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Results 1-25 of 157 (Search time: 0.051 seconds).
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Title
Author(s)
Issue Date
Views
Asymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims
Journal:
Journal of Industrial and Management Optimization
Yang, Y
Yuen, KC
Liu, JF
2018
116
Sums of pairwise quasi-asymptotically independent. Random variables with consistent variation
Proceeding/Conference:
International Congress on Insurance: Mathematics and Economics
Chen, Y
Yuen, KC
2008
Correlated default models driven by a multivariate regime-switching shot noise process
Journal:
IMA Journal of Management Mathematics
Dong, Y
Wang, G
Yuen, KC
2018
84
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
165
Optimal consumption and investment problems under GARCH with transaction costs
Journal:
Mathematical Methods of Operations Research
Chen, Z
Yuen, KC
2005
32
Ruin probabilities for a risk process with stochastic return on investments
Journal:
Stochastic Processes and their Applications
Yuen, KC
Wang, G
Ng, KW
2004
172
Time series insurance risk models with dependence structures
Proceeding/Conference:
International Conference on Actuarial and Financial Risks
Wat, KP
Yuen, KC
Li, WK
2010
27
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Journal:
Scandinavian Actuarial Journal
Han, X
Liang, Z
Yuen, KC
2018
84
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
Journal:
Journal of Applied Mathematics and Computing
Liang, Z
Yuen, KC
Zhang, C
2018
80
Optimal proportional reinsurance with common shock dependence
Journal:
Insurance: Mathematics and Economics
Yuen, KC
Liang, Z
Zhou, M
2015
55
Asymptotics for a discrete-time risk model with Gamma-like insurance risks
Journal:
Scandinavian Actuarial Journal
Yang, Y
Yuen, KC
2016
45
On the mean residual life regression model
Journal:
Journal of Statistical Planning and Inference
Yuen, KC
Zhu, LX
Tang, NY
2003
66
Optimal dividend and risk control policies in the presence of a fixed transaction cost
Journal:
Journal of Computational and Applied Mathematics
Li, P
Meng, Q
Yuen, KC
Zhou, M
2021
14
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
123
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
Journal:
Statistics and Probability Letters
Dong, Y
Yuen, KC
Wu, C
2014
70
Minimizing the probability of absolute ruin under ambiguity aversion
Journal:
Applied Mathematics and Optimization
Han, X
Liang, Z
Yuen, KC
Yuan, Y
2020
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
Optimal reinsurance with dependent risks
Proceeding/Conference:
Seminar, Department of Mathematics, Southern University of Science and Technology, Shenzhen, China
Yuen, KC
2018
40
Distorted mix method for constructing copulas with tail dependence
Journal:
Insurance: Mathematics and Economics
Li, L
Yuen, KC
Yang, J
2014
90
Ruin probabilities for time-correlated claims in the compound binomial model
Journal:
Insurance: Mathematics and Economics
Yuen, KC
Guo, JY
2001
57
Some Research Results on Insurance Risk Models with Dependent Classes of Business
Proceeding/Conference:
SoA Annual Symposium Shanghai, Shanghai, China, November 5-6, 2012
Yuen, KC
2012
Actuarial Study of Dependent Risks: Analysis and Applications
Proceeding/Conference:
Center of Actuarial Excellence (CAE) Faculty Conference
Yuen, KC
2016
Optimal reinsurance with dependent risks
Proceeding/Conference:
Invited Lecture, College of Economics, Shenzhen University
Yuen, KC
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 renewal risk model under a threshold strategy
Journal:
Journal of Computational and Applied Mathematics
Dong, Y
Wang, G
Yuen, KC
2009
64