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Author ID: yuen.kam-chuen Recent zbMATH articles by "Yuen, Kam Chuen"
Published as: Yuen, Kam Chuen; Yuen, Kam C.; Yuen, K. C.; Yuen, Kam-Chuen
all top 5

Serials

13 Insurance Mathematics & Economics
6 Journal of Computational and Applied Mathematics
6 Scandinavian Actuarial Journal
6 Journal of Industrial and Management Optimization
5 Statistics & Probability Letters
4 Acta Mathematicae Applicatae Sinica. English Series
4 Communications in Statistics. Theory and Methods
4 Computational Statistics and Data Analysis
4 Journal of Actuarial Practice
3 Mathematical Methods of Operations Research
3 Methodology and Computing in Applied Probability
3 Applied Stochastic Models in Business and Industry
3 Statistics and Its Interface
2 Biometrika
2 Journal of Applied Probability
2 Journal of Statistical Planning and Inference
2 Stochastic Analysis and Applications
2 Stochastic Processes and their Applications
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics and Computing
2 Frontiers of Mathematics in China
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Scandinavian Journal of Statistics
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Biometrical Journal
1 Comptes Rendus Mathématiques de l’Académie des Sciences
1 Optimal Control Applications & Methods
1 Journal of Time Series Analysis
1 Chinese Annals of Mathematics. Series B
1 Probability Theory and Related Fields
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 Lifetime Data Analysis
1 Acta Mathematica Sinica. English Series
1 The ANZIAM Journal
1 Stochastic Models
1 IMA Journal of Management Mathematics
1 Stochastics and Dynamics
1 ASTIN Bulletin
1 North American Actuarial Journal
1 Risk and Decision Analysis
1 Scientia Sinica. Mathematica

