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Dr YUEN Fei Lung, Kevin (袁飛龍博士)
BSc (ActuarSc)(HKU)
PhD (HKU)
PGCAP(Heriot-Watt)
ASA (Society of Actuaries)

Associate Professor
BSC-AIN Associate Programme Director

Office: D607

Tel : (852) 3963 5243
Dr Yuen received his BSc in Actuarial Science and PhD from the Department of Statistics and Actuarial Science at The University of Hong Kong. Before joining HSUHK, he was an assistant professor in Heriot Watt University in Edinburgh. He is an Associate of Society of Actuaries (ASA) and a Fellow of the Higher Education Academy (FHEA).

Research InterestsService and Professional ExperiencePublicationsResearch Grants
TopResearch Interests
  • Derivative Pricing
  • Risk Management
  • Actuarial Science
  • Financial Economics
  • Operations Research
TopService and Professional Experience
  1. Reviewer for Journals: ASTIN Bulletin, Insurance: Mathematics and Economics, North American Actuarial Journal, Journal of Industrial and Management Optimization, IMA Journal of Management Mathematics and other international journals
  2. Reviewer for Research Grants: Engineering and Physical Sciences Research Council, UK
TopPublications

..........Journal Articles..........

  1. Cheung, K. C., Ling, H. K., Tang, Q., Yam, S. C. P., and Yuen, F. L. (2019) On additivity of tail comonotonic risks, Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2019.1626762
  2. Cheung, K. C., Yam, S. C. P., and Yuen, F. L., (2019). Reinsurance Contract Design with Adverse Selection. Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2019.1616323
  3. Choy, S. K., Yuen, K., and Yu, C., Fuzzy Bit-plane- dependence Image Segmentation, Signal Processing, Vol. 154, 30–44, Jan. 2019.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
 

TopResearch Grants
  1. (UGC/FDS14/P02/16) HK$1,152,383. “On the Uncertainty of Value-at-Risk of Individual Risk,” funded by the University Grants Committee (UGC) 2016/2017. (PI)
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