The following pages link to Kam-Chuen Yuen (Q951190):
Displayed 50 items.
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
- Zero-one-inflated simplex regression models for the analysis of continuous proportion data (Q2291649) (← links)
- Multivariate zero-and-one inflated Poisson model with applications (Q2332672) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- Asymptotics for a censored generalized linear model with unknown link function (Q2369869) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
- Profile empirical likelihood for parametric and semiparametric models (Q2501354) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
- Stochastic programming method for multiperiod consumption and investment problems with transactions costs (Q2571163) (← links)
- Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
- Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)
- Some results on the compound Markov binomial model (Q3440849) (← links)
- A Nonparametric Test for Interval-Censored Failure Time Data with Unequal Censoring (Q3518498) (← links)
- Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
- The Classical Risk Model with Constant Interest and Threshold Strategy (Q3535270) (← links)
- (Q3566014) (← links)
- (Q3566024) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- (Q4298687) (← links)
- A test of fit for a semiparametric additive risk model (Q4364931) (← links)
- Resampling Methods for Testing a Semiparametric Random Censorship Model (Q4416165) (← links)
- (Q4471212) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- (Q4817779) (← links)
- On a discrete-time risk model with delayed claims and dividends (Q4921212) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289) (← links)
- A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
- A new multivariate <i>t</i> distribution with variant tail weights and its application in robust regression analysis (Q5093038) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)