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

Serials

13 Insurance Mathematics & Economics
6 Journal of Computational and Applied Mathematics
6 Communications in Statistics. Theory and Methods
6 Scandinavian Actuarial Journal
6 Journal of Industrial and Management Optimization
5 Statistics & Probability Letters
4 Acta Mathematicae Applicatae Sinica. English Series
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 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 European Journal of Operational Research
1 Lifetime Data Analysis
1 Australian & New Zealand Journal of Statistics
1 Journal of Applied Statistics
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 Science China. Mathematics
1 Scientia Sinica. Mathematica
1 Journal of Mathematical Research with Applications

Publications by Year

Citations contained in zbMATH Open

91 Publications have been cited 1,276 times in 799 Documents Cited by Year
Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011
Chen, Yiqing; Yuen, Kam C.
84
2009
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
64
2016
Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032
Yuen, K. C.; Guo, J. Y.
59
2001
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
58
2011
Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057
Chen, Yiqing; Yuen, Kam C.
55
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
46
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.
44
2011
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, Kam C.; Guo, Junyi; Ng, Kai W.
43
2005
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2002
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2006
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
40
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.
40
2011
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
37
2015
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
35
2015
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.
33
2010
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
33
2007
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
29
2005
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
28
2014
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
27
2016
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
22
2004
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
22
2006
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104
Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen
20
2020
On a mixture GARCH time-series model. Zbl 1115.62094
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen
15
2006
The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136
Chen, Yiqing; Ng, Kai W.; Yuen, Kam C.
15
2011
A discrete-time risk model with interaction between classes of business. Zbl 1074.91031
Wu, Xueyuan; Yuen, Kam C.
14
2003
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.
14
2016
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243
Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi
14
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
13
2018
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
13
2018
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun
12
2017
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059
Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng
11
2018
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
9
2009
Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data. Zbl 1217.62058
Chen, Min; Yuen, Kam C.; Zhu, Lixing
9
2003
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
9
2008
Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206
Yang, Yang; Yuen, Kam C.
9
2016
A test of fit for a semiparametric additive risk model. Zbl 0888.62046
Yuen, K. C.; Burke, M. D.
8
1997
Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087
Li, Lujun; Yuen, K. C.; Yang, Jingping
8
2014
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.
8
2017
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
8
2014
Asymptotics for a censored generalized linear model with unknown link function. Zbl 1112.62068
Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam C.
7
2007
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
7
2011
Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028
Chen, Mi; Yuen, Kam Chuen
7
2016
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
7
2005
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
7
2013
A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 1507.62048
Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen
7
2015
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
6
2017
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
6
2019
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054
Yuen, Kam Chuen; Yin, Chuancun
6
2012
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215
Chen, Yiqing; White, Toby; Yuen, Kam Chuen
6
2021
Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070
Burke, Murray D.; Yuen, Kam C.
5
1995
Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291
Zhou, Ming; Yuen, Kam C.
5
2015
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.
5
2009
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
5
2016
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan
5
2021
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
5
2013
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
4
2017
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 in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
4
2018
Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C.
4
2020
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
4
2014
Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming
3
2007
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
Zero-one-inflated simplex regression models for the analysis of continuous proportion data. Zbl 07161110
Liu, Pengyi; Yuen, Kam Chuen; Wu, Liu-Cang; Tian, Guo-Liang; Li, Tao
3
2020
A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung
2
2007
Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. Zbl 1192.91121
Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung
2
2005
Further properties and new applications of the nested Dirichlet distribution. Zbl 1465.62021
Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen; Ng, Kai Wang
2
2010
Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418
Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin
2
2002
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 \(k\)-sample test with interval censored data. Zbl 1153.62322
Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing
2
2006
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2016
Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
2
2014
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
2
2008
Minimizing the probability of absolute ruin under the mean-variance premium principle. Zbl 1471.91460
Han, Xia; Liang, Zhibin; Yuen, Kam C.
2
2021
Multivariate zero-and-one inflated Poisson model with applications. Zbl 1433.62054
Zhang, Chi; Tian, Guo-Liang; Yuen, Kam Chuen; Wu, Qin; Li, Tao
2
2020
A new multivariate zero-adjusted Poisson model with applications to biomedicine. Zbl 1429.62568
Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen
2
2019
Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
2
2016
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2018
Comments on some parametric models for mortality tables. Zbl 1075.62645
Yuen, Kam C.
1
1997
Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038
Lin, Lu; Zhu, Lixing; Yuen, K. C.
1
2005
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
1
2014
On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604
Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing
1
2008
Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. Zbl 1476.91134
Yang, Yang; Yuen, Kam Chuen; Liu, Jun-feng
1
2021
The finite-time ruin probability of a risk model with a general counting process and stochastic return. Zbl 1499.91026
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong
1
2022
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. Zbl 07737888
