Items where Author, Editor or other role is "Yuen, Kevin"

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Number of items: 15.

C

Chen, Yongzhao, Cheung, Ka Chun, Yam, Sheung Chi Phillip, Yuen, Fei Lung, Zeng, Jia (2023) On the Diversification Effect in Solvency II for Extremely Dependent Risks. Risks, 11 (8). Article Number 143. ISSN 2227-9091. (doi:10.3390/risks11080143) (KAR id:102463)

Cheung, Ka Chun, Yuen, Fei Lung (2020) On the Uncertainty of VaR of Individual Risk. Journal of Computational and Applied Mathematics, 367 . Article Number 112468. ISSN 0377-0427. (doi:10.1016/j.cam.2019.112468) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97132)

Cheung, Ka Chun, Yam, Sheung Chi Phillip, Yuen, Fei Lung, Zhang, Yiying (2020) Concave distortion risk minimizing reinsurance design under adverse selection. Insurance: Mathematics and Economics, 91 . pp. 155-165. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2020.02.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97131)

Cheung, Ka Chun, Ling, Hok Kan, Tang, Qihe, Yam, Sheung Chi Phillip, Yuen, Fei Lung (2019) On Additivity of Tail Comonotonic Risks. Scandinavian Actuarial Journal, 2019 (10). pp. 837-866. ISSN 0346-1238. (doi:10.1080/03461238.2019.1626762) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97128)

Cheung, Ka Chun, Yam, Sheung Chi Phillip, Yuen, Fei Lung (2019) Reinsurance Contract Design with Adverse Selection. Scandinavian Actuarial Journal, 2019 (9). pp. 784-798. ISSN 0346-1238. (doi:10.1080/03461238.2019.1616323) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97127)

Choy, S. K., Yuen, Kevin, Yu, Carisa (2019) Fuzzy Bit-plane-dependence Image Segmentation. Signal Processing, 154 . pp. 30-44. ISSN 0165-1684. (doi:10.1016/j.sigpro.2018.08.010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97126)

F

Fung, Derrick W. H., Lee, Wing Yan, Yeh, Jason J. H., Yuen, Fei Lung (2020) Friend or Foe: The Divergent Effects of FinTech on Financial Stability. Emerging Markets Review, 45 . Article Number 100727. ISSN 1566-0141. (doi:10.1016/j.ememar.2020.100727) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97133)

M

Meng, Hui, Yuen, Fei Lung, Siu, Tak Kuen, Yang, Hailiang (2013) Optimal Portfolio in a Continuous-time Self-Exciting Threshold Model. Journal of Industrial and Management Optimization, 9 (2). pp. 487-504. ISSN 1547-5816. (doi:10.3934/jimo.2013.9.487) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97122)

Y

Yuen, Fei Lung, Lee, Wing Yan, Fung, Derrick W. H. (2020) A Cyclic Approach on Classical Ruin Model. Insurance: Mathematics and Economics, 91 . pp. 104-110. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2020.01.005) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97130)

Yam, Sheung Chi Phillip, Yang, Hailiang, Yuen, Fei Lung (2016) Optimal Asset Allocation: Risk and Information Uncertainty. European Journal of Operational Research, 251 (2). pp. 554-561. ISSN 0377-2217. (doi:10.1016/j.ejor.2015.11.011) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97125)

Yuen, Fei Lung, Siu, Tak Kuen, Yang, Hailiang (2013) Option Valuation by a Self-Exciting Threshold Binomial Model. Mathematical and Computer Modelling, 58 (1-2). pp. 28-37. ISSN 0895-7177. (doi:10.1016/j.mcm.2012.07.014) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97124)

Yuen, Fei Lung, Yang, Hailiang (2012) Optimal Asset Allocation: A Worst Scenario Expectation Approach. Journal of Optimization Theory and Applications, 153 . pp. 794-811. ISSN 0022-3239. (doi:10.1007/s10957-011-9972-6) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97121)

Yuen, Fei Lung, Yang, Hailiang (2010) Pricing Asian Options and Equity-Indexed Annuities with Regime-switching by Trinomial Tree Method. North American Actuarial Journal, 14 (2). pp. 256-272. ISSN 1092-0277. (doi:10.1080/10920277.2010.10597588) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97119)

Yuen, Fei Lung, Yang, Hailiang (2010) Option Pricing with Regime Switching by Trinomial Tree Method. Journal of Computational and Applied Mathematics, 233 (8). pp. 1821-1833. ISSN 0377-0427. (doi:10.1016/j.cam.2009.09.019) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97117)

Yuen, Fei Lung, Yang, Hailiang (2009) Option Pricing in a Jump-Diffusion Model with Regime Switching. ASTIN Bulletin, 39 (2). pp. 515-539. ISSN 0515-0361. (doi:10.2143/AST.39.2.2044646) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97113)

This list was generated on Wed May 1 19:55:33 2024 BST.