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~isPartOf:"Insurance / Mathematics & economics"
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Siu, Tak Kuen
7
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1
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang
;
Zhu, Jinxia
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
Saved in:
2
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
3
Optimal dividends with debts and nonlinear insurance risk processes
Meng, Hui
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 110-121
Persistent link: https://www.econbiz.de/10009785414
Saved in:
4
Pricing participating products with Markov-modulated jump-diffusion process : an efficient numerical PIDE approach
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 712-721
Persistent link: https://www.econbiz.de/10010227894
Saved in:
5
Longevity bond pricing under stochastic interest rate and mortality with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 114-123
Persistent link: https://www.econbiz.de/10009718990
Saved in:
6
Esscher transforms and consumption-based models
Badescu, Alex
;
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 337-347
Persistent link: https://www.econbiz.de/10009517559
Saved in:
7
Optimal investment and reinsurance of an insurer with model uncertainty
Zhang, Xin
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009517594
Saved in:
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