Yuan, Yu; Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
1
2023
The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. Zbl 1437.62381
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C.
1
2020
Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. Zbl 1499.62397
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen
1
2022
A note on joint occupation times of spectrally negative Lévy risk processes with tax. Zbl 1392.60044
Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C.
1
2018
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. Zbl 07737888
Yuan, Yu; Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
1
2023
The finite-time ruin probability of a risk model with a general counting process and stochastic return. Zbl 1499.91026
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong
1
2022
Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. Zbl 1499.62397
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen
1
2022
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215
Chen, Yiqing; White, Toby; Yuen, Kam Chuen
6
2021
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan
5
2021
Minimizing the probability of absolute ruin under the mean-variance premium principle. Zbl 1471.91460
Han, Xia; Liang, Zhibin; Yuen, Kam C.
2
2021
Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. Zbl 1476.91134
Yang, Yang; Yuen, Kam Chuen; Liu, Jun-feng
1
2021
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104
Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen
20
2020
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
14
2020
Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C.
4
2020
Zero-one-inflated simplex regression models for the analysis of continuous proportion data. Zbl 07161110
Liu, Pengyi; Yuen, Kam Chuen; Wu, Liu-Cang; Tian, Guo-Liang; Li, Tao
3
2020
Multivariate zero-and-one inflated Poisson model with applications. Zbl 1433.62054
Zhang, Chi; Tian, Guo-Liang; Yuen, Kam Chuen; Wu, Qin; Li, Tao
2
2020
The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. Zbl 1437.62381
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C.
1
2020
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
6
2019
A new multivariate zero-adjusted Poisson model with applications to biomedicine. Zbl 1429.62568
Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen
2
2019
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin
13
2018
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
13
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
11
2018
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
4
2018
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2018
A note on joint occupation times of spectrally negative Lévy risk processes with tax. Zbl 1392.60044
Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C.
1
2018
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun
12
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.
8
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
6
2017
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
4
2017
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
64
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
27
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.
14
2016
Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206
Yang, Yang; Yuen, Kam C.
9
2016
Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028
Chen, Mi; Yuen, Kam Chuen
7
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
5
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
2
2016
Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
2
2016
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
37
2015
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
35
2015
A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 1507.62048
Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen
7
2015
Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291
Zhou, Ming; Yuen, Kam C.
5
2015
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
28
2014
Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087
Li, Lujun; Yuen, K. C.; Yang, Jingping
8
2014
Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi
8
2014
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
4
2014
Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
2
2014
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
1
2014
Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043
Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen
7
2013
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
5
2013
Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057
Chen, Yiqing; Yuen, Kam C.
55
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
46
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
58
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.
44
2011
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
40
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.
40
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.
15
2011
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
7
2011
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
33
2010
Further properties and new applications of the nested Dirichlet distribution. Zbl 1465.62021
Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen; Ng, Kai Wang
2
2010
Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011
Chen, Yiqing; Yuen, Kam C.
84
2009
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
9
2009
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.
5
2009
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
On a risk model with debit interest and dividend payments. Zbl 1169.62089
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi
9
2008
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
2
2008
On the distributions of two classes of multiple dependent aggregate claims. Zbl 1153.91604
Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing
1
2008
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
33
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
3
2007
A time-series risk model with constant interest for dependent classes of business. Zbl 1119.91060
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung
2
2007
On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
2006
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
22
2006
On a mixture GARCH time-series model. Zbl 1115.62094
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen
15
2006
Some results on the compound Markov binomial model. Zbl 1144.91036
Yuen, Kam-Chuen; Guo, Junyi
11
2006
A \(k\)-sample test with interval censored data. Zbl 1153.62322
Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing
2
2006
On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089
Yuen, Kam C.; Guo, Junyi; Ng, Kai W.
43
2005
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
29
2005
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
7
2005
On Erlang(2) risk process perturbed by diffusion. Zbl 1078.60509
Yuen, Kam C.; Yang, Hailiang; Wang, Rongming
3
2005
Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015
Chen, Zhiping; Yuen, K. C.
3
2005
Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. Zbl 1192.91121
Wan, Lai Mei; Yuen, Kam Chuen; Li, Wai Keung
2
2005
Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038
Lin, Lu; Zhu, Lixing; Yuen, K. C.
1
2005
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
22
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.
14
2003
Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data. Zbl 1217.62058
Chen, Min; Yuen, Kam C.; Zhu, Lixing
9
2003
On the mean residual life regression model. Zbl 1026.62109
Yuen, K. C.; Zhu, L. X.; Tang, N. Y.
3
2003
On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan
42
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.
59
2001
A test of fit for a semiparametric additive risk model. Zbl 0888.62046
Yuen, K. C.; Burke, M. D.
8
1997
Comments on some parametric models for mortality tables. Zbl 1075.62645
Yuen, Kam C.
1
1997
Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070
Burke, Murray D.; Yuen, Kam C.
5
1995
all top 5

