Concepedia
Statistics
Publications
7
Citations
245
H-Index
Active since
1991
Affiliations
University of Missouri(Current)
University of Calgary
The University of Adelaide
Hong Kong University of Science and Technology
Allanus H. Tsoi is an author at University of Missouri specializing in stochastic processes, engineering, and finance.
Publications per year
1991–2007
On reinsurance and investment for large insurance portfolios
Shangzhen Luo, Michael Taksar, Allanus H. Tsoi · Insurance Mathematics and Economics · 2007 · 104 citations
Business, Finance, Insurance +12
Robust parameter estimation for asset price models with Markov modulated volatilities
Robert J. Elliott, W.P. Malcolm, Allanus H. Tsoi · Journal of Economic Dynamics and Control · 2003 · 57 citations
Business, Economics, Finance +14
Integration by Parts for Poisson Processes
Robert J. Elliott, Allanus H. Tsoi · Journal of Multivariate Analysis · 1993 · 40 citations
Engineering, Mathematics, Probability Theory +10
THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS
Kimiaki Saitô, Allanus H. Tsoi · Infinite Dimensional Analysis Quantum Probability and Related Topics · 1999 · 13 citations
Engineering, Property Law, Probability Theory +11
Weak exponential stability of stochastic differential equations
Allanus H. Tsoi, B. Zhang · Stochastic Analysis and Applications · 1997 · 11 citations
Engineering, Mathematics, Differential Equations +12
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