Research output per year
Research output per year
Search results
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2010
Pricing options and equity-indexed annuities in a regime-switching model by trinomial tree method
Yuen, F. L. & Yang, H., 2010, WMSCI 2010 - The 14th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings. p. 321-325 5 p. (WMSCI 2010 - The 14th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings; vol. 3).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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2007
Insurance claims modulated by a hidden marked point process
Elliott, R. J., Siu, T. K. & Yang, H., 2007, Proceedings of the 2007 American Control Conference, ACC. p. 390-395 6 p. 4283152. (Proceedings of the American Control Conference).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
5 Citations (Scopus)