Fei Lung Yuen

Available identifiers

zbMath Open yuen.fei-lungMaRDI QIDQ322718

List of research outcomes

Publication	Date of Publication	Type
A cyclic approach on classical ruin model	2020-03-20	Paper
Concave distortion risk minimizing reinsurance design under adverse selection	2020-03-20	Paper
Reinsurance contract design with adverse selection	2019-11-06	Paper
On additivity of tail comonotonic risks	2019-11-06	Paper
On the uncertainty of VaR of individual risk	2019-11-05	Paper
Optimal asset allocation: risk and information uncertainty	2016-10-07	Paper
Option valuation by a self-exciting threshold binomial model	2014-10-21	Paper
Optimal portfolio in a continuous-time self-exciting threshold model	2013-11-14	Paper
Optimal asset allocation: a worst scenario expectation approach	2012-07-31	Paper
Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method	2011-08-23	Paper
Option Pricing in a Jump-Diffusion Model with Regime Switching	2009-12-22	Paper

Research outcomes over time

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