John W. Lau
University of of Bristol, United Kingdom

Articles in Scholarly Journals [Incomplete List]

  1. Pricing Participating Products under a Generalized Jump-Diffusion Model
    Journal of Applied Mathematics and Stochastic Analysis, vol. 2008, Article ID 474623, 30 pages, 2008
  2. Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
    Stochastic Analysis and Applications, vol. 25, no. 4, pp. 821–843, 2007
  3. Bayesian Model-Based Clustering Procedures
    Journal of Computational & Graphical Statistics, vol. 16, no. 3, pp. 526–558, 2007
  4. Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures
    Computational Economics, 2007
  5. On Bayesian Mixture Credibility
    Astin Bulletin, vol. 36, no. 2, pp. 573–588, 2006
  6. Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
    Statistics & Probability Letters, vol. 76, no. 7, pp. 719–728, 2006