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Kam Chuen Yuen
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2020 – today
- 2023
- [j17]Yu Yuan
, Xia Han, Zhibin Liang, Kam Chuen Yuen:
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. Eur. J. Oper. Res. 311(2): 581-595 (2023) - 2021
- [j16]Peng Li, Qingbin Meng, Kam Chuen Yuen, Ming Zhou:
Optimal dividend and risk control policies in the presence of a fixed transaction cost. J. Comput. Appl. Math. 388: 113271 (2021) - 2020
- [j15]Chi Zhang
Multivariate zero-and-one inflated Poisson model with applications. J. Comput. Appl. Math. 365 (2020) - [j14]Zhongyang Sun, Kam Chuen Yuen, Junyi Guo:
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. 366 (2020)
2010 – 2019
- 2019
- [j13]Junna Bi, Zhibin Liang
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Math. Methods Oper. Res. 90(1): 109-135 (2019) - 2017
- [j12]Kam Chuen Yuen, Mi Chen, Kam Pui Wat:
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. J. Comput. Appl. Math. 311: 239-251 (2017) - [j11]Yang Yang
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. J. Comput. Appl. Math. 321: 143-159 (2017) - 2016
- [j10]Somnath Datta, María del Carmen Pardo
Special issue on advances in survival analysis. Comput. Stat. Data Anal. 93: 255-256 (2016) - [j9]Junshan Shen, Kam Chuen Yuen, Catherine Chunling Liu
Empirical likelihood confidence regions for one- or two- samples with doubly censored data. Comput. Stat. Data Anal. 93: 285-293 (2016) - [j8]Mi Chen, Kam Chuen Yuen:
Optimal dividend and reinsurance in the presence of two reinsurers. J. Appl. Probab. 53(2): 554-571 (2016) - [j7]Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang:
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Math. Methods Oper. Res. 84(1): 155-181 (2016) - 2015
- [j6]Jieli Ding, Guo-Liang Tian, Kam Chuen Yuen:
A new MM algorithm for constrained estimation in the proportional hazards model. Comput. Stat. Data Anal. 84: 135-151 (2015) - 2014
- [j5]Mi Chen, Kam Chuen Yuen, Junyi Guo:
Survival probabilities in a discrete semi-Markov risk model. Appl. Math. Comput. 232: 205-215 (2014) - 2013
- [j4]Kam Chuen Yuen, Jinzhu Li, Rong Wu:
On a discrete-time risk model with delayed claims and dividends. Risk Decis. Anal. 4(1): 3-16 (2013) - 2012
- [j3]Fengqing Hu, Kam Chuen Yuen:
Optimal proportional reinsurance under dependent risks. J. Syst. Sci. Complex. 25(6): 1171-1184 (2012) - 2011
- [j2]Kam Chuen Yuen, Chuancun Yin:
On optimality of the barrier strategy for a general Lévy risk process. Math. Comput. Model. 53(9-10): 1700-1707 (2011) - 2010
- [j1]Guo-Liang Tian, Man-Lai Tang
Further properties and new applications of the nested Dirichlet distribution. Comput. Stat. Data Anal. 54(2): 394-405 (2010)
Coauthor Index
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