Publications by Year

Citations contained in zbMATH Open

82 Publications have been cited 979 times in 633 Documents Cited by Year
Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011
Chen, Yiqing; Yuen, Kam C.
73
2009
Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032
Yuen, K. C.; Guo, J. Y.
49
2001
Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057
Chen, Yiqing; Yuen, Kam C.
48
2012
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
47
2011
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
43
2016
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
38
2002
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
38
2006
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
36
2012
Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
36
2011
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, Kam C.; Guo, Junyi; Ng, Kai W.
35
2005
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
33
2011
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
30
2010
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
29
2007
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
26
2005
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
24
2015
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
22
2011
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
21
2014
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
20
2004
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
20
2006
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
17
2015
The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136
Chen, Yiqing; Ng, Kai W.; Yuen, Kam C.
14
2011
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
14
2016
A discrete-time risk model with interaction between classes of business. Zbl 1074.91031
Wu, Xueyuan; Yuen, Kam C.
12
2003
On a mixture GARCH time-series model. Zbl 1115.62094
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen
12
2006
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data. Zbl 1217.62058
Chen, Min; Yuen, Kam C.; Zhu, Lixing
9
2003
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
9
2008
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
9
2009
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun
9
2017
A test of fit for a semiparametric additive risk model. Zbl 0888.62046
Yuen, K. C.; Burke, M. D.
8
1997
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. Zbl 1382.91048
Yang, Yang; Yuen, Kam C.
8
2016
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
8
2020
Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087
Li, Lujun; Yuen, K. C.; Yang, Jingping
7
2014
Asymptotics for a censored generalized linear model with unknown link function. Zbl 1112.62068
Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam C.
7
2007
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
7
2011
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
7
2018
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin
7
2018
Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043
Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen
6
2013
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054
Yuen, Kam Chuen; Yin, Chuancun
6
2012
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104
Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen
6
2020
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
6
2014
Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206
Yang, Yang; Yuen, Kam C.
6
2016
Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070
Burke, Murray D.; Yuen, Kam C.
5
1995
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
5
2005
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Zbl 1354.91081
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui
5
2017
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. Zbl 1364.91072
Yang, Yang; Zhang, Ting; Yuen, Kam C.
5
2017
Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059
Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng
5
2018
Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091
Zhu, L. X.; Yuen, K. C.; Tang, N. Y.
4
2002
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
4
2014
A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng
4
2016
Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028
Chen, Mi; Yuen, Kam Chuen
4
2016
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291
Zhou, Ming; Yuen, Kam C.
4
2015
On the mean residual life regression model. Zbl 1026.62109
Yuen, K. C.; Zhu, L. X.; Tang, N. Y.
3
2003
On Erlang(2) risk process perturbed by diffusion. Zbl 1078.60509
Yuen, Kam C.; Yang, Hailiang; Wang, Rongming
3
2005
Bayesian non-randomized response models for surveys with sensitive questions. Zbl 1245.62007
Tian, Guo-Liang; Yuen, Kam Chuen; Tang, Man-Lai; Tan Ming T.
3
2009
Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015
Chen, Zhiping; Yuen, K. C.
3
2005
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
3
2013
Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C.
3
2020
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
3
2017
A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150
Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen
3
2015
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
3
2018
Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418
Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin
2
2002
Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
2
2014
Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379
Chen, Zhiping; Xu, Chengxian; Yuen, K. C.
2
2004
Further properties and new applications of the nested Dirichlet distribution. Zbl 1465.62021
Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen; Ng, Kai Wang
2
2010
Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. Zbl 1192.91121
Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung
2
2005
A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung
2
2007
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
2
2007
A \(k\)-sample test with interval censored data. Zbl 1153.62322
Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing
2
2006
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
2
2008
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215
Chen, Yiqing; White, Toby; Yuen, Kam Chuen
2
2021
Comments on some parametric models for mortality tables. Zbl 1075.62645
Yuen, Kam C.
1
1997
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
1
2014
On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604
Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing
1
2008
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan
1
2021
Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038
Lin, Lu; Zhu, Lixing; Yuen, K. C.
1
2005
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2016
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
1
2019
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2018
Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
1
2016
A note on joint occupation times of spectrally negative Lévy risk processes with tax. Zbl 1392.60044
Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C.
1
2018
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215
Chen, Yiqing; White, Toby; Yuen, Kam Chuen
2
2021
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan
1
2021
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
8
2020
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104
Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen
6
2020
Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C.
3
2020
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
1
2019
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
7
2018
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin
7
2018
Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059
Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng
5
2018
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
3
2018
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2018
A note on joint occupation times of spectrally negative Lévy risk processes with tax. Zbl 1392.60044
Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C.
1
2018
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun
9
2017
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Zbl 1354.91081
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui
5
2017
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. Zbl 1364.91072
Yang, Yang; Zhang, Ting; Yuen, Kam C.
5
2017
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
3
2017
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
43
2016
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
14
2016
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. Zbl 1382.91048
Yang, Yang; Yuen, Kam C.
8
2016
Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206
Yang, Yang; Yuen, Kam C.
6
2016
A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng
4
2016
Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028
Chen, Mi; Yuen, Kam Chuen
4
2016
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2016
Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
1
2016
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
24
2015
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
17
2015
Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291
Zhou, Ming; Yuen, Kam C.
4
2015
A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150
Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen
3
2015
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
21
2014
Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087
Li, Lujun; Yuen, K. C.; Yang, Jingping
7
2014
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
6
2014
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
4
2014
Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
2
2014
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
1
2014
Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043
Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen
6
2013
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
3
2013
Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057
Chen, Yiqing; Yuen, Kam C.
48
2012
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
36
2012
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054
Yuen, Kam Chuen; Yin, Chuancun
6
2012
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
47
2011
Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
36
2011
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
33
2011
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
22
2011
The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136
Chen, Yiqing; Ng, Kai W.; Yuen, Kam C.
14
2011
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
7
2011
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
30
2010
Further properties and new applications of the nested Dirichlet distribution. Zbl 1465.62021
Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen; Ng, Kai Wang
2
2010
Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011
Chen, Yiqing; Yuen, Kam C.
73
2009
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
9
2009
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
Bayesian non-randomized response models for surveys with sensitive questions. Zbl 1245.62007
Tian, Guo-Liang; Yuen, Kam Chuen; Tang, Man-Lai; Tan Ming T.
3
2009
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
9
2008
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
2
2008
On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604
Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing
1
2008
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
29
2007
Asymptotics for a censored generalized linear model with unknown link function. Zbl 1112.62068
Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam C.
7
2007
A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung
2
2007
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
2
2007
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
38
2006
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
20
2006
On a mixture GARCH time-series model. Zbl 1115.62094
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen
12
2006
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
A \(k\)-sample test with interval censored data. Zbl 1153.62322
Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing
2
2006
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, Kam C.; Guo, Junyi; Ng, Kai W.
35
2005
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
26
2005
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
5
2005
On Erlang(2) risk process perturbed by diffusion. Zbl 1078.60509
Yuen, Kam C.; Yang, Hailiang; Wang, Rongming
3
2005
Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015
Chen, Zhiping; Yuen, K. C.
3
2005
Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. Zbl 1192.91121
Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung
2
2005
Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038
Lin, Lu; Zhu, Lixing; Yuen, K. C.
1
2005
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
20
2004
Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379
Chen, Zhiping; Xu, Chengxian; Yuen, K. C.
2
2004
A discrete-time risk model with interaction between classes of business. Zbl 1074.91031
Wu, Xueyuan; Yuen, Kam C.
12
2003
Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data. Zbl 1217.62058
Chen, Min; Yuen, Kam C.; Zhu, Lixing
9
2003
On the mean residual life regression model. Zbl 1026.62109
Yuen, K. C.; Zhu, L. X.; Tang, N. Y.
3
2003
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
38
2002
Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091
Zhu, L. X.; Yuen, K. C.; Tang, N. Y.
4
2002
Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418
Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin
2
2002
Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032
Yuen, K. C.; Guo, J. Y.
49
2001
A test of fit for a semiparametric additive risk model. Zbl 0888.62046
Yuen, K. C.; Burke, M. D.
8
1997
Comments on some parametric models for mortality tables. Zbl 1075.62645
Yuen, Kam C.
1
1997
Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070
Burke, Murray D.; Yuen, Kam C.
5
1995
all top 5

