Edit Profile Yuen, Kam Chuen Compute Distance To: Compute Author ID: yuen.kam-chuen Published as: Yuen, K. C.; Yuen, Kam C.; Yuen, Kam Chuen; Yuen, Kam-Chuen Documents Indexed: 95 Publications since 1993 all top 5 Co-Authors 2 single-authored 14 Wang, Guojing 12 Dong, Yinghui 10 Guo, Junyi 9 Liang, Zhibin 8 Zhu, Lixing 7 Yin, Chuancun 6 Chen, Yiqing 6 Ng, Kai Wang 6 Tian, Guoliang 6 Zhou, Ming 5 Li, Wai Keung 4 Wu, Chongfeng 4 Wu, Xueyuan 3 Chen, Mi 3 Tang, Manlai 3 Wu, Rong 2 Bi, Junna 2 Burke, Murray D. 2 Chen, Zhiping 2 Li, Tao 2 Sun, Zhongyang 2 Tang, N. Y. 2 Wan, Lai Mei 2 Wang, Kaiyong 2 Wang, Rongming 2 Yang, Hailiang 2 Yang, Yang 2 Yang, Yang 2 Zhang, Caibin 2 Zhang, Zhiqiang 1 Chen, Min 1 Cheung, Ka Chun 1 Chu, Kut Leung 1 Datta, Somnath 1 Ding, Jieli 1 Han, Xia 1 He, Shuyuan 1 Hu, Fengqing 1 Jiang, Tao 1 Li, Jinzhu 1 Li, Lujun 1 Li, Peng 1 Lin, Lu 1 Liu, Chunling 1 Liu, Junfeng 1 Liu, Pengyi 1 Liu, Yin 1 Lu, Yuhua 1 Meng, Qingbin 1 Pardo Llorente, María del Carmen 1 Peng, Xingchun 1 Scheike, Thomas Harder 1 Shen, Junshan 1 Shen, Ying 1 Shi, Jian 1 Sun, Jianguo 1 Tan Ming T. 1 Tang, Qihe 1 Wang, Wenyuan 1 Wang, Yanhua 1 Wat, Kam Pui 1 Wei, Wei 1 White, Toby 1 Wu, Liucang 1 Wu, Qin 1 Xu, Chengxian 1 Xun, Baoyin 1 Yang, Jingping 1 Yang, Yang 1 Zhang, Chi 1 Zhang, Dixin 1 Zhang, Ting 1 Zhang, Xin 1 Zhao, Xingqiu 1 Zhu, Chao all top 5 Serials 13 Insurance Mathematics & Economics 6 Journal of Computational and Applied Mathematics 5 Statistics & Probability Letters 5 Scandinavian Actuarial Journal 4 Computational Statistics and Data Analysis 4 Journal of Actuarial Practice 3 Acta Mathematicae Applicatae Sinica. English Series 3 Communications in Statistics. Theory and Methods 3 Mathematical Methods of Operations Research 3 Methodology and Computing in Applied Probability 3 Applied Stochastic Models in Business and Industry 3 Journal of Industrial and Management Optimization 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 2 Statistics and Its Interface 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 Biometrical Journal 1 Comptes Rendus Mathématiques de l’Académie des Sciences 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 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 all top 5 Fields 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 42 Probability theory and stochastic processes (60-XX) 40 Statistics (62-XX) 16 Systems theory; control (93-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 2 Integral transforms, operational calculus (44-XX) 2 Operator theory (47-XX) 1 General and overarching topics; collections (00-XX) 1 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 73 Publications have been cited 767 times in 513 Documents Cited by ▼ Year ▼ Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011Chen, Yiqing; Yuen, Kam C. 63 2009 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032Yuen, K. C.; Guo, J. Y. 45 2001 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 38 2011 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057Chen, Yiqing; Yuen, Kam C. 36 2012 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 35 2002 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 34 2006 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 31 2016 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 30 2011 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 30 2005 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 28 2012 Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 26 2011 The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456Yuen, Kam C.; Wang, Guojing; Li, Wai K. 26 2007 On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095Wang, Guojing; Yuen, Kam C. 22 2005 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 21 2010 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058Yin, Chuancun; Yuen, Kam C. 18 2014 Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029Yuen, Kam C.; Wang, Guojing; Ng, Kai W. 18 2004 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 17 2011 On the renewal risk process with stochastic interest. Zbl 1109.60071Yuen, Kam C.; Wang, Guojing; Wu, Rong 17 2006 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 14 2015 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 14 2015 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 12 2011 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 11 2006 On a mixture GARCH time-series model. Zbl 1115.62094Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen 11 2006 A discrete-time risk model with interaction between classes of business. Zbl 1074.91031Wu, Xueyuan; Yuen, Kam C. 9 2003 The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100Yuen, Kam C.; Lu, Yuhua; Wu, Rong 8 2009 On a risk model with debit interest and dividend payments. Zbl 1169.62089Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 8 2008 Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data. Zbl 1217.62058Chen, Min; Yuen, Kam C.; Zhu, Lixing 8 2003 A test of fit for a semiparametric additive risk model. Zbl 0888.62046Yuen, K. C.; Burke, M. D. 8 1997 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 7 2016 Asymptotics for a censored