Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Regime Switching Mathematics
Insurance Mathematics
Pricing Mathematics
Regime-switching Model Mathematics
Markov processes Engineering & Materials Science
Model Mathematics
Contingent Claims Mathematics
Markovian Switching Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.


No photo of Michael Aitken
No photo of Di Bu

Di Bu

Person: Teaching and research

No photo of Anthony Carlton

Anthony Carlton

Person: Teaching and research


Projects 2006 2021

Capital Markets CRC PhD Scholarship (Christian Neumeier)

Lepone, A., Neumeier, C. & Bannier, C.


Project: Research

MISC - CMCRC: CMCRC Research Assistants

Lepone, A.


Project: Research

Research Output 1969 2018

Adaptation of MSMEs to climate change: a review of the existing literature

Linnenluecke, M. & Smith, T. 2018 Private-sector action in adaptation: Perspectives on the role of micro, small and medium size enterprises. Schaer, C. & Kuruppu, N. (eds.). Copenhagen: UNEP DTU Partnership, p. 19-27 9 p. (UDP Perspectives)

Research output: Chapter in Book/Report/Conference proceedingChapter

climate change
developing world

A hybrid information approach to predict corporate credit risk

Bu, D., Kelly, S., Liao, Y. & Zhou, Q. 21 May 2018 In : Journal of Futures Markets.

Research output: Contribution to journalArticle

Reduced-form model
Credit risk
Prediction error

A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows

Elliott, R. J. & Siu, T. K. 15 Apr 2018 In : Journal of Mathematical Analysis and Applications. 460, 2, p. 891-899 9 p.

Research output: Contribution to journalArticle

Regime Switching
Stochastic Flow
Mathematical Finance
Kolmogorov Equation
Conditional Expectation


honors and awards
honors and awards

Activities 2007 2018

Monitoring and CEO Contractual Incentive Pay

Yu, F. (Speaker)
7 Apr 2018

Activity: Invited talk

Financial Management Association: 2018 Annual Meeting (Event)

Yu, F. (Reviewer)
Jan 2018Mar 2018

Activity: Editorial work

Corporate Governance: An International Review (Journal)

Yu, F. (Reviewer)
2018 → …

Activity: Publication Peer-review