Kam Chuen Yuen

19 papers Journal 19

Year	Rank	Type	Title / 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