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Browsing by Author rp00836
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Showing results 1 to 20 of 158
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Title
Author(s)
Issue Date
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling
Journal:
Journal of Computational and Applied Mathematics
Sun, Z
Yuen, KC
Guo, J
2020
A discrete-time risk model with Poisson ARCH claim number process
Proceeding/Conference:
Actuarial Research Conference, ARC 2016
Yuen, KC
2016
A discrete-time risk model with Poisson ARCH claim-number process
Journal:
Communications in Statistics: Theory and Methods
Li, J
Yuen, KC
Chen, M
2020
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk
Journal:
Stochastic Analysis and Applications
Dong, Y
Yuen, KC
Wu, C
2014
A new MM algorithm for constrained estimation in the proportional hazards model
Journal:
Computational Statistics & Data Analysis
Ding, J
Tian, GL
Yuen, KC
2015
A new multivariate t distribution with variant tail weights and its application in robust regression analysis
Journal:
Journal of Applied Statistics
Zhang, C
Tian, G
Yuen, KC
Liu, P
Tang, M
2021
A new multivariate zero-adjusted Poisson model with applications to biomedicine
Journal:
Biometrical Journal
Liu, Y
Tian, G
Tang, ML
Yuen, KC
2019
A note on joint occupation times of spectrally negative Lévy risk processes with tax
Journal:
Statistics and Probability Letters
Wang, W
Wu, X
Peng, X
Yuen, KC
2018
A reduced-form model for correlated defaults with regime-switching shot noise intensities
Journal:
Methodology and Computing in Applied Probability
Dong, Y
Yuen, KC
Wang, G
Wu, C
2016
A regime-switching model with jumps and its application to bond pricing and insurance
Journal:
Stochastics and Dynamics
Dong, Y
Wang, G
Yuen, KC
2016
Actuarial studies for the insurance risk model with thinning dependence
Presentation:
School of Mathematics and Computer Science, Fujian Normal University, Fuzhou, China
Yuen, KC
2015
Actuarial Study of Dependent Risks: Analysis and Applications
Proceeding/Conference:
Center of Actuarial Excellence (CAE) Faculty Conference
Yuen, KC
2016
Aggregate claim models with one-way and two-way dependence among individual claims
Journal:
Statistics, Optimization & Information Computing
Wu, X
Yuen, KC
Zhang, P
2018
Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes
Journal:
Acta Mathematicae Applicatae Sinica
Shen, Y
Yin, C
Yuen, KC
2013
Analysis of an insurance risk model with thinning dependence and common shock
Journal:
Journal of Actuarial Practice
Wan, LM
Yuen, KC
Li, WK
2006
Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend barrier
Yuen, KC
Wang, G
Li, WK
2006
Applications of time-series models to ruin theory with dependent classes of business
Proceeding/Conference:
ISI World Statistics Congress of the International Statistical Institute
Wat, KP
Li, WK
Yuen, KC
2011
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
Journal:
Chinese Annals of Mathematics. Series B
Yuen, KC
Yin, C
2012
Asymptotics for a censored generalized linear model with unknown link function
Journal:
Probability Theory and Related Fields
Wang, Y
He, S
Zhu, L
Yuen, KC
2007
Asymptotics for a discrete-time risk model with Gamma-like insurance risks
Journal:
Scandinavian Actuarial Journal
Yang, Y
Yuen, KC
2016
