3 papers
math.OC2020
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Mi Chen, Kam Chuen Yuen, Wenyuan Wang
In this paper, we investigate the problem of optimal strategies of dividend and reinsurance under the Cramér-Lundberg risk model embedded with the thinning-dependence structure whi…
stat.ME2019
Profile and Globe Tests of Mean Surfaces for Two-Sample Bivariate Functional Data
Jin Yang, Tao Zhang, Chunling Liu +2
Multivariate functional data has received considerable attention but testing for equality of mean surfaces and its profile has limited progress. The existing literature has tested…
math.PR2011
On optimality of the barrier strategy for a general Levy risk process
Kam Chuen Yuen, Chuancun Yin
We consider the optimal dividend problem for the insurance risk process in a general Levy process setting. The objective is to find a strategy which maximizes the expected total di…