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source:"econis"
subject:"Estimation"
~isPartOf:"Economic modelling"
~person:"Siu, Tak Kuen"
~subject:"CAPM"
~subject:"Rückversicherung"
~subject:"Theory"
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Estimation
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Rückversicherung
Theory
Theorie
4
Portfolio selection
3
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3
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2
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2
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Siu, Tak Kuen
Afonso, Oscar
11
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8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Yang, Chunpeng
7
Hertel, Thomas W.
6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
Beladi, Hamid
4
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4
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4
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4
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4
Gil, Pedro Mazeda
4
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4
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4
Spyromitros, Eleftherios
4
Xiong, Xiong
4
Xu, Qifa
4
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3
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Economic modelling
Insurance / Mathematics & economics
6
Annals of finance
3
Computational economics
3
IMA journal of management mathematics
3
Annals of operations research
2
Asia-Pacific financial markets
2
European journal of operational research : EJOR
2
Risk and decision analysis
2
Scandinavian actuarial journal
2
Advances in statistics, probability and actuarial science
1
Applied mathematical finance
1
Business intelligence in economic forecasting : technologies and techniques
1
Decisions in economics and finance : a journal of applied mathematics
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Discussion paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Series in Operations Research & Management Science
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International journal of production economics
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ECONIS (ZBW)
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Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
2
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
3
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
4
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
Saved in:
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