Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI
Chen, Yiqing; White, Toby; Yuen, Kam Chuen Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1460.91215 Insur. Math. Econ. 97, 1-6 (2021). MSC: 91G05 60F10 60G50 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 97, 1--6 (2021; Zbl 1460.91215) Full Text: DOI
Li, Jiahui; Yuen, Kam Chuen; Chen, Mi A discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1511.91038 Commun. Stat., Theory Methods 49, No. 16, 3965-3984 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Commun. Stat., Theory Methods 49, No. 16, 3965--3984 (2020; Zbl 1511.91038) Full Text: DOI
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. (English) Zbl 1354.91081 J. Comput. Appl. Math. 311, 239-251 (2017). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., J. Comput. Appl. Math. 311, 239--251 (2017; Zbl 1354.91081) Full Text: DOI
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDFBibTeX XMLCite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi Survival probabilities in a discrete semi-Markov risk model. (English) Zbl 1410.91260 Appl. Math. Comput. 232, 205-215 (2014). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{M. Chen} et al., Appl. Math. Comput. 232, 205--215 (2014; Zbl 1410.91260) Full Text: DOI
Chen, Yiqing; Yuen, Kam C. Precise large deviations of aggregate claims in a size-dependent renewal risk model. (English) Zbl 1284.60057 Insur. Math. Econ. 51, No. 2, 457-461 (2012). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Insur. Math. Econ. 51, No. 2, 457--461 (2012; Zbl 1284.60057) Full Text: DOI
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming Ruin probabilities in Cox risk models with two dependent classes of business. (English) Zbl 1120.60069 Acta Math. Sin., Engl. Ser. 23, No. 7, 1281-1288 (2007). MSC: 60J25 91B30 PDFBibTeX XMLCite \textit{J. Y. Guo} et al., Acta Math. Sin., Engl. Ser. 23, No. 7, 1281--1288 (2007; Zbl 1120.60069) Full Text: DOI
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung A time-series risk model with constant interest for dependent classes of business. (English) Zbl 1119.91060 Insur. Math. Econ. 41, No. 1, 32-40 (2007). MSC: 91B30 91B84 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Insur. Math. Econ. 41, No. 1, 32--40 (2007; Zbl 1119.91060) Full Text: DOI
Yuen, Kam-Chuen; Guo, Junyi Some results on the compound Markov binomial model. (English) Zbl 1144.91036 Scand. Actuar. J. 2006, No. 3, 129-140 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60K15 60G40 PDFBibTeX XMLCite \textit{K.-C. Yuen} and \textit{J. Guo}, Scand. Actuar. J. 2006, No. 3, 129--140 (2006; Zbl 1144.91036) Full Text: DOI
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan On the first time of ruin in the bivariate compound Poisson model. (English) Zbl 1095.62120 Insur. Math. Econ. 38, No. 2, 298-308 (2006). Reviewer: Ryszard Doman (Poznan) MSC: 62P05 60G35 91B30 60E15 62E17 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Insur. Math. Econ. 38, No. 2, 298--308 (2006; Zbl 1095.62120) Full Text: DOI
Wang, Guojing; Yuen, Kam C. On a correlated aggregate claims model with thinning-dependence structure. (English) Zbl 1120.62095 Insur. Math. Econ. 36, No. 3, 456-468 (2005). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. Wang} and \textit{K. C. Yuen}, Insur. Math. Econ. 36, No. 3, 456--468 (2005; Zbl 1120.62095) Full Text: DOI
Wu, Xueyuan; Yuen, Kam C. A discrete-time risk model with interaction between classes of business. (English) Zbl 1074.91031 Insur. Math. Econ. 33, No. 1, 117-133 (2003). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 91B30 PDFBibTeX XMLCite \textit{X. Wu} and \textit{K. C. Yuen}, Insur. Math. Econ. 33, No. 1, 117--133 (2003; Zbl 1074.91031) Full Text: DOI
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan On a correlated aggregate claims model with Poisson and Erlang risk processes. (English) Zbl 1074.91566 Insur. Math. Econ. 31, No. 2, 205-214 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Insur. Math. Econ. 31, No. 2, 205--214 (2002; Zbl 1074.91566) Full Text: DOI