Edit Profile (opens in new tab) Yuen, Kam Chuen Compute Distance To: Compute Author ID: yuen.kam-chuen Published as: Yuen, Kam Chuen; Yuen, Kam C.; Yuen, K. C.; Yuen, Kam-Chuen more...less Documents Indexed: 105 Publications since 1993 1 Contribution as Editor Co-Authors: 73 Co-Authors with 104 Joint Publications 3,152 Co-Co-Authors all top 5 Co-Authors 2 single-authored 14 Liang, Zhibin 14 Wang, Guojing 12 Dong, Yinghui 10 Guo, Junyi 8 Zhu, Lixing 7 Yin, Chuancun 6 Chen, Mi 6 Chen, Yiqing 6 Ng, Kai Wang 6 Tian, Guoliang 6 Yang, Yang 6 Zhou, Ming 5 Li, Wai Keung 5 Zhang, Caibin 4 Wu, Chongfeng 4 Wu, Xueyuan 3 Han, Xia 3 Tang, Manlai 3 Wang, Kaiyong 3 Wu, Rong 2 Bi, Junna 2 Burke, Murray D. 2 Chen, Zhiping 2 Li, Tao 2 Liu, Junfeng 2 Sun, Zhongyang 2 Tang, N. Y. 2 Wan, Lai Mei 2 Wang, Rongming 2 Wang, Wenyuan 2 Xun, Baoyin 2 Yang, Hailiang 2 Zhang, Zhiqiang 1 Cheung, Ka Chun 1 Chu, Kut Leung 1 Datta, Somnath 1 Ding, Jieli 1 He, Shuyuan 1 Hu, Fengqing 1 Jiang, Tao 1 Jiang, Xin 1 Li, Jiahui 1 Li, Jinzhu 1 Li, Lujun 1 Lin, Lu 1 Liu, Pengyi 1 Liu, Yin 1 Lu, Yuhua 1 Meng, Qingbin 1 Pardo Llorente, María del Carmen 1 Peng, Xingchun 1 Scheike, Thomas H. 1 Shen, Junshan 1 Shen, Ying 1 Shi, Jian 1 Sun, Jianguo 1 Tan Ming T. 1 Tang, Qihe 1 Wang, Yanhua 1 Wat, Kam Pui 1 White, Toby 1 Wu, Liucang 1 Wu, Qin 1 Xu, Chengxian 1 Xu, Jinfeng 1 Yang, Jingping 1 Zhang, Chi 1 Zhang, Dixin 1 Zhang, Xiaoyu 1 Zhang, Xin 1 Zhao, Xingqiu 1 Zhou, Yunpeng 1 Zhu, Chao 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 all top 5 Fields 78 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Statistics (62-XX) 46 Probability theory and stochastic processes (60-XX) 22 Systems theory; control (93-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Operations research, mathematical programming (90-XX) 3 Numerical analysis (65-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 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 1181.62011Chen, Yiqing; Yuen, Kam C. 73 2009 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032Yuen, K. C.; Guo, J. Y. 49 2001 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057Chen, Yiqing; Yuen, Kam C. 48 2012 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 47 2011 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 43 2016 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 38 2002 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, 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 1286.91068Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 36 2012 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 36 2011 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089Yuen, 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 1275.91075Chen, 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 1231.91414Tang, 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 1273.91456Yuen, Kam C.; Wang, Guojing; Li, Wai K. 29 2007 On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095Wang, Guojing; Yuen, Kam C. 26 2005 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 24 2015 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 22 2011 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058Yin, Chuancun; Yuen, Kam C. 21 2014 Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029Yuen, Kam C.; Wang, Guojing; Ng, Kai W. 20 2004 On the renewal risk process with stochastic interest. Zbl 1109.60071Yuen, Kam C.; Wang, Guojing; Wu, Rong 20 2006 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 17 2015 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136Chen, 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 1348.91165Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 14 2016 A discrete-time risk model with interaction between classes of business. Zbl 1074.91031Wu, Xueyuan; Yuen, Kam C. 12 2003 On a mixture GARCH time-series model. Zbl 1115.62094Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen 12 2006 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 11 2006 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 9 2003 On a risk model with debit interest and dividend payments. Zbl 1169.62089Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 9 2008 The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100Yuen, Kam C.; Lu, Yuhua; Wu, Rong 9 2009 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 9 2017 A test of fit for a semiparametric additive risk model. Zbl 0888.62046Yuen, 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 1382.91048Yang, 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 1427.91243Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 8 2020 Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087Li, Lujun; Yuen, K. C.; Yang, Jingping 7 2014 Asymptotics for a censored generalized linear model with unknown link function. Zbl 1112.62068Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam C. 7 2007 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076Yuen, Kam Chuen; Yin, Chuancun 7 2011 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 7 2018 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 7 2018 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 6 2013 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, Kam Chuen; Yin, Chuancun 6 2012 Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen 6 2020 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 6 2014 Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206Yang, Yang; Yuen, Kam C. 6 2016 Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070Burke, Murray D.; Yuen, Kam C. 5 1995 Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320Yuen, Kam-Chuen; Wang, Guojing 5 2005 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 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. 5 2017 Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng 5 2018 Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091Zhu, L. X.; Yuen, K. C.; Tang, N. Y. 4 2002 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 4 2014 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 Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028Chen, Mi; Yuen, Kam Chuen 4 2016 On the renewal risk model under a threshold strategy. Zbl 1170.91014Dong, Yinghui; Wang, Guojing; Yuen, Kam C. 4 2009 Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291Zhou, Ming; Yuen, Kam C. 4 2015 On the mean residual life regression model. Zbl 1026.62109Yuen, K. C.; Zhu, L. X.; Tang, N. Y. 3 2003 On Erlang(2) risk process perturbed by diffusion. Zbl 1078.60509Yuen, Kam C.; Yang, Hailiang; Wang, Rongming 3 2005 Bayesian non-randomized response models for surveys with sensitive questions. Zbl 1245.62007Tian, Guo-Liang; Yuen, Kam Chuen; Tang, Man-Lai; Tan Ming T. 3 2009 Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015Chen, Zhiping; Yuen, K. C. 3 2005 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 3 2013 Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C. 3 2020 Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing 3 2017 A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen 3 2015 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 3 2018 Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin 2 2002 Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 2 2014 Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379Chen, Zhiping; Xu, Chengxian; Yuen, K. C. 2 2004 Further properties and new applications of the nested Dirichlet distribution. Zbl 1465.62021Tian, 