Mark S. Joshi

A time-varying copula approach to oil and stock market dependence: The case of transition economies

Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling

Recent applications of big data analytics in railway transportation systems: A survey

Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas

Intensity Gamma: A New Approach to Pricing Portfolio Credit Derivatives

Rapid and accurate development of prices and Greeks fornth to default credit swaps in the Li model