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Kam Chuen Yuen · Study
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Author
Kam Chuen Yuen
19 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0003-0031-8476
Works
19 shown
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Scandinavian Actuarial Journal
·
2019
·
3 authors
42
citations
Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Mathematical Methods of Operations Research
·
2016
·
4 authors
54
citations
Optimal proportional reinsurance with common shock dependence
Insurance Mathematics and Economics
·
2015
·
3 authors
·
Open access
71
citations
Optimal dynamic reinsurance with dependent risks: variance premium principle
Scandinavian Actuarial Journal
·
2014
·
2 authors
126
citations
Precise large deviations of aggregate claims in a size-dependent renewal risk model
Insurance Mathematics and Economics
·
2012
·
2 authors
72
citations
Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle
Economic Modelling
·
2011
·
2 authors
·
Open access
69
citations
Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
Applied Stochastic Models in Business and Industry
·
2011
·
3 authors
59
citations
Optimality of the threshold dividend strategy for the compound Poisson model
Statistics & Probability Letters
·
2011
·
2 authors
91
citations
Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process
Insurance Mathematics and Economics
·
2011
·
3 authors
104
citations
Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation
Methodology And Computing In Applied Probability
·
2010
·
3 authors
60
citations
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Applied Stochastic Models in Business and Industry
·
2010
·
3 authors
74
citations
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Insurance Mathematics and Economics
·
2009
·
3 authors
·
Open access
55
citations
Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
Stochastic Models
·
2009
·
2 authors
134
citations
The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
Insurance Mathematics and Economics
·
2006
·
3 authors
61
citations
On a Mixture GARCH Time‐Series Model
Journal of Time Series Analysis
·
2006
·
3 authors
44
citations
On the first time of ruin in the bivariate compound Poisson model
Insurance Mathematics and Economics
·
2005
·
3 authors
73
citations
On a correlated aggregate claims model with thinning-dependence structure
Insurance Mathematics and Economics
·
2005
·
2 authors
49
citations
On Ultimate Ruin in a Delayed-Claims Risk Model
Journal of Applied Probability
·
2005
·
3 authors
·
Open access
83
citations
On a correlated aggregate claims model with Poisson and Erlang risk processes
Insurance Mathematics and Economics
·
2002
·
3 authors
84
citations