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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Siu, Tak Kuen"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Siu, Tak Kuen
Podolskij, Mark
10
Härdle, Wolfgang
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Liang, Zongxia
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Hainaut, Donatien
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Li, Zhongfei
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Lu, Yi
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Reiß, Markus
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Shevchenko, Pavel V.
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Söhl, Jakob
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Trufin, Julien
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SFB 649 discussion paper
CREATES research paper
Insurance / Mathematics & economics
Annals of finance
2
Economic modelling
2
Advances in statistics, probability and actuarial science
1
Asia-Pacific financial markets
1
Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
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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 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:
3
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:
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