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	Title	Author(s)	Issue Date
	Optimal dividends in risk models with dependence Proceeding/Conference:Annual Conference of the Asia-Pacific Risk and Insurance Association	Lin, E Yuen, KC Fung, TWK	2008
	The classical risk model with constant interest and threshold strategy Proceeding/Conference:COMPSTAT 2008: Proceedings in Computational Statistics	Dong, Y Yuen, KC	2008
	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
	Unifrom asymptotics for ruin probabilities of the renewal risk model with risky investments Proceeding/Conference:International Congress on Insurance: Mathematics and Economics	Tang, Q Wang, G Yuen, KC	2009
	Premium calculation using the probability of ruin Journal:Journal of Actuarial Practice	Yuen, KC Yang, H Chu, KL	2001
	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 reinsurance with dependent risks Proceeding/Conference:Invited Lecture, College of Economics, Shenzhen University	Yuen, KC	2018
	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 Journal:Communications in Statistics: Theory and Methods	Li, J Yuen, KC Chen, M	2020
	Optimal investment and reinsurance with premium control Journal:Journal of Industrial and Management Optimization	Jiang, X Yuen, KC Chen, M	2019
	Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion Journal:International Journal of Financial Engineering	Zhang, C Liang, Z Yuen, KC	2019
	Optimal mean-variance investment/reinsurance with common shock in a regime-switching market Journal:Mathematical Methods of Operations Research	Bi, J Liang, Z Yuen, KC	2019
	Common risk difference test and interval estimation of risk difference for stratified bilateral correlated data Journal:Statistical Methods in Medical Research	Shen, X Ma, C Yuen, KC Tian, GL	2019
	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
	Optimal reinsurance in a compound Poisson risk model with dependence Journal:Journal of Applied Mathematics and Computing	Wei, W Liang, Z Yuen, KC	2018
	Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework Journal:European Journal of Operational Research	Yuan, Y Han, X Liang, Z Yuen, KC	15-May-2023
	Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times Journal:Insurance: Mathematics and Economics	Chen, Y White, T Yuen, KC	1-Mar-2021
	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
	The expected discounted penalty function for the compound binomial risk model with delayed claims and randomized dividends Proceeding/Conference:International Conference on Mathematical Methods in Reliability	Yuen, KC Li, J Wu, R	2011
	Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities Journal:Frontiers of Mathematics in China	Dong, Y Yuen, KC Wang, G	2017
	Optimal investment and premium control in a linear diffusion model Journal:Acta Mathematicae Applicatae Sinica	Zhou, M Yuen, KC Yin, C	2017
	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
	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