No.
|
Year
|
Author
|
file
|
23 |
2016 |
Â
Xinxia Yang
ESTIMATION OF VALUE AT RISK USING AN ADAPTIVE MCMC METHOD AND SUPPORT VECTOR REGRESSION
Â
|
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
Â
|
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,ÂÂÂÂÂÂÂ A JUMP-DIFFUSION with
ÂÂÂÂÂÂÂ
stochastic VOLATILITY AND INTEREST RATE,
ÂÂÂÂÂÂÂ
|
-
|
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.ÂÂÂÂÂÂÂ THE MODELING OF LOSS FOR NON-LIFEÂÂÂÂÂÂÂ INSURANCE WITH FINITE MIXTUREÂÂÂÂÂÂÂ MODELS OF INDIVIDUAL DATA.
ÂÂÂÂÂÂÂ
|
[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)
|
-
|
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
|