The following pages link to Kam-Chuen Yuen (Q951190):
Displaying 50 items.
- (Q292359) (redirect page) (← links)
- (Q1413281) (redirect page) (← links)
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- (Q328528) (redirect page) (← links)
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- Optimal proportional reinsurance under dependent risks (Q394398) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Bayesian non-randomized response models for surveys with sensitive questions (Q440028) (← links)
- Bilateral counterparty risk valuation on a CDS with a common shock model (Q479176) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data (Q551750) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends (Q730544) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- On the distributions of two classes of multiple dependent aggregate claims (Q951757) (← links)
- Further properties and new applications of the nested Dirichlet distribution (Q962270) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
- Comparing \(k\) cumulative incidence functions through resampling methods (Q1423311) (← links)
- A new MM algorithm for constrained estimation in the proportional hazards model (Q1623814) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities (Q1690473) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Optimal consumption and investment problems under GARCH with transaction costs (Q1781142) (← links)
- Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
- On the mean residual life regression model (Q1873103) (← links)
- Goodness-of-fit tests for the Cox model via bootstrap method (Q1907635) (← links)
- Sparsity-restricted estimation for the accelerated failure time model (Q2073554) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
- Optimal investment and reinsurance with premium control (Q2244242) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