generalized linear model with unknown link function. Zbl 1112.62068Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam C. 7 2007 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, Kam Chuen; Yin, Chuancun 6 2012 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076Yuen, Kam Chuen; Yin, Chuancun 6 2011 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 5 2017 Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206Yang, Yang; Yuen, Kam C. 5 2016 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 5 2014 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 5 2013 Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320Yuen, Kam-Chuen; Wang, Guojing 5 2005 Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070Burke, Murray D.; Yuen, Kam C. 5 1995 Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. Zbl 1364.91072Yang, Yang; Zhang, Ting; Yuen, Kam C. 4 2017 A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng 4 2016 Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087Li, Lujun; Yuen, K. C.; Yang, Jingping 4 2014 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 4 2014 On the renewal risk model under a threshold strategy. Zbl 1170.91014Dong, Yinghui; Wang, Guojing; Yuen, Kam C. 4 2009 Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091Zhu, L. X.; Yuen, K. C.; Tang, N. Y. 4 2002 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 3 2018 Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. Zbl 1382.91048Yang, Yang; Yuen, Kam C. 3 2016 A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen 3 2015 On Erlang(2) risk process perturbed by diffusion. Zbl 1078.60509Yuen, Kam C.; Yang, Hailiang; Wang, Rongming 3 2005 Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015Chen, Zhiping; Yuen, K. C. 3 2005 On the mean residual life regression model. Zbl 1026.62109Yuen, K. C.; Zhu, L. X.; Tang, N. Y. 3 2003 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 2 2018 Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028Chen, Mi; Yuen, Kam Chuen 2 2016 Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291Zhou, Ming; Yuen, Kam C. 2 2015 Further properties and new applications of the nested Dirichlet distribution. Zbl 05689597Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen; Ng, Kai Wang 2 2010 Bayesian non-randomized response models for surveys with sensitive questions. Zbl 1245.62007Tian, Guo-Liang; Yuen, Kam Chuen; Tang, Man-Lai; Tan Ming T. 2 2009 A \(k\)-sample test with interval censored data. Zbl 1153.62322Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing 2 2006 Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379Chen, Zhiping; Xu, Chengxian; Yuen, K. C. 2 2004 Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin 2 2002 A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 1 2020 Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 1 2018 Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng 1 2018 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 1 2018 Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing 1 2017 On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Zbl 1354.91081Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui 1 2017 Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 06918704Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling 1 2016 A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 1 2016 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 1 2013 The classical risk model with constant interest and threshold strategy. Zbl 1154.91499Dong, Yinghui; Yuen, Kam C. 1 2008 On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing 1 2008 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 1 2007 A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung 1 2007 Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. Zbl 1192.91121Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung 1 2005 Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038Lin, Lu; Zhu, Lixing; Yuen, K. C. 1 2005 A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 1 2020 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 3 2018 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 2 2018 Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 1 2018 Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng 1 2018 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 1 2018 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 5 2017 Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. Zbl 1364.91072Yang, Yang; Zhang, Ting; Yuen, Kam C. 4 2017 Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing 1 2017 On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Zbl 1354.91081Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui 1 2017 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 31 2016 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 7 2016 Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206Yang, Yang; Yuen, Kam C. 5 2016 A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng 4 2016 Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. Zbl 1382.91048Yang, Yang; Yuen, Kam C. 3 2016 Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028Chen, Mi; Yuen, Kam