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Author ID: yuen.fei-lung Recent zbMATH articles by "Yuen, Fei Lung"
Published as: Yuen, Fei Lung; Yuen, F. L.
External Links: MGP
Documents Indexed: 11 Publications since 2009
Co-Authors: 10 Co-Authors with 11 Joint Publications
310 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 68 times in 59 Documents Cited by Year
Option pricing in a jump-diffusion model with regime-switching. Zbl 1180.91298
Yuen, Fei Lung; Yang, Hailiang
22
2009
Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method. Zbl 1219.91145
Yuen, Fei Lung; Yang, Hailiang
21
2010
Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung
6
2016
Optimal portfolio in a continuous-time self-exciting threshold model. Zbl 1274.91389
Meng, Hui; Yuen, Fei Lung; Siu, Tak Kuen; Yang, Hailiang
6
2013
Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying
4
2020
Option valuation by a self-exciting threshold binomial model. Zbl 1297.91139
Yuen, Fei Lung; Siu, Tak Kuen; Yang, Hailiang
4
2013
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
2
2019
Optimal asset allocation: a worst scenario expectation approach. Zbl 1267.91090
Yuen, Fei Lung; Yang, Hailiang
2
2012
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying
4
2020
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
2
2019
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung
6
2016
Optimal portfolio in a continuous-time self-exciting threshold model. Zbl 1274.91389
Meng, Hui; Yuen, Fei Lung; Siu, Tak Kuen; Yang, Hailiang
6
2013
Option valuation by a self-exciting threshold binomial model. Zbl 1297.91139
Yuen, Fei Lung; Siu, Tak Kuen; Yang, Hailiang
4
2013
Optimal asset allocation: a worst scenario expectation approach. Zbl 1267.91090
Yuen, Fei Lung; Yang, Hailiang
2
2012
Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method. Zbl 1219.91145
Yuen, Fei Lung; Yang, Hailiang
21
2010
Option pricing in a jump-diffusion model with regime-switching. Zbl 1180.91298
Yuen, Fei Lung; Yang, Hailiang
22
2009
all top 5

Cited by 106 Authors

7 Siu, Tak Kuen
6 Ma, Jingtang
5 Yang, Hailiang
5 Yuen, Fei Lung
3 Cheung, Ka Chun
3 Wang, Rongming
3 Yam, Sheung Chi Phillip
3 Zhang, Yiying
3 Zhou, Zhiqiang
2 Boonen, Tim J.
2 Forsyth, Peter A.
2 Sewell, Granville
2 Shen, Yang
2 Vetzal, Kenneth R.
2 Xu, Lin
2 Yao, Dingjun
2 Zhu, Songping
1 Azimzadeh, Parsiad
1 Biswas, Arunangshu
1 Chan, Leunglung
1 Ching, Wai-Ki
1 Costabile, Massimo
1 Dang, Duy Minh
1 Dong, Yinghui
1 Elliott, Robert James
1 Fabozzi, Frank J.
1 Fan, Kun
1 Florescu, Ionuţ
1 Gao, Huan
1 Gao, Xuemei
1 Godin, Frédéric
1 Goswami, Anindya
1 Huang, Jr-Wei
1 Jakubowski, Jacek
1 Jiang, Wenjun
1 Jiang, Yiming
1 Jie, Cao
1 Kan, Xiu
1 Kang, Zhilin
1 Kazmi, Kamran
1 Kim, Woo Chang
1 Kolkiewicz, Adam W.
1 Kumar, Pranesh
1 Lai, Van Son
1 Lejay, Antoine
1 Li, Juan
1 Li, Wenqiang
1 Li, Xun
1 Li, Zhongfei
1 Liang, Gechun
1 Liang, Zhihang
1 Liew, Chuin Ching
1 Lin, Fangyuan Sally
1 Liu, Ruihua
1 Liu, Xiaoming
1 Lu, Xiaoping
1 Ma, Guiyuan
1 Mamon, Rogemar S.
1 Mariani, Maria Cristina
1 Massabó, Ivar
1 Niewȩgłowski, Mariusz Andrzej
1 Overbeck, Ludger
1 Pantelous, Athanasios A.
1 Pelsser, Antoon A. J.
1 Perchet, R.
1 Pichler, Alois
1 Pigato, Paolo
1 Rahimi, Mohamadtaghi
1 Rambeerich, Nisha
1 Russo, Emilio
1 Salahnejhad Ghalehjooghi, Ahmad
1 Schlotter, Ruben
1 Shao, Lingjie
1 Shu, Huisheng
1 Siu, Chi Chung
1 Song, Na
1 Song, Shiyu
1 Soupé, F.
1 Staino, Alessandro
1 Tang, Hongji
1 Tangman, Désiré Yannick
1 Tenyakov, Anton
1 Thakoor, Nawdha
1 Tour, Geraldine
1 Trottier, Denis-Alexandre
1 Wakker, Peter Paul
1 Wang, Chou-Wen
1 Wang, Han
1 Wang, Yongjin
1 Wei, Jiaqin
1 Wu, Chongfeng
1 Xiang, Kaili
1 Xiaoping, Hu
1 Xie, Yue
1 Yan, Huahui
1 Yang, Ben-Zhang
1 Yang, Jingni
1 Yang, Sharon S.
1 Yari, Gholamhossein
1 Yuen, Kam Chuen
...and 6 more Authors

Citations by Year