Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. (English) Zbl 1468.91122 Scand. Actuar. J. 2021, No. 3, 198-217 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 PDFBibTeX XMLCite \textit{M. Chen} et al., Scand. Actuar. J. 2021, No. 3, 198--217 (2021; Zbl 1468.91122) Full Text: DOI arXiv
Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. (English) Zbl 1436.91104 Scand. Actuar. J. 2020, No. 3, 218-244 (2020). MSC: 91G05 60H10 PDFBibTeX XMLCite \textit{Z. Sun} et al., Scand. Actuar. J. 2020, No. 3, 218--244 (2020; Zbl 1436.91104) Full Text: DOI
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. (English) Zbl 1418.91240 Scand. Actuar. J. 2018, No. 10, 863-889 (2018). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{X. Han} et al., Scand. Actuar. J. 2018, No. 10, 863--889 (2018; Zbl 1418.91240) Full Text: DOI
Yang, Yang; Yuen, Kam C. Asymptotics for a discrete-time risk model with gamma-like insurance risks. (English) Zbl 1401.91206 Scand. Actuar. J. 2016, No. 6, 565-579 (2016). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. C. Yuen}, Scand. Actuar. J. 2016, No. 6, 565--579 (2016; Zbl 1401.91206) Full Text: DOI Link
Liang, Zhibin; Yuen, Kam Chuen Optimal dynamic reinsurance with dependent risks: variance premium principle. (English) Zbl 1401.91167 Scand. Actuar. J. 2016, No. 1, 18-36 (2016). MSC: 91B30 60J70 93E20 PDFBibTeX XMLCite \textit{Z. Liang} and \textit{K. C. Yuen}, Scand. Actuar. J. 2016, No. 1, 18--36 (2016; Zbl 1401.91167) Full Text: DOI Link
Yuen, Kam-Chuen; Guo, Junyi Some results on the compound Markov binomial model. (English) Zbl 1144.91036 Scand. Actuar. J. 2006, No. 3, 129-140 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60K15 60G40 PDFBibTeX XMLCite \textit{K.-C. Yuen} and \textit{J. Guo}, Scand. Actuar. J. 2006, No. 3, 129--140 (2006; Zbl 1144.91036) Full Text: DOI