Chuen 2 2016 Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 06918704Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling 1 2016 A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 1 2016 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 14 2015 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 14 2015 A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen 3 2015 Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291Zhou, Ming; Yuen, Kam C. 2 2015 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058Yin, Chuancun; Yuen, Kam C. 18 2014 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 5 2014 Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087Li, Lujun; Yuen, K. C.; Yang, Jingping 4 2014 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 4 2014 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 5 2013 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 1 2013 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057Chen, Yiqing; Yuen, Kam C. 36 2012 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 28 2012 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, Kam Chuen; Yin, Chuancun 6 2012 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 38 2011 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 30 2011 Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 26 2011 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 17 2011 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 12 2011 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076Yuen, Kam Chuen; Yin, Chuancun 6 2011 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 21 2010 Further properties and new applications of the nested Dirichlet distribution. Zbl 05689597Tian, 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 1181.62011Chen, Yiqing; Yuen, Kam C. 63 2009 The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100Yuen, Kam C.; Lu, Yuhua; Wu, Rong 8 2009 On the renewal risk model under a threshold strategy. Zbl 1170.91014Dong, Yinghui; Wang, Guojing; Yuen, Kam C. 4 2009 Bayesian non-randomized response models for surveys with sensitive questions. Zbl 1245.62007Tian, Guo-Liang; Yuen, Kam Chuen; Tang, Man-Lai; Tan Ming T. 2 2009 On a risk model with debit interest and dividend payments. Zbl 1169.62089Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 8 2008 The classical risk model with constant interest and threshold strategy. Zbl 1154.91499Dong, Yinghui; Yuen, Kam C. 1 2008 On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604Wang, 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 1273.91456Yuen, Kam C.; Wang, Guojing; Li, Wai K. 26 2007 Asymptotics for a censored generalized linear model with unknown link function. Zbl 1112.62068Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam C. 7 2007 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 1 2007 A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung 1 2007 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 34 2006 On the renewal risk process with stochastic interest. Zbl 1109.60071Yuen, Kam C.; Wang, Guojing; Wu, Rong 17 2006 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 11 2006 On a mixture GARCH time-series model. Zbl 1115.62094Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen 11 2006 A \(k\)-sample test with interval censored data. Zbl 1153.62322Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing 2 2006 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 30 2005 On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095Wang, Guojing; Yuen, Kam C. 22 2005 Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320Yuen, Kam-Chuen; Wang, Guojing 5 2005 On Erlang(2) risk process perturbed by diffusion. Zbl 1078.60509Yuen, Kam C.; Yang, Hailiang; Wang, Rongming 3 2005 Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015Chen, Zhiping; Yuen, K. C. 3 2005 Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. Zbl 1192.91121Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung 1 2005 Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038Lin, Lu; Zhu, Lixing; Yuen, K. C. 1 2005 Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029Yuen, Kam C.; Wang, Guojing; Ng, Kai W. 18 2004 Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379Chen, Zhiping; Xu, Chengxian; Yuen, K. C. 2 2004 A discrete-time risk model with interaction between classes of business. Zbl 1074.91031Wu, Xueyuan; Yuen, Kam C. 9 2003 Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data. Zbl 1217.62058Chen, Min; Yuen, Kam C.; Zhu, Lixing 8 2003 On the mean residual life regression model. Zbl 1026.62109Yuen, K. C.; Zhu, L. X.; Tang, N. Y. 3 2003 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 35 2002 Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091Zhu, L. X.; Yuen, K. C.; Tang, N. Y. 4 2002 Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin 2 2002 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032Yuen, K. C.; Guo, J. Y. 45 2001 A test of fit for a semiparametric additive risk model. Zbl 0888.62046Yuen, K. C.; Burke, M. D. 8 1997 Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070Burke, Murray D.; Yuen, Kam C. 5 1995 all cited Publications