Kam Chuen Yuen
University of Hong Kong(HK)
Publications by Year
Research Areas
Probability and Risk Models, Insurance, Mortality, Demography, Risk Management, Stochastic processes and financial applications, Insurance and Financial Risk Management, Statistical Distribution Estimation and Applications
Most-Cited Works
- → Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation(2009)133 cited
- → Optimal dynamic reinsurance with dependent risks: variance premium principle(2014)125 cited
- → Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process(2011)103 cited
- → Optimality of the threshold dividend strategy for the compound Poisson model(2011)91 cited
- → On Ultimate Ruin in a Delayed-Claims Risk Model(2005)82 cited
- → On a correlated aggregate claims model with Poisson and Erlang risk processes(2002)82 cited
- → On the first time of ruin in the bivariate compound Poisson model(2005)75 cited
- → Precise large deviations of aggregate claims in a size-dependent renewal risk model(2012)74 cited
- → Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims(2010)74 cited
- → Optimal proportional reinsurance with common shock dependence(2015)71 cited