Elliott, Robert J.; Siu, Tak Kuen Discussion on: “Pricing annuity guarantees under a regime-switching model”. (English) Zbl 1483.91191 N. Am. Actuar. J. 13, No. 3, 333-337 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, N. Am. Actuar. J. 13, No. 3, 333--337 (2009; Zbl 1483.91191) Full Text: DOI OpenURL
Siu, Tak Kuen “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. (English) Zbl 1481.91199 N. Am. Actuar. J. 12, No. 2, 213-215 (2008). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{T. K. Siu}, N. Am. Actuar. J. 12, No. 2, 213--215 (2008; Zbl 1481.91199) Full Text: DOI OpenURL
Siu, Tak Kuen; Erlwein, Christina; Mamon, Rogemar S. The pricing of credit default swaps under a Markov-modulated Merton’s structural model. (English) Zbl 1481.91211 N. Am. Actuar. J. 12, No. 1, 18-46 (2008). MSC: 91G20 91G40 35Q92 91G60 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 12, No. 1, 18--46 (2008; Zbl 1481.91211) Full Text: DOI OpenURL
Siu, Tak Kuen Option pricing under autoregressive random variance models. (English) Zbl 1479.91416 N. Am. Actuar. J. 10, No. 2, 62-75 (2006). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{T. K. Siu}, N. Am. Actuar. J. 10, No. 2, 62--75 (2006; Zbl 1479.91416) Full Text: DOI OpenURL
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. (English) Zbl 1085.91531 N. Am. Actuar. J. 8, No. 3, 17-31 (2004). MSC: 91B30 62P05 91B84 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 8, No. 3, 17--31 (2004; Zbl 1085.91531) OpenURL
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang Bayesian risk measures for derivatives via random Esscher transform. (English) Zbl 1083.62544 N. Am. Actuar. J. 5, No. 3, 78-91 (2001). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 5, No. 3, 78--91 (2001; Zbl 1083.62544) Full Text: DOI OpenURL