Kam Chuen Yuen

According to our database1, Kam Chuen Yuen authored at least 15 papers between 2010 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Multivariate zero-and-one inflated Poisson model with applications.
J. Computational Applied Mathematics, 2020

A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling.
J. Computational Applied Mathematics, 2020

2019
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market.
Math. Meth. of OR, 2019

2017
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends.
J. Computational Applied Mathematics, 2017

Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations.
J. Computational Applied Mathematics, 2017

2016
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence.
Math. Meth. of OR, 2016

Optimal dividend and reinsurance in the presence of two reinsurers.
J. Applied Probability, 2016

Empirical likelihood confidence regions for one- or two- samples with doubly censored data.
Computational Statistics & Data Analysis, 2016

Special issue on advances in survival analysis.
Computational Statistics & Data Analysis, 2016

2015
A new MM algorithm for constrained estimation in the proportional hazards model.
Computational Statistics & Data Analysis, 2015

2014
Survival probabilities in a discrete semi-Markov risk model.
Applied Mathematics and Computation, 2014

2013
On a discrete-time risk model with delayed claims and dividends.
Risk and Decision Analysis, 2013

2012
Optimal proportional reinsurance under dependent risks.
J. Systems Science & Complexity, 2012

2011
On optimality of the barrier strategy for a general Lévy risk process.
Mathematical and Computer Modelling, 2011

2010
Further properties and new applications of the nested Dirichlet distribution.
Computational Statistics & Data Analysis, 2010


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