..........Journal Articles..........
- Fung, D. W. H., Lee, W. Y., Yeh, J. J. H., and Yuen, F. L., Friend or Foe: The Divergent Effects of FinTech on Financial Stability, Emerging Markets Review, Vol. 45, Article 100727, 2020.
- Cheung, K. C., and Yuen, F. L., On the Uncertainty of VaR of Individual Risk, Journal of Computational and Applied Mathematics, Vol. 367, Article 112468, Mar 2020.
- Cheung, K. C., Yam, S. C. P., Yuen, F. L., and Zhang, Y., Concave Distortion Risk Minimizing Reinsurance Design under Adverse Selection, Insurance: Mathematics and Economics, Vol. 91, 155-165, Mar 2020.
- Yuen, F. L., Lee, W. Y., and Fung, D. W. H., A Cyclic Approach on Classical Ruin Model, Insurance: Mathematics and Economics, Vol. 91, 104-110, Mar 2020.
- Cheung, K. C., Ling, H. K., Tang, Q., Yam, S. C. P., and Yuen, F. L., On Additivity of Tail Comonotonic Risks, Scandinavian Actuarial Journal, Vol. 2019, No. 10, 837-866, Jun 2019.
- Cheung, K. C., Yam, S. C. P., and Yuen, F. L., Reinsurance Contract Design with Adverse Selection, Scandinavian Actuarial Journal, Vol. 2019, No. 9, 784-798, May 2019.
- Choy, S. K., Yuen, F. L., and Yu, K. W., Fuzzy Bit-plane-dependence Image Segmentation, Signal Processing, Vol. 154, 30-44, Jan. 2019.
- Yam, S. C. P., Yang, H. and Yuen, F. L., Optimal Asset Allocation: Risk and Information Uncertainty, European Journal of Operational Research, Vol. 251, No. 2, 554-561, 2016.
- Yuen, F. L., Siu, T. K., and Yang, H., Option Valuation by a Self-exciting Threshold Binomial Model, Mathematical and Computer Modelling, Vol. 58, 28-37, July 2013.
- Meng, H., Yuen, F. L., Siu, T. K., and Yang, H., Optimal Portfolio in a Continuous-time Self-exciting Threshold Model, Journal of Industrial and Management Optimization, Vol. 9, No. 2, 487-504, April 2013.
- Yuen, F. L., and Yang H., Optimal Asset Allocation - A Worst Scenario Expectation Approach, Journal of Optimization Theory and Applications, Vol. 153, No. 3, 2012.
- Yuen, F. L., and Yang H., Pricing Options and Equity-indexed Annuities in a Regime-switching Model by Trinomial Tree Method, Journal of Systemics, Cybernetics and Informatics, Vol. 6, No. 9, 81-86, 2011.
- Yuen, F. L., and Yang H., Pricing Asian Options and Equity-indexed Annuities with Regime-switching by Trinomial Tree Method, North American Actuarial Journal, Vol. 14, No. 2, 256-272, Apr 2010.
- Yuen, F. L., and Yang H., Option Pricing with Regime Switching by Trinomial Tree Method, Journal of Computational and Applied Mathematics, Vol. 233, No. 8, 1821-1833, Feb 2010.
- Yuen, F. L., and Yang H., Option Pricing in a Jump-diffusion Model with Regime-switching, ASTIN Bulletin, Vol. 39, No. 2, 515-539, Nov 2009.
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