Cited by 972 Authors

60 Yuen, Kam Chuen
46 Yang, Yang
25 Liang, Zhibin
23 Li, Jinzhu
22 Ding, Feng
22 Gao, Qingwu
20 Fu, Ke’ang
20 Zhao, Hui
18 Šiaulys, Jonas
18 Wang, Guojing
16 Rong, Ximin
15 Guo, Junyi
15 Li, Danping
15 Wang, Shijie
14 Liu, Xijun
14 Wang, Kaiyong
14 Yin, Chuancun
13 Cheng, Dongya
12 Dong, Yinghui
11 Zhang, Zhimin
11 Zhou, Ming
10 Chen, Mi
10 Chen, Yiqing
10 Han, Xia
10 Leipus, Remigijus
10 Zeng, Yan
10 Zhou, Jieming
9 Hu, Yijun
9 Landriault, David
9 Lu, Dawei
9 Yang, Hailiang
9 Yuan, Yu
8 Hayat, Tasawar
8 Huang, Ya
8 Li, Shuanming
8 Shen, Yang
8 Wu, Rong
8 Xu, Ling
8 Zhang, Caibin
8 Zhang, Xin
8 Zhang, Yan
7 Deng, Yingchun
7 Liu, Zaiming
7 Sun, Zhongyang
7 Tang, Qihe
7 Wang, Dingcheng
7 Xie, Jiehua
7 Zhao, Peibiao
6 Cai, Jun
6 Chen, Ping
6 Chen, Yu
6 Geng, Bingzhen
6 Guo, Fenglong
6 Marceau, Étienne
6 Shen, Xinmei
6 Song, Lixin
6 Wang, Xuejun
6 Wang, Yuebao
6 Yang, Peng
6 Zhang, Yumo
5 Al-saedi, Ahmed Eid Salem
5 Bi, Junna
5 Cheng, Fengyang
5 Cheung, Eric C. K.
5 Cossette, Hélène
5 Gu, Ailing
5 Guan, Guohui
5 Jiang, Tao
5 Li, Bin
5 Lin, Jinguan
5 Liu, Yang
5 Meng, Hui
5 Peng, Xingchun
5 Wang, Wensheng
5 Wang, Wenyuan
5 Yang, Haizhong
5 Yang, Hu
5 Yu, Changjun
5 Zhu, Lixing
5 Zou, Wei
4 Bao, Zhenhua
4 Bi, Xiuchun
4 Deng, Chao
4 Gao, Jianwei
4 Guo, Jie
4 He, Jingmin
4 Jin, Zhuo
4 Konstantinides, Dimitrios G.
4 Li, Qicai
4 Li, Wai Keung
4 Li, Yingqiu
4 Liang, Zongxia
4 Liu, Haiyan
4 Liu, He
4 Liu, Jiajun
4 Papaioannou, Apostolos D.
4 Peng, Jiangyan
4 Qian, Linyi
4 Sun, Liuquan
4 Tan, Jiyang
...and 872 more Authors
all top 5

