Kam Chuen Yuen

19 papers Journal 19
YearRankTypeTitle / Venue / Authors
2025 J jnl
Squared normal model and its generalization for the analysis of skewed positive data.
Commun. Stat. Simul. Comput.
Xuanyu Liu, Chi Zhang, Kam Chuen Yuen, Guo-Liang Tian
2025 J jnl
Time-consistent per-loss reinsurance and investment strategies in correlated markets with smooth ambiguity.
Int. J. Control
Fudong Wang, Zhibin Liang, Kam Chuen Yuen, Caibin Zhang
2023 J jnl
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework.
Eur. J. Oper. Res.
Yu Yuan, Xia Han, Zhibin Liang, Kam Chuen Yuen
2021 J jnl
Optimal dividend and risk control policies in the presence of a fixed transaction cost.
J. Comput. Appl. Math.
Peng Li, Qingbin Meng, Kam Chuen Yuen, Ming Zhou
2020 J jnl
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling.
J. Comput. Appl. Math.
Zhongyang Sun, Kam Chuen Yuen, Junyi Guo
2020 J jnl
Multivariate zero-and-one inflated Poisson model with applications.
J. Comput. Appl. Math.
Chi Zhang, Guo-Liang Tian, Kam Chuen Yuen, Qin Wu, Tao Li
2019 J jnl
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market.
Math. Methods Oper. Res.
Junna Bi, Zhibin Liang, Kam Chuen Yuen
2017 J jnl
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations.
J. Comput. Appl. Math.
Yang Yang, Ting Zhang, Kam Chuen Yuen
2017 J jnl
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends.
J. Comput. Appl. Math.
Kam Chuen Yuen, Mi Chen, Kam Pui Wat
2016 J jnl
Empirical likelihood confidence regions for one- or two- samples with doubly censored data.
Comput. Stat. Data Anal.
Junshan Shen, Kam Chuen Yuen, Catherine Chunling Liu
2016 J jnl
Optimal dividend and reinsurance in the presence of two reinsurers.
J. Appl. Probab.
Mi Chen, Kam Chuen Yuen
2016 J jnl
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence.
Math. Methods Oper. Res.
Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang
2016 J jnl
Special issue on advances in survival analysis.
Comput. Stat. Data Anal.
Somnath Datta, María del Carmen Pardo, Thomas H. Scheike, Kam Chuen Yuen
2015 J jnl
A new MM algorithm for constrained estimation in the proportional hazards model.
Comput. Stat. Data Anal.
Jieli Ding, Guo-Liang Tian, Kam Chuen Yuen
2014 J jnl
Survival probabilities in a discrete semi-Markov risk model.
Appl. Math. Comput.
Mi Chen, Kam Chuen Yuen, Junyi Guo
2013 J jnl
On a discrete-time risk model with delayed claims and dividends.
Risk Decis. Anal.
Kam Chuen Yuen, Jinzhu Li, Rong Wu
2012 J jnl
Optimal proportional reinsurance under dependent risks.
J. Syst. Sci. Complex.
Fengqing Hu, Kam Chuen Yuen
2011 J jnl
On optimality of the barrier strategy for a general Lévy risk process.
Math. Comput. Model.
Kam Chuen Yuen, Chuancun Yin
2010 J jnl
Further properties and new applications of the nested Dirichlet distribution.
Comput. Stat. Data Anal.
Guo-Liang Tian, Man-Lai Tang, Kam Chuen Yuen, Kai Wang Ng