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Wednesday, 06 February 2013 08:38

 

No.

Year

Author

file

23 2016

 

Xinxia Yang

ESTIMATION OF VALUE AT RISK USING AN
ADAPTIVE MCMC METHOD AND SUPPORT VECTOR
REGRESSION

 

pdf
22 2016

Sasithorn Anantasopon.

AN INSURANCE CLAIM AND PRICING MODEL USING INFINITE MIXTURE DISTRIBUTIONS

pdf
21 2016

Hui Zhao

REAL OPTION ANALYSIS ON RENEWABLE ENERGY
POLICY FOR ETHANOL PLANTS IN CHINA

 

pdf

20

2016

Lingling Luo.

BAYESIAN INFERENCE ON STOCHASTIC
VOLATILITY MODELS OF THE STOCK MARKET

pdf

19.

2015

NAWARAT EKKARNTRONG.

RISK MITIGATION OF STOCK TRADE
USING AN ADVANCED PAIRS TRADING
STRATEGY
NAWARAT

pdf.

18.

2015

Mr.Tippatai Pongsart.

BAYES PREMIUM FOR A CLAIM
DEPENDENCE MODEL
WITH COMMON EFFECT.

pdf

17.

2014

Mr. Suntorn Boonta, On approximatioon the Ruin Probability and the Minimum Initial Capital of the Finite-time Risk Process by Separated Claim technique of Motor Insurance.

pdf

16.

2013

Mr. Nop Sopipan, Forecasting Financial Market with Markov Regime Switching and Principal Component Analysis

pdf

15.

2013

Mr Paiboon Peeraparp, A JUMP-DIFFUSION with

 

stochastic VOLATILITY AND INTEREST RATE,

 

-

14.

2009

Mr. Arthit Intarasit, Option Pricing Model for A Fractional Stochatic Volatility with Jump.

pdf

13.

2012

Ms. Sarisa Pinkham, Option Pricing Model for A Stochastic Volatility Levy Process with Stochastic Interest Rate.

pdf

12.

2013

Ms Tosaporn Talangtam, Insurance risk model. THE MODELING OF LOSS FOR NON-LIFE INSURANCE WITH FINITE MIXTURE MODELS OF INDIVIDUAL DATA.

 

[1]

[2]

[3]

[4]

[5]

11.

2009

Mr. Khanchit chuarkham, Market risk model, Control and Minimum initial Capital Problems in Non-Life Insurance

pdf

10.

2009

Ms Nontiya Makate, Analysis volatility by FIGRACH model (in progress)

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9.

2009

Mr. Watcharin Klongdee, Minimum Initial Capital and Value Function Problems in Insurance.

pdf

8.

2008

Ms. Tidarut Plienpanich, On Some Problems of Stochastic Filtering Applied to Finance.

pdf

7.

2007

Ms. Porntip Pongchalee , Relaxed control for a class of semilinear impulsive evolution equations.

pdf

6.

2007

Ms. Sujutra Hinpang, Infinite dimensional periodic systems with impulses.

pdf

5.

2005

Mr. Arthit Intarasit, Option Pricing Models Driven by a Fractional Levy Process.

pdf

4.

2004

Ms. Rattikarn Saelim, On Some Fractional Stochastic Models in Finance.

pdf

3.

2002

Mr. Kiat Sangaroon, Existence of solutions for a class of semilinear integrodifferential equations of parabolic type

-

2.

2002

Mr. Anusorn Chonweerayuth, A class of semilinear evolution equations and optimal control.

pdf

1.

2000

Ms. Wei Wei , Periodic optimal control of systems governed by nonlinear evolution equations in Banach spaces.

pdf

Last Updated on Saturday, 08 October 2016 07:05