Showing results 12 to 31 of 55
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models Journal:Computational Economics | 2005 | 129 | ||
Filtering a markov modulated random measure Journal:IEEE Transactions on Automatic Control | 2010 | 149 | ||
A high-order Markov-switching model for risk measurement Journal:Computers and Mathematics with Applications | 2009 | 197 | ||
How correlation risk in basket credit derivatives might be priced and managed? Journal:IMA Journal of Management Mathematics | 2021 | 12 | ||
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk | 2009 | 133 | ||
An Incremental Learning Agent for Personalized WWW Searching Proceeding/Conference:Proceeding of the 3rd Pacific Asia Conference on Knowledge Discovery and Data Mining, PAKDD-99 | 1999 | 76 | ||
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference | 2007 | 138 | ||
Interacting Default Intensity with a Hidden Markov Process Journal:Quantitative Finance | 2017 | 62 | ||
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics | 2007 | 126 | ||
| 2013 | 110 | |||
A Markovian infectious model for dependent default risk Journal:International Journal of Intelligent Engineering Informatics | 2011 | 131 | ||
A Markovian Network Model for Default Risk Management, Journal:International Journal of Intelligent Engineering Informatics | 2010 | 116 | ||
Martingale Representation and Hedging Contingent Claims With Regime Switching Journal:Communications on Stochastic Analysis | 2007 | 84 | ||
Modeling default data via an interactive hidden markov model Journal:Computational Economics | 2009 | 194 | ||
Nonparametric Bayesian Credibility Journal:Australian Actuarial Journal | 2009 | 117 | ||
On a generalised form of risk measure Journal:Australian Actuarial Journal | 2003 | 89 | ||
On a multivariate Markov chain model for credit risk measurement Journal:Quantitative Finance | 2005 | 158 | ||
On Bayesian mixture credibility Journal:ASTIN Bulletin | 2006 | 164 | ||
On Bayesian value at risk: from linear to non-linear portfolios Journal:Asia-Pacific Financial Markets | 2004 | 62 | ||
On infectious models for dependent default risk Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011 | 2011 | 101 |