Cited in 147 Serials

105 Insurance Mathematics & Economics
80 Communications in Statistics. Theory and Methods
43 Journal of Computational and Applied Mathematics
36 Journal of Industrial and Management Optimization
34 Statistics & Probability Letters
33 Scandinavian Actuarial Journal
21 Methodology and Computing in Applied Probability
15 Journal of Mathematical Analysis and Applications
15 Acta Mathematicae Applicatae Sinica. English Series
13 Lithuanian Mathematical Journal
13 Stochastics
12 Journal of Applied Probability
11 Applied Mathematics and Computation
11 Mathematical Problems in Engineering
11 Journal of Inequalities and Applications
11 Frontiers of Mathematics in China
9 Journal of the Franklin Institute
9 ASTIN Bulletin
9 Science China. Mathematics
8 Journal of Statistical Planning and Inference
8 Applied Mathematics. Series B (English Edition)
8 Discrete Dynamics in Nature and Society
8 Stochastic Models
7 Communications in Statistics. Simulation and Computation
7 International Journal of Robust and Nonlinear Control
6 International Journal of Control
6 Journal of Multivariate Analysis
6 Optimization
6 Abstract and Applied Analysis
6 Probability in the Engineering and Informational Sciences
6 Applied Stochastic Models in Business and Industry
6 Journal of Systems Science and Complexity
6 Journal of the Korean Statistical Society
6 European Actuarial Journal
5 Japan Journal of Industrial and Applied Mathematics
5 European Journal of Operational Research
5 Computational Statistics and Data Analysis
5 Mathematical Methods of Operations Research
5 Acta Mathematica Sinica. English Series
5 Nonlinear Analysis. Modelling and Control
5 International Journal of Systems Science. Principles and Applications of Systems and Integration
4 Stochastic Analysis and Applications
4 International Journal of Adaptive Control and Signal Processing
4 North American Actuarial Journal
4 Advances in Difference Equations
3 Advances in Applied Probability
3 Computers & Mathematics with Applications
3 Annals of Operations Research
3 Filomat
3 Complexity
3 Decisions in Economics and Finance
3 Journal of Mathematical Inequalities
3 Mathematical Control and Related Fields
3 AIMS Mathematics
2 Journal of Statistical Physics
2 Metrika
2 Scandinavian Journal of Statistics
2 Theory of Probability and its Applications
2 Applied Mathematics and Optimization
2 Biometrical Journal
2 Journal of Optimization Theory and Applications
2 Statistica Neerlandica
2 Optimal Control Applications & Methods
2 Bulletin of the Korean Mathematical Society
2 Circuits, Systems, and Signal Processing
2 Mathematical and Computer Modelling
2 Computational Statistics
2 Applied Mathematical Modelling
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 Bernoulli
2 Australian & New Zealand Journal of Statistics
2 Wuhan University Journal of Natural Sciences (WUJNS)
2 Extremes
2 Econometric Theory
2 Journal of Applied Mathematics
2 Acta Mathematica Scientia. Series A. (Chinese Edition)
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Stochastics and Dynamics
2 Journal of Applied Mathematics and Computing
2 Statistics and Computing
2 Journal of the Operations Research Society of China
2 Modern Stochastics. Theory and Applications
2 Electronic Research Archive
1 The American Statistician
1 Journal of Mathematical Physics
1 Periodica Mathematica Hungarica
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Ukrainian Mathematical Journal
1 Annals of the Institute of Statistical Mathematics
1 Information Sciences
1 International Statistical Review
1 Journal of Econometrics
1 Journal of the Korean Mathematical Society
1 SIAM Journal on Control and Optimization
...and 47 more Serials

Citations by Year