| Ruin probabilities for time-correlated claims in the compound binomial model KC Yuen, JY Guo Insurance: Mathematics and Economics 29 (1), 47-57, 2001 | 168 | 2001 |
| On a correlated aggregate claims model with Poisson and Erlang risk processes KC Yuen, J Guo, X Wu Insurance: Mathematics and Economics 31 (2), 205-214, 2002 | 161 | 2002 |
| Sums of pairwise quasi-asymptotically independent random variables with consistent variation Y Chen, KC Yuen Stochastic Models 25 (1), 76-89, 2009 | 142 | 2009 |
| Optimal dynamic reinsurance with dependent risks: variance premium principle Z Liang, KC Yuen Scandinavian Actuarial Journal 2016 (1), 18-36, 2016 | 130 | 2016 |
| Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process Z Liang, KC Yuen, J Guo Insurance: Mathematics and Economics 49 (2), 207-215, 2011 | 127 | 2011 |
| On the first time of ruin in the bivariate compound Poisson model KC Yuen, J Guo, X Wu Insurance: Mathematics and Economics 38 (2), 298-308, 2006 | 103 | 2006 |
| The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier KC Yuen, G Wang, WK Li Insurance: Mathematics and Economics 40 (1), 104-112, 2007 | 101 | 2007 |
| On ultimate ruin in a delayed-claims risk model KC Yuen, J Guo, KW Ng Journal of Applied Probability 42 (1), 163-174, 2005 | 96 | 2005 |
| Optimality of the threshold dividend strategy for the compound Poisson model C Yin, KC Yuen Statistics & Probability Letters 81 (12), 1841-1846, 2011 | 89 | 2011 |
| Precise large deviations of aggregate claims in a size-dependent renewal risk model Y Chen, KC Yuen Insurance: Mathematics and Economics 51 (2), 457-461, 2012 | 83 | 2012 |
| Optimal proportional reinsurance with common shock dependence KC Yuen, Z Liang, M Zhou Insurance: Mathematics and Economics 64, 1-13, 2015 | 82 | 2015 |
| Precise large deviations of random sums in presence of negative dependence and consistent variation Y Chen, KC Yuen, KW Ng Methodology and Computing in Applied Probability 13, 821-833, 2011 | 80 | 2011 |
| Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model Z Liang, KC Yuen, KC Cheung Applied Stochastic Models in Business and Industry 28 (6), 585-597, 2012 | 79 | 2012 |
| Asymptotics for the ruin probabilities of a two‐dimensional renewal risk model with heavy‐tailed claims Y Chen, KC Yuen, KW Ng Applied Stochastic Models in Business and Industry 27 (3), 290-300, 2011 | 79 | 2011 |
| Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle M Zhou, KC Yuen Economic Modelling 29 (2), 198-207, 2012 | 78 | 2012 |
| Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs C Yin, KC Yuen arXiv preprint arXiv:1409.0407, 2014 | 74 | 2014 |
| On a correlated aggregate claims model with thinning-dependence structure G Wang, KC Yuen Insurance: Mathematics and Economics 36 (3), 456-468, 2005 | 66 | 2005 |
| On a mixture GARCH time‐series model Z Zhang, WK Li, KC Yuen Journal of Time Series Analysis 27 (4), 577-597, 2006 | 62 | 2006 |
| Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model Q Tang, G Wang, KC Yuen Insurance: Mathematics and Economics 46 (2), 362-370, 2010 | 60 | 2010 |
| Exact joint laws associated with spectrally negative Levy processes and applications to insurance risk theory C Yin, KC Yuen Frontiers of Mathematics in China 9, 1453-1471, 2014 | 57 | 2014 |
