models in Business and Industry	Song, N Siu, TK Ching, WK Tong, H Yang, H	2012
Bayesian risk measures for derivatives via random Esscher transform Journal:North American Actuarial Journal	Siu, TK Tong, H Yang, H	2001
Coherent risk measures for derivatives under Black-Scholes Economy	Yang, H Siu, TK	2002
Filtering a markov modulated random measure Journal:IEEE Transactions on Automatic Control	Elliott, RJ Siu, TK Yang, H	2010
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk	Ching, WK Siu, TK Li, LM Jiang, H Li, T Li, WK	2009
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference	Elliott, RJ Siu, TK Yang, H	2007
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics	Ching, WK Fung, E Ng, M Siu, TK Li, WK	2007
Martingale Representation and Hedging Contingent Claims With Regime Switching Journal:Communications on Stochastic Analysis	Elliott, RJ Siu, TK Yang, H	2007
Modeling default data via an interactive hidden markov model Journal:Computational Economics	Ching, WK Siu, TK Li, LM Li, T Li, WK	2009
Nonparametric Bayesian Credibility Journal:Australian Actuarial Journal	Siu, TK Yang, H	2009
On a generalised form of risk measure Journal:Australian Actuarial Journal	Elliott, RJ Siu, TK Yang, H	2003
On Bayesian mixture credibility Journal:ASTIN Bulletin	Lau, JW Siu, TK Yang, H	2006
On Bayesian value at risk: from linear to non-linear portfolios Journal:Asia-Pacific Financial Markets	Siu, TK Tong, H Yang, H	2004
On infectious models for dependent default risk Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011	Gu, J Ching, WK Siu, TK	2011
On pricing derivatives under GARCH models: a dynamic gerber-shiu approach Journal:North American Actuarial Journal	Siu, TK Tong, H Yang, H	2004
On Pricing Derivatives under Nonlinear Time Series Models Proceeding/Conference:PAMM	Siu, TK Yang, H	2008
On valuing participating life insurance contracts with conditional heteroscedasticity Journal:Asia-Pacific Financial Markets	Siu, TK Lau, JW Yang, H	2007

Showing results 1 to 20 of 32 next >