Concepedia

Kam Chuen Yuen

KC

53

Publications

2K

Citations

26

H-Index

1995

Active since

Affiliations

University of Hong Kong(Current)

Nanjing Normal University

Nankai University

Qufu Normal University

Central University of Finance and Economics

Kam Chuen Yuen is an author at University of Hong Kong specializing in finance, business, and engineering.

Top concepts

FinanceBusinessEngineeringEconomicsInsuranceStatisticsAsset PricingProbabilityRisk ManagementManagement

Publications per year

1995–2023

53

Publications

53

Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

Yiqing Chen, Kam Chuen Yuen · Stochastic Models · 2009 · 133 citations

Engineering, Integrable Probability, Consistent Variation +6

Optimal dynamic reinsurance with dependent risks: variance premium principle

Zhibin Liang, Kam Chuen Yuen · Scandinavian Actuarial Journal · 2014 · 121 citations

Engineering, Optimal Dynamic Reinsurance, Financial Risk Management +17

Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process

Zhibin Liang, Kam Chuen Yuen, Junyi Guo · Insurance Mathematics and Economics · 2011 · 103 citations

Optimal Proportional Reinsurance, Ornstein–uhlenbeck Process, Economics +10

Optimality of the threshold dividend strategy for the compound Poisson model

Chuancun Yin, Kam Chuen Yuen · Statistics & Probability Letters · 2011 · 91 citations

Economics, Computational Finance, Financial Economics +10

On a correlated aggregate claims model with Poisson and Erlang risk processes

Kam Chuen Yuen, Junyi Guo, Xueyuan Wu · Insurance Mathematics and Economics · 2002 · 82 citations

Economics, Engineering, Risk Management +7

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