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Results 1-25 of 158 (Search time: 0.005 seconds).
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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