Edit Profile (opens in new tab) Yuen, Kam Chuen Co-Author Distance Author ID: yuen.kam-chuen Published as: Yuen, Kam Chuen; Yuen, Kam C.; Yuen, K. C.; Yuen, Kam-Chuen more...less Documents Indexed: 114 Publications since 1993, including 1 Additional arXiv Preprint 1 Contribution as Editor Co-Authors: 83 Co-Authors with 113 Joint Publications 3,140 Co-Co-Authors all top 5 Co-Authors 2 single-authored 15 Liang, Zhibin 14 Wang, Guojing 12 Dong, Yinghui 10 Guo, Junyi 9 Yang, Yang 8 Tian, Guoliang 8 Yin, Chuancun 8 Zhu, Lixing 7 Chen, Mi 7 Zhou, Ming 6 Chen, Yiqing 6 Ng, Kai Wang 5 Li, Wai Keung 5 Tang, Manlai 5 Zhang, Caibin 4 Han, Xia 4 Wang, Kaiyong 4 Wu, Chongfeng 4 Wu, Xueyuan 3 Liu, Pengyi 3 Wu, Rong 3 Zhang, Chi 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 Yuan, Yu 2 Zhang, Xiaoyu 2 Zhang, Zhiqiang 1 Chen, Min 1 Chen, Shaoying 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 Li, Peng 1 Li, Rui 1 Lian, Heng 1 Lin, Lu 1 Liu, Haiyan 1 Liu, Shuang 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, Dixin 1 Zhang, Ting 1 Zhang, Xin 1 Zhao, Weihua 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 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 all top 5 Fields 82 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Statistics (62-XX) 49 Probability theory and stochastic processes (60-XX) 23 Systems theory; control (93-XX) 5 Operations research, mathematical programming (90-XX) 4 Calculus of variations and optimal control; optimization (49-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 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 28 Fields 575 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 396 Probability theory and stochastic processes (60-XX) 336 Statistics (62-XX) 150 Systems theory; control (93-XX) 35 Calculus of variations and optimal control; optimization (49-XX) 20 Numerical analysis (65-XX) 12 Integral equations (45-XX) 12 Operations research, mathematical programming (90-XX) 8 Partial differential equations (35-XX) 8 Integral transforms, operational calculus (44-XX) 4 Ordinary differential equations (34-XX) 3 Combinatorics (05-XX) 3 Operator theory (47-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 2 Mathematics education (97-XX) 1 General and overarching topics; collections (00-XX) 1 Potential theory (31-XX) 1 Special functions (33-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 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year