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Showing results 48 to 67 of 158
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Title
Author(s)
Issue Date
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
Multivariate zero-and-one inflated Poisson model with applications
Journal:
Journal of Computational and Applied Mathematics
Zhang, C
Tian, G
Yuen, KC
Wu, Q
Li, T
2020
New expectation-maximization-type algorithms via stochastic representation for the analysis of truncated normal data with applications in biomedicine
Journal:
Statistical Methods in Medical Research
Tian, G
JU, D
Yuen, KC
ZHANG, C
2018
A nonparametric test for interval-censored failure time data with unequal censoring
Journal:
Communications in Statistics - Theory and Methods
Zhu, C
Yuen, KC
Sun, J
Zhao, X
2008
On a correlated aggregate claims model with Poisson and Erlang risk processes
Journal:
Insurance: Mathematics and Economics
Yuen, KC
Guo, J
Wu, X
2002
On a correlated aggregate claims model with thinning-dependence structure
Journal:
Insurance: Mathematics and Economics
Wang, G
Yuen, KC
2005
On a discrete-time risk model with delayed claims and dividends
Journal:
Risk and Decision Analysis
Yuen, KC
Li, J
Wu, R
2013
On a mixture GARCH time-series model
Journal:
Journal of Time Series Analysis
Zhang, Z
Li, WK
Yuen, KC
2006
On a risk model with debit interest and dividend payments
Journal:
Statistics and Probability Letters
Yuen, KC
Zhou, M
Guo, J
2008
On Erlang(2) risk process perturbed by diffusion
Journal:
Communications in Statistics - Theory and Methods
Yuen, KC
Yang, H
Wang, R
2005
On modeling dependence in claim-number processes
Proceeding/Conference:
Current Topics on Actuarial Models with Dependence Structure Seminar
Yuen, KC
2015
On optimality of the barrier strategy for a general Lévy risk process
Journal:
Mathematical and Computer Modelling
Yuen, KC
Yin, C
2011
