Concepedia

Chi Chung Siu

CC

12

Publications

444

Citations

11

H-Index

2014

Active since

Affiliations

University of Hong Kong(Current)

Chinese University of Hong Kong

Hang Seng University of Hong Kong

University of Wollongong

The University of Texas at Dallas

Chi Chung Siu is an author at University of Hong Kong specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsManagementAsset PricingEngineeringMarket DesignGamesInsuranceGame Theory

Publications per year

2014–2022

12

Publications

12

A class of non-zero-sum stochastic differential investment and reinsurance games

Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam et al. · Automatica · 2014 · 148 citations · Full text

Differential Game, Economics, Asset Pricing +7

VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK

Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang · Astin Bulletin · 2015 · 42 citations · Full text

Engineering, Laplace Transform, Financial Mathematics +17

Dynamic portfolio choice with return predictability and transaction costs

Guiyuan Ma, Chi Chung Siu, Song‐Ping Zhu · European Journal of Operational Research · 2019 · 41 citations

Economics, Portfolio Optimization, Asset Pricing +8

Cooperative Advertising in a Dynamic Three‐Echelon Supply Chain

Adrian Patrick Kennedy, Suresh Sethi, Chi Chung Siu et al. · Production and Operations Management · 2021 · 41 citations

Consumer Uncertainty, Market Equilibrium, Supply Network +16

A class of nonzero-sum investment and reinsurance games subject to systematic risks

Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang et al. · Scandinavian Actuarial Journal · 2016 · 35 citations · Full text

Engineering, Financial Risk Management, Nash Equilibrium Strategies +20

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