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Title	Author(s)	Issue Date
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
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	Ng, V Siu, TK Cheung, DWL	1999
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference	Elliott, RJ Siu, TK Yang, H	2007
Interacting Default Intensity with a Hidden Markov Process Journal:Quantitative Finance	YU, F Ching, WK GU, J SIU, TK	2017
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics	Ching, WK Fung, E Ng, M Siu, TK Li, WK	2007
Markov chains: models, algorithms and applications (2nd ed.)	Ching, WK Huang, X Ng, MK Siu, TK	2013
A Markovian infectious model for dependent default risk Journal:International Journal of Intelligent Engineering Informatics	Gu, JW Ching, WK Siu, TK	2011
A Markovian Network Model for Default Risk Management, Journal:International Journal of Intelligent Engineering Informatics	Ching, WK Leung, HY Jiang, H Sun, L Siu, TK	2010
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 a multivariate Markov chain model for credit risk measurement Journal:Quantitative Finance	Siu, TK Ching, WK Fung, ES Ng, MK	2005
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 Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics	Song, N Ching, WK Siu, TK Yiu, C	2013
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 supply chain coordination for false failure returns: A quantity discount contract approach Journal:International Journal of Production Economics	Huang, X Choi, SM Ching, WK Siu, TK Huang, M	2011

Showing results 16 to 35 of 55 < previous next >