top 5 cited Publications all top 5 Cited by 663 Authors 48 Yuen, Kam Chuen 18 Li, Jinzhu 17 Wang, Guojing 16 Šiaulys, Jonas 15 Liang, Zhibin 14 Gao, Qingwu 13 Yin, Chuancun 12 Fu, Ke’ang 12 Guo, Junyi 11 Leipus, Remigijus 11 Li, Danping 11 Zhao, Hui 10 Dong, Yinghui 10 Wang, Kaiyong 9 Hu, Yijun 9 Yang, Hailiang 9 Zhang, Zhimin 8 Ding, Feng 8 Li, Shuanming 8 Rong, Ximin 8 Wu, Rong 8 Yang, Yang 8 Yang, Yang 8 Zeng, Yan 7 Chen, Yiqing 7 Cheng, Dongya 7 Landriault, David 7 Tang, Qihe 7 Wang, Shijie 7 Yang, Yang 7 Zhou, Ming 6 Chen, Yu 6 Liu, Xijun 6 Marceau, Étienne 6 Shen, Yang 6 Wang, Xuejun 6 Xie, Jiehua 6 Yang, Yang 6 Yang, Yang 6 Zhang, Xin 5 Cai, Jun 5 Chen, Ping 5 Cossette, Hélène 5 Hayat, Tasawar 5 Lin, Jinguan 5 Liu, Zaiming 5 Meng, Hui 5 Peng, Xingchun 5 Wang, Dingcheng 5 Wang, Yuebao 5 Yang, Haizhong 5 Yang, Hu 5 Zhu, Lixing 5 Zou, Wei 4 Bi, Junna 4 Cheung, Eric C. K. 4 Deng, Yingchun 4 Gao, Jianwei 4 Gu, Ailing 4 Guo, Fenglong 4 Li, Bin 4 Li, Wai Keung 4 Li, Yingqiu 4 Liu, He 4 Papaioannou, Apostolos D. 4 Song, Lixin 4 Sun, Liuquan 4 Wang, Dehui 4 Yang, Xiangqun 4 Zhang, Caibin 4 Zhang, Yan 4 Zhou, Jieming 4 Zhou, Xiaowen 3 Al-saedi, Ahmed Eid Salem 3 Badescu, Andrei L. 3 Bao, Zhenhua 3 Bi, Xiuchun 3 Cang, Yuquan 3 Chen, Ye 3 Cheng, Fengyang 3 Constantinescu, Corina D. 3 Deng, Chao 3 Feng, Runhuan 3 Gu, Mengdi 3 Guan, Guohui 3 Hashorva, Enkelejd 3 Hu, Shuhe 3 Huang, Zhensheng 3 Jiang, Tao 3 Jin, Na 3 Jin, Zhuo 3 Konstantinides, Dimitrios G. 3 Li, Qicai 3 Liang, Zongxia 3 Liu, Donghai 3 Lu, Dawei 3 Ng, Cheuk Yin Andrew 3 Ng, Kai Wang 3 Palmowski, Zbigniew 3 Qian, Linyi ...and 563 more Authors all top 5 Cited in 105 Serials 90 Insurance Mathematics & Economics 36 Journal of Computational and Applied Mathematics 30 Statistics & Probability Letters 29 Communications in Statistics. Theory and Methods 22 Scandinavian Actuarial Journal 16 Journal of Mathematical Analysis and Applications 12 Acta Mathematicae Applicatae Sinica. English Series 11 Journal of Applied Probability 11 Journal of Industrial and Management Optimization 11 Frontiers of Mathematics in China 10 Lithuanian Mathematical Journal 10 Methodology and Computing in Applied Probability 8 Journal of the Franklin Institute 8 ASTIN Bulletin 8 Science China. Mathematics 7 Applied Mathematics and Computation 7 Applied Mathematics. Series B (English Edition) 6 Computational Statistics and Data Analysis 6 Abstract and Applied Analysis 6 Applied Stochastic Models in Business and Industry 5 Journal of Multivariate Analysis 5 Journal of Statistical Planning and Inference 5 Mathematical Problems in Engineering 5 Journal of Inequalities and Applications 5 Discrete Dynamics in Nature and Society 5 Acta Mathematica Sinica. English Series 5 Journal of Systems Science and Complexity 5 Stochastic Models 5 Journal of the Korean Statistical Society 4 Stochastics 4 European Actuarial Journal 3 Computers & Mathematics with Applications 3 Stochastic Analysis and Applications 3 Optimization 3 Japan Journal of Industrial and Applied Mathematics 3 European Journal of Operational Research 3 Mathematical Methods of Operations Research 2 Advances in Applied Probability 2 International Journal of Control 2 Journal of Statistical Physics 2 Metrika 2 Scandinavian Journal of Statistics 2 Theory of Probability and its Applications 2 Bulletin of the Korean Mathematical Society 2 Mathematical and Computer Modelling 2 Annals of Operations Research 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 Nonlinear Analysis. Modelling and Control 2 Journal of Applied Mathematics 2 Stochastics and Dynamics 2 Journal of Applied Mathematics and Computing 2 North American Actuarial Journal 2 Advances in Difference Equations 2 Journal of Mathematical Inequalities 2 Modern Stochastics. Theory and Applications 1 Physica A 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 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 Journal of Economic Dynamics & Control 1 Science in China. Series A 1 The Annals of Applied Probability 1 Computational Statistics 1 Applied Mathematical Modelling 1 Computational and Applied Mathematics 1 International Transactions in Operational Research 1 Journal of Shanghai University 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Statistical Inference for Stochastic Processes 1 International Game Theory Review 1 The ANZIAM Journal 1 Statistical Modelling 1 Acta Mechanica Sinica 1 Advances in Decision Sciences 1 Journal of Probability and Statistics 1 ISRN Mathematical Analysis 1 Statistics and Computing 1 ISRN Applied Mathematics 1 Arabian Journal of Mathematics ...and 5 more Serials all top 5 Cited in 23 Fields 381 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 293 Probability theory and stochastic processes (60-XX) 212 Statistics (62-XX) 82 Systems theory; control (93-XX) 18 Numerical analysis (65-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 9 Integral equations (45-XX) 9 Operations research, mathematical programming (90-XX) 7 Integral transforms, operational calculus (44-XX) 3 Partial differential equations (35-XX) 3 Operator theory (47-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year