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Yuen, Kam Chuen

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Author ID: yuen.kam-chuen Recent zbMATH articles by "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

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

Publications by Year

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 1181.62011
Chen, Yiqing; Yuen, Kam C.
63
2009
Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032
Yuen, K. C.; Guo, J. Y.
45
2001
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
38
2011
Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057
Chen, Yiqing; Yuen, Kam C.
36
2012
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
35
2002
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
34
2006
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
31
2016
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.
30
2011
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, 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 1286.91068
Liang, 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 1275.91075
Chen, 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 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
26
2007
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
22
2005
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.
21
2010
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
18
2014
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
18
2004
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
17
2011
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
17
2006
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
14
2015
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
14
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.
12
2011
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
On a mixture GARCH time-series model. Zbl 1115.62094
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen
11
2006
A discrete-time risk model with interaction between classes of business. Zbl 1074.91031
Wu, Xueyuan; Yuen, Kam C.
9
2003
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
8
2009
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, 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 1217.62058
Chen, Min; Yuen, Kam C.; Zhu, Lixing
8
2003
A test of fit for a semiparametric additive risk model. Zbl 0888.62046
Yuen, K. C.; Burke, M. D.
8
1997
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
7
2016
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
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054
Yuen, Kam Chuen; Yin, Chuancun
6
2012
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
6
2011
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun
5
2017
Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206
Yang, Yang; Yuen, Kam C.
5
2016
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
5
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
5
2013
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
5
2005
Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070
Burke, Murray D.; Yuen, Kam C.
5
1995
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. Zbl 1364.91072
Yang, Yang; Zhang, Ting; Yuen, Kam C.
4
2017
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
Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087
Li, Lujun; Yuen, K. C.; Yang, Jingping
4
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
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091
Zhu, 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 1410.91273
Liang, 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 1382.91048
Yang, Yang; Yuen, Kam C.
3
2016
A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150
Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen
3
2015
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
On the mean residual life regression model. Zbl 1026.62109
Yuen, K. C.; Zhu, L. X.; Tang, N. Y.
3
2003
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
2
2018
Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028
Chen, Mi; Yuen, Kam Chuen
2
2016
Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291
Zhou, Ming; Yuen, Kam C.
2
2015
Further properties and new applications of the nested Dirichlet distribution. Zbl 05689597
Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen; Ng, Kai Wang
2
2010
Bayesian non-randomized response models for surveys with sensitive questions. Zbl 1245.62007
Tian, Guo-Liang; Yuen, Kam Chuen; Tang, Man-Lai; Tan Ming T.
2
2009
A \(k\)-sample test with interval censored data. Zbl 1153.62322
Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing
2
2006
Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379
Chen, Zhiping; Xu, Chengxian; Yuen, K. C.
2
2004
Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418
Yuen, 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 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
1
2020
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
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
1
2018
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
1
2018
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
1
2017
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Zbl 1354.91081
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui
1
2017
Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 06918704
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
1
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
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
1
2013
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
1
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
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
1
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
1
2007
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
1
2005
Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038
Lin, 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 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
1
2020
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin
3
2018
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
2
2018
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
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
1
2018
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
1
2018
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, 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 1364.91072
Yang, Yang; Zhang, Ting; Yuen, Kam C.
4
2017
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
1
2017
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Zbl 1354.91081
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui
1
2017
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
31
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
7
2016
Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206
Yang, Yang; Yuen, Kam C.
5
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
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.
3
2016
Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028
Chen, Mi; Yuen, Kam Chuen
2
2016
Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 06918704
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
1
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
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
14
2015
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
14
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
Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291
Zhou, Ming; Yuen, Kam C.
2
2015
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
18
2014
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
5
2014
Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087
Li, Lujun; Yuen, K. C.; Yang, Jingping
4
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
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
5
2013
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
1
2013
Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057
Chen, Yiqing; Yuen, Kam C.
36
2012
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
28
2012
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054
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
38
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.
30
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.
26
2011
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
17
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.
12
2011
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
6
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.
21
2010
Further properties and new applications of the nested Dirichlet distribution. Zbl 05689597
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.
63
2009
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
8
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.
2
2009
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
8
2008
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
1
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.
26
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
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
1
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
1
2007
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
34
2006
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
17
2006
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
On a mixture GARCH time-series model. Zbl 1115.62094
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen
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.
30
2005
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
22
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
1
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.
18
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.
9
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
8
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
35
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.
45
2001
A test of fit for a semiparametric additive risk model. Zbl 0888.62046
Yuen, K. C.; Burke, M. D.
8
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 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

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