Kam Chuen Yuen

According to our database, Kam Chuen Yuen authored at least 17 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework.

Yu Yuan, Xia Han, Zhibin Liang, Kam Chuen Yuen

Eur. J. Oper. Res., December, 2023

2021

Optimal dividend and risk control policies in the presence of a fixed transaction cost.

Peng Li, Qingbin Meng, Kam Chuen Yuen, Ming Zhou

J. Comput. Appl. Math., 2021

2020

Multivariate zero-and-one inflated Poisson model with applications.

Chi Zhang, Guo-Liang Tian, Kam Chuen Yuen, Qin Wu, Tao Li

J. Comput. Appl. Math., 2020

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

J. Comput. Appl. Math., 2020

2019

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

Junna Bi, Zhibin Liang, Kam Chuen Yuen

Math. Methods Oper. Res., 2019

2017

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

Kam Chuen Yuen, Mi Chen, Kam Pui Wat

J. Comput. Appl. Math., 2017

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

Yang Yang, Ting Zhang, Kam Chuen Yuen

J. Comput. Appl. Math., 2017

2016

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

Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang

Math. Methods Oper. Res., 2016

Optimal dividend and reinsurance in the presence of two reinsurers.

Mi Chen, Kam Chuen Yuen

J. Appl. Probab., 2016

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

Junshan Shen, Kam Chuen Yuen, Catherine Chunling Liu

Comput. Stat. Data Anal., 2016

Special issue on advances in survival analysis.

Somnath Datta, María del Carmen Pardo, Thomas H. Scheike, Kam Chuen Yuen

Comput. Stat. Data Anal., 2016

2015

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

Jieli Ding, Guo-Liang Tian, Kam Chuen Yuen

Comput. Stat. Data Anal., 2015

2014

Survival probabilities in a discrete semi-Markov risk model.

Mi Chen, Kam Chuen Yuen, Junyi Guo

Appl. Math. Comput., 2014

2013

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

Kam Chuen Yuen, Jinzhu Li, Rong Wu

Risk Decis. Anal., 2013

2012

Optimal proportional reinsurance under dependent risks.

Fengqing Hu, Kam Chuen Yuen

J. Syst. Sci. Complex., 2012

2011

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

Kam Chuen Yuen, Chuancun Yin

Math. Comput. Model., 2011

2010

Further properties and new applications of the nested Dirichlet distribution.

Guo-Liang Tian, Man-Lai Tang, Kam Chuen Yuen, Kai Wang Ng

Comput. Stat. Data Anal., 2010