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: 109 Publications since 1993 1 Contribution as Editor Co-Authors: 83 Co-Authors with 108 Joint Publications 3,884 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 Chen, Mi 7 Tian, Guoliang 7 Yang, Yang 7 Yin, Chuancun 7 Zhou, Ming 6 Chen, Yiqing 6 Ng, Kai Wang 5 Li, Wai Keung 5 Zhang, Caibin 4 Tang, Manlai 4 Wu, Chongfeng 4 Wu, Xueyuan 3 Han, Xia 3 Wang, Kaiyong 3 Wu, Rong 2 Bi, Junna 2 Burke, Murray D. 2 Chen, Zhiping 2 Li, Tao 2 Liu, Junfeng 2 Liu, Pengyi 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, Chi 2 Zhang, Xiaoyu 2 Zhang, Zhiqiang 1 Chen, Min 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 Wei, Wei 1 White, Toby 1 Wu, Liucang 1 Wu, Qin 1 Xu, Chengxian 1 Xu, Jinfeng 1 Yang, Jingping 1 Yuan, Yu 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 Lifetime Data Analysis 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 Scientia Sinica. Mathematica all top 5 Fields 80 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 52 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 85 Publications have been cited 1,107 times in 697 Documents Cited by ▼ Year ▼ Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011Chen, Yiqing; Yuen, Kam C. 77 2009 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032Yuen, K. C.; Guo, J. Y. 53 2001 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 53 2016 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 53 2011 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057Chen, Yiqing; Yuen, Kam C. 49 2012 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 41 2002 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 41 2006 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. 40 2011 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 40 2012 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 37 2005 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 37 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. 32 2010 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 31 2015 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. 30 2007 On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095Wang, Guojing; Yuen, Kam C. 29 2005 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 24 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 22 2016 On the renewal risk process with stochastic interest. Zbl 1109.60071Yuen, Kam C.; Wang, Guojing; Wu, Rong 22 2006 Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029Yuen, Kam C.; Wang, Guojing; Ng, Kai W. 21 2004 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058Yin, Chuancun; Yuen, Kam C. 21 2014 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 20 2015 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 15 2011 A discrete-time risk model with interaction between classes of business. Zbl 1074.91031Wu, Xueyuan; Yuen, Kam C. 14 2003 On a mixture GARCH time-series model. Zbl 1115.62094Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen 13 2006 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 12 2018 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. 11 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 11 2020 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 11 2006 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 11 2018 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 10 2017 Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen 10 2020 The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100Yuen, 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 1217.62058Chen, 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 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 8 2014 A test of fit for a semiparametric additive risk model. Zbl 0888.62046Yuen, K. C.; Burke, M. D. 8 1997 Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng 8 2018 Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206Yang, Yang; Yuen, Kam C. 7 2016 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 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 7 2013 Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087Li, Lujun; Yuen, K. C.; Yang, Jingping 7 2014 Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320Yuen, Kam-Chuen; Wang, Guojing 7 2005 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, Kam Chuen; Yin, Chuancun 6 2012 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. 6 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 6 2017 A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng 5 2016 Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028Chen, Mi; Yuen, Kam Chuen 5 2016 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 5 2019 Goodness-of-fit tests for the Cox model via bootstrap method. Zbl 0845.62070Burke, Murray D.; Yuen, Kam C. 5 1995 A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 1507.62048Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen 5 2015 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 5 2013 Resampling methods for testing a semiparametric random censorship model. Zbl 1017.62091Zhu, L. X.; Yuen, K. C.; Tang, N. Y. 4 2002 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 4 2018 Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291Zhou, Ming; Yuen, Kam C. 4 2015 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 4 2014 On the renewal risk model under a threshold strategy. Zbl 1170.91014Dong, Yinghui; Wang, Guojing; Yuen, Kam C. 4 2009 Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing 3 2017 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 