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Showing results 60 to 79 of 158
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Title
Author(s)
Issue Date
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
On some actuarial problems for the insurance risk model with thinning dependence
Presentation:
Wang Yanan Institute for Studies in Economics and Department of Statistics, School of Economics, Xiamen University, Xiamen, China
Yuen, KC
2015
On the compound binomial risk model with delayed claims and dividend payments
Yuen, KC
Li, J
Wu, R
2010
On the compound binomial risk model with delayed claims and randomized dividends
Journal:
Risks
Wat, KP
Yuen, KC
Li, WK
Wu, X
2018
On the distributions of two classes of multiple dependent aggregate claims
Journal:
Acta Mathematicae Applicatae Sinica
Wang, RM
Yuen, KC
Zhu, LX
2008
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
Journal:
Journal of Computational and Applied Mathematics
Yuen, KC
Chen, M
Wat, KP
2017
On the first time of ruin in the bivariate compound Poisson model
Journal:
Insurance: Mathematics and Economics
Yuen, KC
Guo, J
Wu, X
2006
On the mean residual life regression model
Journal:
Journal of Statistical Planning and Inference
Yuen, KC
Zhu, LX
Tang, NY
2003
On the renewal risk model under a threshold strategy
Journal:
Journal of Computational and Applied Mathematics
Dong, Y
Wang, G
Yuen, KC
2009
On the renewal risk process with stochastic interest
Journal:
Stochastic Processes and their Applications
Yuen, KC
Wang, G
Wu, R
2006
On ultimate ruin in a delayed-claims risk model
Journal:
Journal of Applied Probability
Yuen, KC
Guo, J
Ng, KW
2005
Optimal asset allocation under GARCH model
Book:
Statistics and Finance An Interface
Hui, WC
Yang, H
Yuen, KC
2001
Optimal consumption and investment problems under GARCH with transaction costs
Journal:
Mathematical Methods of Operations Research
Chen, Z
Yuen, KC
2005