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

Group by: Creator's name | Item Type | Date | No Grouping

Number of items: 15.

Article

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)

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)

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)

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)

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)

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)

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)

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 15 19:59:17 2024 BST.