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Yuen KC

Yuen KC

University of Hong Kong - Pokfulam / Hong Kong
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 420192
香港大學
person_outline Yuen KC's MOST POPULAR ARTICLES
1-) Ruin probabilities for time-correlated claims in the compound binomial model Insurance: Mathematics and Economics 29 (1), 47-57, 2001
2-) On a correlated aggregate claims model with Poisson and Erlang risk processes Insurance: Mathematics and Economics 31 (2), 205-214, 2002
3-) Sums of pairwise quasi-asymptotically independent random variables with consistent variation Stochastic Models 25 (1), 76-89, 2009
4-) Optimal dynamic reinsurance with dependent risks: variance premium principle Scandinavian Actuarial Journal 2016 (1), 18-36, 2016
5-) Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process Insurance: Mathematics and Economics 49 (2), 207-215, 2011