Cited by 766 Authors

55 Yuen, Kam Chuen
38 Yang, Yang
20 Liang, Zhibin
20 Wang, Guojing
19 Li, Jinzhu
18 Gao, Qingwu
17 Šiaulys, Jonas
17 Zhao, Hui
16 Fu, Ke’ang
14 Guo, Junyi
14 Wang, Kaiyong
13 Rong, Ximin
13 Yin, Chuancun
12 Dong, Yinghui
12 Li, Danping
11 Ding, Feng
10 Cheng, Dongya
10 Leipus, Remigijus
10 Liu, Xijun
10 Zhang, Zhimin
9 Hu, Yijun
9 Wang, Shijie
9 Yang, Hailiang
9 Zeng, Yan
9 Zhou, Ming
8 Chen, Yiqing
8 Landriault, David
8 Wang, Dingcheng
8 Wu, Rong
7 Li, Shuanming
7 Shen, Yang
7 Tang, Qihe
6 Cai, Jun
6 Chen, Mi
6 Chen, Yu
6 Deng, Yingchun
6 Guo, Fenglong
6 Hayat, Tasawar
6 Lu, Dawei
6 Marceau, Étienne
6 Song, Lixin
6 Sun, Zhongyang
6 Wang, Xuejun
6 Xie, Jiehua
6 Zhang, Caibin
6 Zhang, Xin
6 Zhou, Jieming
5 Bi, Junna
5 Chen, Ping
5 Cheng, Fengyang
5 Cheung, Eric C. K.
5 Cossette, Hélène
5 Han, Xia
5 Huang, Ya
5 Li, Bin
5 Lin, Jinguan
5 Liu, Zaiming
5 Peng, Xingchun
5 Wang, Yuebao
5 Yang, Haizhong
5 Yang, Hu
5 Yang, Peng
5 Zhang, Yan
5 Zhu, Lixing
5 Zou, Wei
4 Al-saedi, Ahmed Eid Salem
4 Bao, Zhenhua
4 Bi, Xiuchun
4 Deng, Chao
4 Gao, Jianwei
4 Guo, Jie
4 He, Jingmin
4 Li, Qicai
4 Li, Wai Keung
4 Li, Yingqiu
4 Liu, He
4 Meng, Hui
4 Papaioannou, Apostolos D.
4 Qian, Linyi
4 Shen, Xinmei
4 Sun, Liuquan
4 Wang, Dehui
4 Wang, Wensheng
4 Woo, Jae-Kyung
4 Yang, Xiangqun
4 Yu, Changjun
4 Zhang, Shuguang
4 Zhao, Peibiao
4 Zhou, Xiaowen
3 Albrecher, Hansjörg
3 Badescu, Andrei L.
3 Bai, Xiaodong
3 Chen, Yang
3 Chen, Ye
3 Constantinescu, Corina D.
3 Feng, Runhuan
3 Gu, Ailing
3 Gu, Mengdi
3 Guan, Guohui
3 Hashorva, Enkelejd
...and 666 more Authors
all top 5

