2009

Authors	Publication
Beveridge C, Denson N and Joshi M.	Comparing discretisations of the LIBOR market model in the spot measure. Australian Actuarial Journal. 15 (2): 231-253
Chan J, Joshi M, Tang R and Yang C.	Trinomial or binomial: Accelerating American put option price on trees. Journal of Futures Markets. 29 (9): 826-839.
Dufresne D, Garrido J and Morales M.	Fourier inversion formulas in option pricing and insurance. Methodology and Computing in Applied Probability. 3 (11): 359-383.
Denson NA and Joshi M.	Flaming logs. Wilmott Journal. 1 (5-6): 259-262.
Joshi M.	Achieving smooth asymptotics for the prices of European options in binomial trees. Quantitative Finance. 9 (2): 171-176.
Joshi M.	The convergence of binomial trees for pricing the American put. Journal of Risk. 11 (4): 87-108.
Li S and Lu Y.	The distribution of total dividend payments in a Sparre Andersen model. Statistics and Probability Letters. 79 (9): 1246-1251.
Li S, Lu Y and Garrido J.	A review of discrete-time risk models. Real Academia de Ciencias Exactas, Fisicas y Naturales. Revista. Serie A, Matematicas. 103 (2): 321-337.
Lu Y and Li S.	The Markovian regime-switching risk model with a threshold dividend strategy. Insurance: Mathematics and Economics. 44 (2): 296-303.
Tanthanongsakkun S, Pitt D and Treepongkaruna S.	A comparison of corporate bankruptcy models in Australia: The Merton vs accounting based models. Asia-Pacific Journal of Risk and Insurance, 3 (2): 93-112.
Taylor G.	The chain ladder and Tweedie distributed claims data. Variance. 3: 96-104.
Taylor G and McGuire G.	Adaptive reserving using Bayesian revision for the exponential dispersion family. Variance. 3:105-130.
Wu X and Li S.	On the discounted penalty function in a discrete time renewal risk model with general interclaim times. Scandinavian Actuarial Journal. 4 (109): 281-294.
Zhang Z, Li S and Yang H.	The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. Journal of Computational and Applied Mathematics. 230 (2): 643-655.