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)

On optimality of the barrier strategy for a general Lévy risk process. - Kam Chuen Yuen; Chuancun Yin (Math. Comput. Model., 2011)

Optimal proportional reinsurance under dependent risks. - Fengqing Hu; Kam Chuen Yuen (J. Syst. Sci. Complex., 2012)

On a discrete-time risk model with delayed claims and dividends. - Kam Chuen Yuen; Jinzhu Li; Rong Wu (Risk Decis. Anal., 2013)

Survival probabilities in a discrete semi-Markov risk model. - Mi Chen; Kam Chuen Yuen; Junyi Guo (Appl. Math. Comput., 2014)

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)

Special issue on advances in survival analysis. - Somnath Datta; María del Carmen Pardo; Thomas H. Scheike; Kam Chuen Yuen (Comput. Stat. Data Anal., 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)

Optimal dividend and reinsurance in the presence of two reinsurers. - Mi Chen; Kam Chuen Yuen (J. Appl. Probab., 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)

Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. - Yang Yang 021; Ting Zhang; Kam Chuen Yuen (J. Comput. Appl. Math., 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)

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)

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)

Multivariate zero-and-one inflated Poisson model with applications. - Chi Zhang 036; Guo-Liang Tian; Kam Chuen Yuen; Qin Wu; Tao Li (J. Comput. Appl. Math., 2020)

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)

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., 2023)

Squared normal model and its generalization for the analysis of skewed positive data. - Xuanyu Liu; Chi Zhang; Kam Chuen Yuen; Guo-Liang Tian (Commun. Stat. Simul. Comput., 2025)