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 1192.91121Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung 2 2005 A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung 2 2007 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 2 2007 A \(k\)-sample test with interval censored data. Zbl 1153.62322Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing 2 2006 The classical risk model with constant interest and threshold strategy. Zbl 1154.91499Dong, Yinghui; Yuen, Kam C. 2 2008 Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215Chen, Yiqing; White, Toby; Yuen, Kam Chuen 2 2021 Comments on some parametric models for mortality tables. Zbl 1075.62645Yuen, Kam C. 1 1997 A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 1 2014 On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing 1 2008 Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan 1 2021 Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038Lin, Lu; Zhu, Lixing; Yuen, K. C. 1 2005 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 mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 1 2019 Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 1 2018 Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling 1 2016 A note on joint occupation times of spectrally negative Lévy risk processes with tax. Zbl 1392.60044Wang, 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 1460.91215Chen, Yiqing; White, Toby; Yuen, Kam Chuen 2 2021 Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122Chen, 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 1427.91243Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 8 2020 Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen 6 2020 Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C. 3 2020 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 1 2019 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 7 2018 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 7 2018 Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng 5 2018 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 3 2018 Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 1 2018 A note on joint occupation times of spectrally negative Lévy risk processes with tax. Zbl 1392.60044Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C. 1 2018 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, 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 1354.91081Yuen, 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 1364.91072Yang, Yang; Zhang, Ting; Yuen, Kam C. 5 2017 Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing 3 2017 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 43 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 14 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. 8 2016 Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206Yang, Yang; Yuen, Kam C. 6 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 Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028Chen, Mi; Yuen, Kam Chuen 4 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 Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling 1 2016 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 24 2015 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 17 2015 Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291Zhou, Ming; Yuen, Kam C. 4 2015 A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 06984150Ding, 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 1310.60058Yin, Chuancun; Yuen, Kam C. 21 2014 Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087Li, Lujun; Yuen, K. C.; Yang, Jingping 7 2014 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 6 2014 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 4 2014 Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069Dong, 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 1307.91186Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 1 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 6 2013 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 3 2013 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057Chen, Yiqing; Yuen, Kam C. 48 2012 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 36 2012 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, 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 47 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. 36 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. 33 2011 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 22 2011 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 14 2011 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076Yuen, Kam Chuen; Yin, Chuancun 7 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. 30 2010 Further properties and new applications of the nested Dirichlet distribution. Zbl 1465.62021Tian, 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. 73 2009 The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100Yuen, Kam C.; Lu, Yuhua; Wu, Rong 9 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. 3 2009 On a risk model with debit interest and dividend payments. Zbl 1169.62089Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 9 2008 The classical risk model with constant interest and threshold strategy. Zbl 1154.91499Dong, Yinghui; Yuen, Kam C. 2 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. 29 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 A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung 2 2007 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 2 2007 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 38 2006 On the renewal risk process with stochastic interest. Zbl 1109.60071Yuen, Kam C.; Wang, Guojing; Wu, Rong 20 2006 On a mixture GARCH time-series model. Zbl 1115.62094Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen 12 2006 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 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. 35 2005 On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095Wang, Guojing; Yuen, Kam C. 26 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 2 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. 20 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. 12 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 9 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 38 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. 49 2001 A test of fit for a semiparametric additive risk model. Zbl 0888.62046Yuen, K. C.; Burke, M. D. 8 1997 Comments on some parametric models for mortality tables. Zbl 1075.62645Yuen, Kam C. 1 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 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 all top 5 Cited in 28 Fields 456 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 345 Probability theory and stochastic processes (60-XX) 271 Statistics (62-XX) 106 Systems theory; control (93-XX) 21 Numerical analysis (65-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 13 Operations research, mathematical programming (90-XX) 11 Integral equations (45-XX) 8 Integral transforms, operational calculus (44-XX) 4 Partial differential equations (35-XX) 3 Combinatorics (05-XX) 3 Operator theory (47-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 General and overarching topics; collections (00-XX) 2 Information and communication theory, circuits (94-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-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 Mathematics education (97-XX) Citations by Year