Cited in 122 Serials

94 Insurance Mathematics & Economics
57 Communications in Statistics. Theory and Methods
37 Journal of Computational and Applied Mathematics
33 Statistics & Probability Letters
28 Scandinavian Actuarial Journal
25 Journal of Industrial and Management Optimization
14 Journal of Mathematical Analysis and Applications
14 Acta Mathematicae Applicatae Sinica. English Series
12 Methodology and Computing in Applied Probability
11 Journal of Applied Probability
11 Journal of Inequalities and Applications
11 Frontiers of Mathematics in China
10 Lithuanian Mathematical Journal
10 Applied Mathematics and Computation
9 Mathematical Problems in Engineering
9 ASTIN Bulletin
8 Journal of the Franklin Institute
8 Applied Mathematics. Series B (English Edition)
8 Science China. Mathematics
6 Journal of Multivariate Analysis
6 Journal of Statistical Planning and Inference
6 Abstract and Applied Analysis
6 Discrete Dynamics in Nature and Society
6 Applied Stochastic Models in Business and Industry
6 Stochastic Models
6 Journal of the Korean Statistical Society
5 Japan Journal of Industrial and Applied Mathematics
5 Computational Statistics and Data Analysis
5 Acta Mathematica Sinica. English Series
5 Nonlinear Analysis. Modelling and Control
5 Journal of Systems Science and Complexity
5 Stochastics
4 International Journal of Control
4 Stochastic Analysis and Applications
4 European Journal of Operational Research
4 Mathematical Methods of Operations Research
4 European Actuarial Journal
4 International Journal of Systems Science. Principles and Applications of Systems and Integration
3 Computers & Mathematics with Applications
3 Optimization
3 Annals of Operations Research
3 Filomat
3 North American Actuarial Journal
3 Advances in Difference Equations
3 Journal of Mathematical Inequalities
3 AIMS Mathematics
2 Advances in Applied Probability
2 Journal of Statistical Physics
2 Metrika
2 Physica A
2 Scandinavian Journal of Statistics
2 Theory of Probability and its Applications
2 Applied Mathematics and Optimization
2 Bulletin of the Korean Mathematical Society
2 Mathematical and Computer Modelling
2 Computational Statistics
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Stochastic Processes and their Applications
2 Test
2 Statistical Papers
2 Opuscula Mathematica
2 Lifetime Data Analysis
2 Complexity
2 Bernoulli
2 Wuhan University Journal of Natural Sciences (WUJNS)
2 Extremes
2 Probability in the Engineering and Informational Sciences
2 Econometric Theory
2 Journal of Applied Mathematics
2 Stochastics and Dynamics
2 Journal of Applied Mathematics and Computing
2 Modern Stochastics. Theory and Applications
1 Journal of Mathematical Physics
1 Periodica Mathematica Hungarica
1 Rocky Mountain Journal of Mathematics
1 Ukrainian Mathematical Journal
1 Annals of the Institute of Statistical Mathematics
1 Journal of Econometrics
1 Journal of the Korean Mathematical Society
1 Journal of Optimization Theory and Applications
1 SIAM Journal on Control and Optimization
1 Optimal Control Applications & Methods
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Circuits, Systems, and Signal Processing
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Statistics
1 Probability Theory and Related Fields
1 Journal of Economic Dynamics & Control
1 Queueing Systems
1 Science in China. Series A
1 Computational Mathematics and Modeling
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 Journal of Algebraic Combinatorics
1 Computational and Applied Mathematics
1 International Transactions in Operational Research
1 Journal of Shanghai University
...and 22 more Serials

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