Center of Actuarial Excellence, SAAS, HKU

Research output supported by the CAE 2013 research grant from the Society of Actuaries

[ALL] [2017] [2016] [2015] [2014]

  • Dong, Y., Yuen, K.C. and Wang, G. (2017). Pricing credit derivatives under a correlated regime-switching hazard process. Journal of Industrial and Management Optimization, 13, 1395-1415. [Author・s Manuscript]

  • Liang, Z., Yuen, K.C. and Zhang, C. (2017). Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Journal of Applied Mathematics and Computing, to appear. [Author・s Manuscript]

  • Yuen, K.C., Chen, M. and Wat, K.P. (2017). On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Journal of Computational and Applied Mathematics, 311, 239-251. [Author・s Manuscript]