Kam Chuen Yuen

发表

Further properties and new applications of the nested Dirichlet distribution

Man-Lai Tang, Guo-Liang Tian, Kai Wang Ng, 2010, Comput. Stat. Data Anal..

On a discrete-time risk model with delayed claims and dividends

Rong Wu, Jinzhu Li, Kam Chuen Yuen, 2013, Risk Decis. Anal..

Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence

Junna Bi, Zhibin Liang, Kam Chuen Yuen, 2016, Math. Methods Oper. Res..

Survival probabilities in a discrete semi-Markov risk model

Junyi Guo, Mi Chen, Kam Chuen Yuen, 2014, Appl. Math. Comput..

A new MM algorithm for constrained estimation in the proportional hazards model

Guo-Liang Tian, Jieli Ding, Kam Chuen Yuen, 2015, Comput. Stat. Data Anal..

Special issue on advances in survival analysis

Somnath Datta, Kam Chuen Yuen, Thomas H. Scheike, 2016, Comput. Stat. Data Anal..

Optimal dividend and reinsurance in the presence of two reinsurers

Mi Chen, Kam Chuen Yuen, K. Yuen, 2016, Journal of Applied Probability.

On optimality of the barrier strategy for a general Lévy risk process

Chuancun Yin, Kam Chuen Yuen, C. Yin, 2011, Math. Comput. Model..

Empirical likelihood confidence regions for one- or two- samples with doubly censored data

Chunling Liu, Junshan Shen, Kam Chuen Yuen, 2016, Comput. Stat. Data Anal..

Multivariate zero-and-one inflated Poisson model with applications

Tao Li, Chi Zhang, Guo-Liang Tian, 2020, J. Comput. Appl. Math..

On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends

Mi Chen, Kam Chuen Yuen, Kam Pui Wat, 2017, J. Comput. Appl. Math..

Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations

Yang Yang, Ting Zhang, Kam Chuen Yuen, 2017, J. Comput. Appl. Math..

Optimal proportional reinsurance under dependent risks

Kam Chuen Yuen, Fengqing Hu, K. Yuen, 2012, J. Syst. Sci. Complex..

Optimal mean–variance investment/reinsurance with common shock in a regime-switching market

Junna Bi, Zhibin Liang, Kam Chuen Yuen, 2019, Math. Methods Oper. Res..

A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling

Zhongyang Sun, Kam Chuen Yuen, Junyi Guo, 2020, J. Comput. Appl. Math..

Sparsity-restricted estimation for the accelerated failure time model

Jinfeng Xu, Kam Chuen Yuen, Xiaoyu Zhang, 2022 .

A new multivariate t distribution with variant tail weights and its application in robust regression analysis

Man-Lai Tang, Guo-Liang Tian, Kam Chuen Yuen, 2021 .

Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times

Kam Chuen Yuen, Toby White, Yiqing Chen, 2021 .

The finite-time ruin probability of a risk model with a general counting process and stochastic return

Kam Chuen Yuen, Baoyin Xun, Kaiyong Wang, 2021 .

Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes

Weihua Zhao, Heng Lian, Kam Chuen Yuen, 2021, Communications in Statistics - Theory and Methods.

Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle

Ming Zhou, Kam Chuen Yuen, K. Yuen, 2012 .

Bayesian non-randomized response models for surveys with sensitive questions

Man-Lai Tang, Guo-Liang Tian, Kam Chuen Yuen, 2009 .

On the mean residual life regression model

Lixing Zhu, Kam Chuen Yuen, N. Y. Tang, 2003 .

Optimal dynamic reinsurance with dependent risks: variance premium principle

Zhibin Liang, Kam Chuen Yuen, K. Yuen, 2016 .

Ruin probabilities for a risk process with stochastic return on investments

Kai W. Ng, Kam Chuen Yuen, Guojing Wang, 2004 .

Junyi Guo, Kam Chuen Yuen, Xueyuan Wu, 2002 .

Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model

Qihe Tang, Kam Chuen Yuen, Q. Tang, 2010 .

Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

Kam Chuen Yuen, Yiqing Chen, 2009 .

Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure

Zhibin Liang, Kam Chuen Yuen, Xia Han, 2018, Scandinavian Actuarial Journal.

Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation

Kai Wang Ng, Kam Chuen Yuen, Yiqing Chen, 2011 .

On the renewal risk process with stochastic interest

Kam Chuen Yuen, Rong Wu, Guojing Wang, 2006 .

Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process

Junyi Guo, Zhibin Liang, Kam Chuen Yuen, 2011 .

Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data

Lixing Zhu, Kam Chuen Yuen, K. Yuen, 2003 .

Distorted Mix Method for constructing copulas with tail dependence

Kam Chuen Yuen, Jingping Yang, K. Yuen, 2014 .

A new multivariate zero‐adjusted Poisson model with applications to biomedicine

Man-Lai Tang, Guo-Liang Tian, Kam Chuen Yuen, 2019, Biometrical journal. Biometrische Zeitschrift.

On the first time of ruin in the bivariate compound Poisson model

Junyi Guo, Kam Chuen Yuen, Xueyuan Wu, 2006 .