Publications in 2007

Journal Articles

• Fitting combinations of exponentials to probability distributions(Show details)
  

  Year:	2007
  Journal:	Applied Stochastic Models in Business and Industry
  Volume:	23
  Issue:	1
  Page numbers:	23-48
  Author(s):
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• Stochastic Life Annuities(Show details)
  

  Year:	2007
  Journal:	North American Actuarial Journal
  Volume:	11
  Issue:	1
  Page numbers:	136-157
  Author(s):
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Reports

• Beta products with complex parameters(Show details)
  

  Year:	2007
  Report No::	164
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:

Publications in 2005

Book Chapters

• Bessel processes and Asian options(Show details)
  

  Year:	2005
  Book:	Numerical methods in finance
  Publisher:	Springer(Philadelphia)
  Authors(s):

Reports

• Fitting combinations of exponentials to probability distributions (Show details)
  

  Year:	2005
  Report No::	121
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00002200/

• Fourier inversion formulas in option pricing and insurance (Show details)
  

  Year:	2005
  Report No::	6
  Publisher:	Mathematics Department, Concordia University(Montreal)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00002193/

• Two notes on financial mathematics (Show details)
  

  Year:	2005
  Report No::	126
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00002195/

Publications in 2004

Journal Articles

• The log-normal approximation in financial and other computations(Show details)
  

  Year:	2004
  Journal:	Advances in Applied Probability
  Volume:	36
  Issue:	3
  Page numbers:	747-773
  Publisher:	Applied Probability Trust
  Author(s):
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Reports

• Bessel processes and a functional of Brownian motion (Show details)
  

  Year:	2004
  Report No::	116
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00000588/

• Stochastic life annuities (Show details)
  

  Year:	2004
  Report No::	118
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00002230/

Publications in 2002

Reports

• A general class of risk models (Show details)
  

  Year:	2002
  Report No::	94
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00000161/

• Asian and basket asymptotics (Show details)
  

  Year:	2002
  Report No::	100
  Publisher:	Centre for Actuarial Studies, The University of Melbourne(Melbourne)
  Authors:
  URL - open access	http://eprints.infodiv.unimelb.edu.au/archive/00000152/