| Pricing and hedging more general double-barrier options AW Kolkiewicz Journal of Computational Finance 5 (3), 1-26, 2002 | 43 | 2002 |
| An improved simulation method for pricing high-dimensional American derivatives PP Boyle, AW Kolkiewicz, KS Tan Mathematics and Computers in Simulation 62 (3-6), 315-322, 2003 | 42 | 2003 |
| Semi-static hedging for GMWB in variable annuities A Kolkiewicz, Y Liu North American Actuarial Journal 16 (1), 112-140, 2012 | 41 | 2012 |
| Pricing American style options using low discrepancy mesh methods PP Boyle, A Kolkiewicz, KS Tan Forthcoming, Mathematics and Computers in Simulations, 2000 | 35 | 2000 |
| Valuation of the reset options embedded in some equity-linked insurance products PP Boyle, AW Kolkiewicz, KS Tan North American Actuarial Journal 5 (3), 1-18, 2001 | 34 | 2001 |
| Pricing American derivatives using simulation: A biased low approach PP Boyle, AW Kolkiewicz, KS Tan Monte Carlo and Quasi-Monte Carlo Methods 2000: Proceedings of a Conference …, 2002 | 32 | 2002 |
| A parallel quasi-Monte Carlo approach to pricing multidimensional American options JWL Wan, K Lai, AW Kolkiewicz, KS Tan International Journal of High Performance Computing and Networking 4 (5-6 …, 2006 | 31* | 2006 |
| Unit-linked life insurance contracts with lapse rates dependent on economic factors AW Kolkiewicz, KS Tan Annals of actuarial science 1 (1), 49-78, 2006 | 23 | 2006 |
| Pricing surrender risk in ratchet equity-index annuities under regime-switching Lévy processes AW Kolkiewicz, FS Lin North American Actuarial Journal 21 (3), 433-457, 2017 | 15 | 2017 |
| Bayesian analysis of asymmetric stochastic conditional duration model Z Men, AW Kolkiewicz, TS Wirjanto Journal of Forecasting 34 (1), 36-56, 2015 | 15 | 2015 |
| Fitting diffusion models in finance DL McLeish, AW Kolkiewicz Lecture Notes-Monograph Series, 327-350, 1997 | 15 | 1997 |
| Projection pursuit based tests of normality with functional data A Kolkiewicz, G Rice, Y Xie Journal of Statistical Planning and Inference 211, 326-339, 2021 | 13 | 2021 |
| Discrete time ruin probability for takaful (islamic insurance) with investment and qard-hasan (benevolent loan) activities D Puspita, A Kolkiewicz, KS Tan Journal of Risk and Financial Management 13 (9), 211, 2020 | 13 | 2020 |
| Comparison of asymmetric stochastic volatility models under different correlation structures Z Men, D McLeish, AW Kolkiewicz, TS Wirjanto Journal of Applied Statistics 44 (8), 1350-1368, 2017 | 13 | 2017 |
| Bayesian inference of asymmetric stochastic conditional duration models Z Men, AW Kolkiewicz, TS Wirjanto Journal of Statistical Computation and Simulation 86 (7), 1295-1319, 2016 | 12 | 2016 |
| Pricing Bermudan options using low-discrepancy mesh methods PP Boyle, AW Kolkiewicz, KS Tan Quantitative Finance 13 (6), 841-860, 2013 | 12 | 2013 |
| Computation of multivariate barrier crossing probability and its applications in credit risk models J Huh, A Kolkiewicz North American Actuarial Journal 12 (3), 263-291, 2008 | 9 | 2008 |
| Bayesian analysis of a threshold stochastic volatility model TS Wirjanto, AW Kolkiewicz, Z Men Journal of Forecasting 35 (5), 462-476, 2016 | 8 | 2016 |
| Variable annuities with fees tied to VIX C Bernard, A Kolkiewicz, J Tang Working paper. http://egrie2016. ucy. ac. cy/wp-content/uploads/2016/09 …, 2016 | 8 | 2016 |
| Threshold stochastic conditional duration model for financial transaction data Z Men, AW Kolkiewicz, TS Wirjanto Journal of Risk and Financial Management 12 (2), 88, 2019 | 7 | 2019 |
