Projects per year
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Dive into the research topics where Ken Siu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Climate Litigation Risk: AI-Enhanced Greenwashing Detection
Siu, K., Zhou, C., Alam, S., Gao, M., Luo, L., Marrone, M., Sofronov, G., Smith, T. & Xu, Q.
Project: Research
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ARC - DP: Two-Price Quantitative Finance
Siu, K., Elliott, R. J. & Madan, D.
7/02/19 → 31/12/22
Project: Research
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Thomson Reuters Global Ownership Database
Trueck, S., Yu, F., Adrian, C., Carlton, T., Chand, P., Chen, C., Cummings, J., Evans, E., De Mello, L., He, C., Hellmann, A., Jameson, K., Kalotay, E., Loudon, G., Lu, M., Mala, R., Magee, S., Milunovich, G., Pan, P., Patel, C., Sheedy, E., Shi, S., Siu, K. & Wright, S.
7/12/15 → 31/12/15
Project: Research
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G-Expectation and Its Applications to Nonlinear Risk Management
Siu, K., Elliott, R. & Peng, S.
1/01/13 → 31/12/18
Project: Research
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A Bayesian Nonparametric Approach for Corporate Default Risk Analysis
Siu, K., Lau, J., Pitt, D., Tickle, L., Trueck, S. & Zhou, X.
1/01/12 → 31/12/12
Project: Research
Research Outputs
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An IID test for functional time series with applications to high-frequency VIX index data
Huang, L., Shang, H. L. & Siu, T. K., Feb 2025, In: Risks. 13, 2, p. 1-25 25 p., 25.Research output: Contribution to journal › Article › peer-review
Open AccessFile26 Downloads (Pure) -
How might model uncertainty and transaction costs impact retained earning & dividend strategies? An examination through a classical insurance risk model
Feng, Y., Siu, T. K. & Zhu, J., Jan 2025, In: Insurance: Mathematics and Economics. 120, p. 131-158 28 p.Research output: Contribution to journal › Article › peer-review
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Threshold autoregressive nearest-neighbour models for claims reserving
Siu, T. K., Jan 2025, In: Econometrics and Statistics. 33, p. 180-208 29 p.Research output: Contribution to journal › Article › peer-review
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Bayesian lower and upper estimates for Ether option prices with conditional heteroscedasticity and model uncertainty
Siu, T. K., Oct 2024, In: Journal of Risk and Financial Management. 17, 10, p. 1-32 32 p., 436.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Downloads (Pure) -
Epidemic modelling and actuarial applications for pandemic insurance: A case study of Victoria, Australia
Zhai, C., Chen, P., Jin, Z. & Siu, T. K., Jul 2024, In: Annals of Actuarial Science. 18, 2, p. 242-269 28 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)5 Downloads (Pure)