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Showing results 37 to 56 of 158
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Title
Author(s)
Issue Date
A Discrete-time Risk Model with Integer-valued ARCH Claim-number Process
Proceeding/Conference:
International Congress on Insurance: Mathematics and Economics
Li, J
Yuen, KC
2012
A discrete-time risk model with interaction between classes of business
Journal:
Insurance: Mathematics and Economics
Wu, X
Yuen, KC
2003
Distorted mix method for constructing copulas with tail dependence
Journal:
Insurance: Mathematics and Economics
Li, L
Yuen, KC
Yang, J
2014
Empirical likelihood confidence regions for one- or two- samples with doubly censored data
Journal:
Computational Statistics and Data Analysis
Shen, J
Yuen, KC
Liu, C
2016
Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
Journal:
Communications in Statistics: Simulation and Computation
Zhao, W
ZHANG, X
Yuen, KC
Li, R
Lian, H
2021
Estimation in the constant elasticity of variance model
Journal:
British Actuarial Journal
Yuen, KC
Yang, H
Chu, KL
2001
Estimation in the constant elasticity of variance model
Proceeding/Conference:
Proceedings of the 30th International ASTIN Colloquium and the 9th International AFIR Colloquium
Chu, KL
Yang, H
Yuen, KC
1999
Estimation in the High Dimensional Additive Hazard Model with l_0 Type of Penalty
Journal:
Econometrics and Statistics
Zhou, P
Yuen, KC
2022
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
Journal:
Frontiers of Mathematics in China
Yin, C
Yuen, KC
2014
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
Journal:
Journal of Mathematical Analysis and their Application
Yang, Y
Yuen, KC
2016
Further properties and new applications of the nested Dirichlet distribution
Journal:
Computational Statistics and Data Analysis
Tian, GL
Tang, ML
Yuen, KC
Ng, KW
2010
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
Proceeding/Conference:
Insurance: Mathematics and Economics
Yuen, KC
Wang, G
Li, WK
2007
Goodness-of-fit tests for the Cox model via bootstrap method
Journal:
Journal of Statistical Planning and Inference
Burke, MD
Yuen, KC
1995
Incorporating predictive analytics in an actuarial curriculum – Data Analytics Education at HKU
Proceeding/Conference:
The 1st Asia-Pacific Actuarial Teaching Conference, 2018
Yuen, KC
2018
Interplay of financial and insurance risks in dependent discrete-time risk models
Journal:
Statistics and Probability Letters
Yang, Y
Jiang, T
Wang, K
Yuen, KC
2020
A k-sample test with interval censored data
Journal:
Biometrika
Yuen, KC
Shi, J
Zhu, L
2006
The maximum of randomly weighted sums with long tails in insurance and finance
Journal:
Stochastic Analysis and Applications
Chen, Y
Ng, KW
Yuen, KC
2011
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Journal:
Scandinavian Actuarial Journal
Sun, Z
Zhang, X
Yuen, KC
2020
Minimizing the probability of absolute ruin under ambiguity aversion
Journal:
Applied Mathematics and Optimization
Han, X
Liang, Z
Yuen, KC
Yuan, Y
2020
Minimizing the probability of absolute ruin under the mean-variance premium principle
Journal:
Optimal Control, Applications and Methods
Han, X
Liang, Z
Yuen, KC
2021