On the mean residual life regression model. Zbl 1026.62109Yuen, K. C.; Zhu, L. X.; Tang, N. Y. 3 2003 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 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 reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan 3 2021 Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379Chen, Zhiping; Xu, Chengxian; Yuen, K. C. 2 2004 Comparing \(k\) cumulative incidence functions through resampling methods. Zbl 1116.62418Yuen, Kam C.; Zhu, Lixing; Zhang, Dixin 2 2002 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 Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling 2 2016 Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 2 2018 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 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 regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 2 2016 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 A \(k\)-sample test with interval censored data. Zbl 1153.62322Yuen, Kam-Chuen; Shi, Jian; Zhu, Lixing 2 2006 Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng 2 2014 The classical risk model with constant interest and threshold strategy. Zbl 1154.91499Dong, Yinghui; Yuen, Kam C. 2 2008 Comments on some parametric models for mortality tables. Zbl 1075.62645Yuen, Kam C. 1 1997 The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. Zbl 1437.62381Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. 1 2020 Profile empirical likelihood for parametric and semiparametric models. Zbl 1095.62038Lin, Lu; Zhu, Lixing; Yuen, K. C. 1 2005 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 Minimizing the probability of absolute ruin under the mean-variance premium principle. Zbl 1471.91460Han, Xia; Liang, Zhibin; Yuen, Kam C. 1 2021 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 Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. Zbl 1499.62397Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen 1 2022 Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. Zbl 1499.62397Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen 1 2022 Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Zbl 1468.91122Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan 3 2021 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 Minimizing the probability of absolute ruin under the mean-variance premium principle. Zbl 1471.91460Han, Xia; Liang, Zhibin; Yuen, Kam C. 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 11 2020 Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Zbl 1436.91104Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen 10 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 The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. Zbl 1437.62381Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. 1 2020 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 5 2019 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 12 2018 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 11 2018 Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. Zbl 1412.91059Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng 8 2018 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 4 2018 Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 2 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 10 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. 6 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 6 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 53 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 22 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. 11 2016 Asymptotics for a discrete-time risk model with gamma-like insurance risks. Zbl 1401.91206Yang, Yang; Yuen, Kam C. 7 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 5 2016 Optimal dividend and reinsurance in the presence of two reinsurers. Zbl 1344.49028Chen, Mi; Yuen, Kam Chuen 5 2016 Empirical likelihood confidence regions for one- or two-samples with doubly censored data. Zbl 1468.62178Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling 2 2016 A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen 2 2016 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 31 2015 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 20 2015 A new MM algorithm for constrained estimation in the proportional hazards model. Zbl 1507.62048Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen 5 2015 Portfolio selection by minimizing the present value of capital injection costs. Zbl 1390.91291Zhou, Ming; Yuen, Kam C. 4 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 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 8 2014 Distorted mix method for constructing copulas with tail dependence. Zbl 1304.62087Li, Lujun; Yuen, K. C.; Yang, Jingping 7 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 7 2013 On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong 5 2013 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057Chen, Yiqing; Yuen, Kam C. 49 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 40 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 53 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. 40 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. 37 2011 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 24 2011 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 15 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. 32 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. 77 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. 