Dr Yuen is an
Associate Professor at the Department of Statistics and Actuarial Science.
He is also an Associate of the Society of Actuaries. His research interests
include actuarial science, insurance risk models, resampling tests for
survival models, and survival analysis.
Recent publications:
Yuen, K.C., Wang, G. and Ng, K.W. (2004). Ruin probabilities
for a risk process with stochastic return on investment.
Stochastic Processes and their Applications, to appear.
Wu, X. and Yuen, K.C. (2003). A discrete-time model with interaction between classes of business.
Insurance: Mathematics and Economics, 33, 117-133.
Yuen, K.C., Zhu, L. and Tang, N.Y. (2003). On the mean residuallife regression model.
Journal of Statistical Planning and inference,113, 685-698.
Yuen, K.C. and Guo, J. (2002). On a correlated aggregate claims model with Poisson and Erlang risk processes.
Insurance: Mathematics and Economics, 31, 205-214.
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Lifetime Data Analysis, 8, 401-412.
Zhu, L., Yuen, K.C. and N.Y. Tang (2002). Resampling methods for testing a semiparametric random censorship model.
Scandinavian Journal of Statistics, 29, 111-123.
Yuen, K.C., Yang, H. and Chu, K.L. (2001). Estimation in the constant elasticity of variance model.
British Actuarial Journal, 7, 275-292.
Yuen, K.C. and Guo, J. (2001). Ruin probabilities for time-correlated claims in the compound binomial model. Insurance: Mathematics and Economics, 29, 47-57.