Browsing byAuthorSiu, CC
Showing results 1 to 5 of 5
Issue Date | Title | Author(s) |
2017-09-14 | A class of nonzero-sum investment and reinsurance games subject to systematic risks | Siu, CC; Yam, SCP; Yang, H; Zhao, H |
2014-01-01 | Credit-equity modeling under a latent lévy firm process | Kijima, M; Siu, CC |
2016-09-01 | Non-zero-sum reinsurance games subject to ambiguous correlations | Pun, CS; Siu, CC; Wong, HY |
2014-01-01 | On the first passage time under regime-switching with jumps | Kijima, M; Siu, CC |
2014-12-16 | Valuing equity-linked death benefits in a regime-switching framework | Siu, CC; Yam, SCP; Yang, H |