Kam Chuen Yuen

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 10

Top Topics

Penalty Functions

Confidence Values

Investment Strategies

Top Venues

J. Comput. Appl. Math.

Comput. Stat. Data Anal.

Math. Methods Oper. Res.

J. Appl. Probab.

Publications

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) (2023)
Chi Zhang, Guo-Liang Tian, Kam Chuen Yuen, Qin Wu, Tao Li
Multivariate zero-and-one inflated Poisson model with applications. J. Comput. Appl. Math. 365 (2020)
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)
Junna Bi, Zhibin Liang, Kam Chuen Yuen
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Math. Methods Oper. Res. 90 (1) (2019)
Yang Yang, Ting Zhang, Kam Chuen Yuen
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. J. Comput. Appl. Math. 321 (2017)
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 (2017)
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) (2016)
Mi Chen, Kam Chuen Yuen
Optimal dividend and reinsurance in the presence of two reinsurers. J. Appl. Probab. 53 (2) (2016)
Somnath Datta, María del Carmen Pardo, Thomas H. Scheike, Kam Chuen Yuen
Special issue on advances in survival analysis. Comput. Stat. Data Anal. 93 (2016)
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 (2016)
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 (2015)
Mi Chen, Kam Chuen Yuen, Junyi Guo
Survival probabilities in a discrete semi-Markov risk model. Appl. Math. Comput. 232 (2014)
Kam Chuen Yuen, Jinzhu Li, Rong Wu
On a discrete-time risk model with delayed claims and dividends. Risk Decis. Anal. 4 (1) (2013)
Fengqing Hu, Kam Chuen Yuen
Optimal proportional reinsurance under dependent risks. J. Syst. Sci. Complex. 25 (6) (2012)
Kam Chuen Yuen, Chuancun Yin
On optimality of the barrier strategy for a general Lévy risk process. Math. Comput. Model. 53 (9-10) (2011)
Guo-Liang Tian, Man-Lai Tang, Kam Chuen Yuen, Kai Wang Ng
Further properties and new applications of the nested Dirichlet distribution. Comput. Stat. Data Anal. 54 (2) (2010)