30 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 41 2006 On the renewal risk process with stochastic interest. Zbl 1109.60071Yuen, Kam C.; Wang, Guojing; Wu, Rong 22 2006 On a mixture GARCH time-series model. Zbl 1115.62094Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen 13 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. 37 2005 On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095Wang, Guojing; Yuen, Kam C. 29 2005 Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320Yuen, Kam-Chuen; Wang, Guojing 7 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. 21 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. 14 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 41 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. 53 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 853 Authors 57 Yuen, Kam Chuen 42 Yang, Yang 23 Liang, Zhibin 20 Li, Jinzhu 20 Wang, Guojing 19 Gao, Qingwu 19 Zhao, Hui 18 Fu, Ke’ang 17 Šiaulys, Jonas 15 Guo, Junyi 15 Rong, Ximin 14 Li, Danping 14 Wang, Kaiyong 13 Cheng, Dongya 13 Yin, Chuancun 12 Ding, Feng 12 Dong, Yinghui 11 Liu, Xijun 11 Wang, Shijie 10 Leipus, Remigijus 10 Zhang, Zhimin 10 Zhou, Ming 9 Chen, Mi 9 Chen, Yiqing 9 Hu, Yijun 9 Wang, Dingcheng 9 Yang, Hailiang 9 Zeng, Yan 8 Han, Xia 8 Landriault, David 8 Wu, Rong 8 Yuan, Yu 8 Zhang, Yan 7 Chen, Ping 7 Li, Shuanming 7 Shen, Yang 7 Sun, Zhongyang 7 Tang, Qihe 7 Zhang, Caibin 7 Zhang, Xin 7 Zhao, Peibiao 7 Zhou, Jieming 6 Cai, Jun 6 Chen, Yu 6 Deng, Yingchun 6 Guo, Fenglong 6 Hayat, Tasawar 6 Huang, Ya 6 Lu, Dawei 6 Marceau, Étienne 6 Song, Lixin 6 Wang, Xuejun 6 Wang, Yuebao 6 Xie, Jiehua 5 Bi, Junna 5 Cheng, Fengyang 5 Cheung, Eric C. K. 5 Cossette, Hélène 5 Jiang, Tao 5 Li, Bin 5 Lin, Jinguan 5 Liu, Zaiming 5 Peng, Xingchun 5 Shen, Xinmei 5 Wang, Wenyuan 5 Yang, Haizhong 5 Yang, Hu 5 Yang, Peng 5 Yu, Changjun 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 Gu, Ailing 4 Guan, Guohui 4 Guo, Jie 4 He, Jingmin 4 Konstantinides, Dimitrios G. 4 Li, Qicai 4 Li, Wai Keung 4 Li, Yingqiu 4 Liu, He 4 Meng, Hui 4 Papaioannou, Apostolos D. 4 Qian, Linyi 4 Sun, Liuquan 4 Tan, Jiyang 4 Wang, Dehui 4 Wang, Wensheng 4 Wang, Yajie 4 Woo, Jae-Kyung 4 Wu, Xueyuan 4 Xu, Lin 4 Yang, Xiangqun 4 Zhang, Shuguang 4 Zhou, Xiaowen 4 Zhu, Quanmin ...and 753 more Authors all top 5 Cited in 129 Serials 99 Insurance Mathematics & Economics 65 Communications in Statistics. Theory and Methods 40 Journal of Computational and Applied Mathematics 33 Statistics & Probability Letters 29 Scandinavian Actuarial Journal 28 Journal of Industrial and Management Optimization 17 Methodology and Computing in Applied Probability 15 Journal of Mathematical Analysis and Applications 14 Acta Mathematicae Applicatae Sinica. English Series 11 Applied Mathematics and Computation 11 Journal of Applied Probability 11 Journal of Inequalities and Applications 11 Stochastics 11 Frontiers of Mathematics in China 10 Lithuanian Mathematical Journal 9 Journal of the Franklin Institute 9 Mathematical Problems in Engineering 9 ASTIN Bulletin 8 Journal of Statistical Planning and Inference 8 Applied Mathematics. Series B (English Edition) 8 Discrete Dynamics in Nature and Society 8 Science China. Mathematics 7 Communications in Statistics. Simulation and Computation 6 Journal of Multivariate Analysis 6 Optimization 6 Abstract and Applied Analysis 6 Applied Stochastic Models in Business and Industry 6 Journal of Systems Science and Complexity 6 Stochastic Models 6 Journal of the Korean Statistical Society 5 International Journal of Control 5 Japan Journal of Industrial and Applied Mathematics 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 European Actuarial Journal 4 Stochastic Analysis and Applications 4 European Journal of Operational Research 4 Probability in the Engineering and Informational Sciences 4 North American Actuarial Journal 4 Advances in Difference Equations 4 International Journal of Systems Science. Principles and Applications of Systems and Integration 3 Computers & Mathematics with Applications 3 Annals of Operations Research 3 Filomat 3 Complexity 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 Journal of Optimization Theory and Applications 2 Bulletin of the Korean Mathematical Society 2 Mathematical and Computer Modelling 2 Computational Statistics 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 Wuhan University Journal of Natural Sciences (WUJNS) 2 Extremes 2 Econometric Theory 2 Journal of Applied Mathematics 2 Stochastics and Dynamics 2 Journal of Applied Mathematics and Computing 2 Journal of the Operations Research Society of China 2 Modern Stochastics. Theory and Applications 1 The American Statistician 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 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 Journal of Theoretical Probability 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 ...and 29 more Serials all top 5 Cited in 27 Fields 507 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 363 Probability theory and stochastic processes (60-XX) 299 Statistics (62-XX) 117 Systems theory; control (93-XX) 24 Calculus of variations and optimal control; optimization (49-XX) 20 Numerical analysis (65-XX) 12 Operations research, mathematical programming (90-XX) 11 Integral equations (45-XX) 8 Integral transforms, operational calculus (44-XX) 5 Partial differential equations (35-XX) 3 Combinatorics (05-XX) 3 Ordinary differential equations (34-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 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year