Kam Chuen Yuen
Management Science and Operations Research · 2001–2016
A researcher in the Science corpus: 19 papers; trusts 67 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 170 citations into it; #1,894 of 11,946 by trust here, #1,077 by citations
- Demography — 123 citations into it; #680 of 4,236 by trust here, #450 by citations
- Finance — 105 citations into it; #4,669 of 10,518 by trust here, #3,438 by citations
- Economics and Econometrics — 62 citations into it; #13,676 of 23,481 by trust here, #14,051 by citations
- Mathematical Physics — 29 citations into it; #7,547 of 8,562 by trust here, #4,500 by citations
- Statistics and Probability — 20 citations into it; #9,812 of 12,932 by trust here, #7,165 by citations
- Artificial Intelligence — 10 citations into it; #23,864 of 35,345 by trust here, #23,731 by citations
- Management Information Systems — 9 citations into it
Whom Kam Chuen Yuen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andreas E. Kyprianou
- Qihe Tang
- Hanspeter Schmidli
- M. D. L. Centeno
- Hailiang Yang
- Junyi Guo
- Wendell H. Fleming
- Søren Asmussen
- Marek Kaluszka
- Michael I. Taksar
Who trusts Kam Chuen Yuen overall
- Zhibin Liang
- Junna Bi
- Yiqing Chen
- Yang Yang
- Junyi Guo
- Jinzhu Li
- Minghe Zhou
- Kai Wang Ng
- Jun Cai
- Kaiyong Wang
Papers from Kam Chuen Yuen's perspective
Ordered by how strongly the researchers Kam Chuen Yuen trusts endorse each paper. Same corpus, a different order for every researcher.
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- Modelling Extremal Events for Insurance and Finance
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Journal of Applied Probability)
- Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Stochastic processes in insurance and finance
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
- Information Theory, Inference, and Learning Algorithms
- Ruin probabilities and overshoots for general Lévy insurance risk processes
Their papers
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (2009) — 152 citations
- Ruin probabilities for time-correlated claims in the compound binomial model (2001) — 110 citations
- Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation (2011) — 63 citations
- On the first time of ruin in the bivariate compound Poisson model (2006) — 85 citations
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (2011) — 118 citations
- Optimal dynamic reinsurance with dependent risks: variance premium principle (2016) — 128 citations
- On a correlated aggregate claims model with Poisson and Erlang risk processes (2002) — 90 citations
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (2007) — 68 citations
- On a correlated aggregate claims model with thinning-dependence structure (2005) — 58 citations
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2011) — 75 citations
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (2010) — 66 citations
- Optimal proportional reinsurance with common shock dependence (2015) — 79 citations
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (2014) — 71 citations
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump-diffusion risk model (2012) — 69 citations
- Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2012) — 76 citations
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (2012) — 78 citations
- Optimality of the threshold dividend strategy for the compound Poisson model (2011) — 94 citations
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (2011) — 66 citations
- On ultimate ruin in a delayed-claims risk model (2005) — 85 citations