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The Uniform Asymptotics for the Tail of Poisson Shot Noise Process with Dependent and Heavy-Tailed Shocks

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Journal of Mathematical Research with Applications 2023年第3期43卷 335-349页

作者： Kaiyong WANG Yang YANG kam chuen YUEN School of Mathematical Sciences Suzhou University of Science and Technology School of Statistics and Data Science Nanjing Audit University Department of Statistics and Actuarial Science The University of Hong Kong

This paper considers the uniform asymptotic tail behavior of a Poisson shot noise process with some dependent and heavy-tailed shocks. When the shocks are bivariate upper tail asymptotic independent nonnegative random variables with long-tailed and dominatedly varying tailed distributions, and the shot noise function has both positive lower and upper bounds, a uniform asymptotic formula for the tail probability of the process has been ***, when the shocks have continuous and consistently varying tailed distributions, the positive lower-bound condition on the shot noise function can be removed. For the case that the shot noise function is not necessarily upper-bounded, a uniform asymptotic result is also obtained when the shocks follow a pairwise negatively quadrant dependence structure.

关键词： Poisson shot noise process dependent shock heavy-tailed distribution uniform asymptotics

A near-infrared plasma membrane-specific AIE probe for fluorescence lifetime imaging of phagocytosis

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Science China Chemistry 2022年第5期65卷 979-988页

作者： Ming-Yu Wu Jong-Kai Leung chuen kam Tsu Yu Chou Jia-Li Wang Xueqian Zhao Shun Feng Sijie Chen Ming Wai Lau Centre for Reparative Medicine Karolinska InstitutetHong KongChina Sichuan Engineering Research Center for Biomimetic Synthesis of Natural Drugs School of Life Science and EngineeringSouthwest Jiaotong UniversityChengdu 610031China

Phagocytosis is a biological process that plays a key role in host defense and tissue *** approaches for real-time imaging of phagocytosis are highly desired but ***,an AIE-active near-infrared fluorescent probe,named TBTCP,was developed for fluorescence lifetime imaging of *** could selectively label the cell plasma membrane with fast staining,wash-free process,high signal-to-background ratio,and excellent *** membrane statuses under different osmolarities as well as macrophage phagocytosis of bacteria or large silica particles in early stages could be reported by the fluorescence lifetime changes of *** with current fluorescence imaging methods,which target the bioenvironmental changes in the late phagocytosis stage,this approach detects the changes in the cell membrane,thus giving a faster response to *** article provides a functional tool to report the phagocytic dynamics of macrophages which may greatly contribute to the studies of phagocytic function-related diseases.

关键词： fluorescence lifetime imaging phagocytosis plasma membrane aggregation-induced emission near-infrared

An AIE-active probe for efficient detection and high-throughput identification of outer membrane vesicles

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聚集体(英文)

聚集体(英文) 2023年第4期4卷 111-121页

作者： Fei Wang Po-Yu Ho chuen kam Quanzhi Yang Jinzhao Liu Weiping Wang Engui Zhao Sijie Chen Ming Wai Lau Centre for Reparative Medicine Karolinska InstitutetHong KongP.R.China Laboratory of Molecular Engineering and Nanomedicine Dr.Li Dak-Sum Research CentreThe University of Hong KongHong KongP.R.China School of Science Harbin Institute of TechnologyShenzhenHIT Campus of University TownShenzhenGuangdongP.R.China

Rapid detection and quantification of outer membrane vesicle(OMV)are of both scientific value and clinical ***,limited tools are available for investigations of ***,we report a novel fluorescent probe with aggregation-induced emission(AIE)characteristics,namely,OEO-TPE-MEM(OTM),for OMV *** emits faintly in an aqueous medium,but its fluorescence could be effectively turned on upon interacting with bacteria bodies and OMVs produced by Gram-negative ***,OTM could provide quantitative information on bacterial membrane remodeling and OMV secretion and be applied to high-throughput screening of OMV-inducing *** study presents a powerful AIE probe for imaging and quantitative analysis of bacteria envelop and derived OMVs,which might be applied for evaluating research and clinical antimicrobial materials in future studies.

关键词： aggregation-induced emission antibiotics bacteria fluorescent probe outer membrane vesicle

Asymptotic Results for Tail Probabilities of Sums of Dependent and Heavy-Tailed Random Variables

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Chinese Annals of Mathematics,Series B 2012年第4期33卷 557-568页

作者： kam chuen YUEN Chuancun YIN Department of Statistics and Actuarial Science The University of Hong Kong Pokfulam Road HongKong China. Corresponding author. School of Mathematical Sciences Qufu Normal University Qufu 273165 Shan- dong China

Let X1, X2, ··· be a sequence of dependent and heavy-tailed random variables with distributions F1, F2, ··· on (?∞, ∞), and let τ be a nonnegative integer-valued ran-dom variable independent of the sequence {Xk, k ≥ 1}. In this framework, the asymptotic behavior of the tail probabilities of the quantities Sn = n k=1 X k and S(n) = max1 ≤k≤n Sk for n > 1, and their randomized versions Sτ and S(τ) are studied. Some applications to the risk theory are presented.

关键词：重尾随机变量尾概率随机变量序列渐近行为风险理论 SN ST

An Aggregation-Induced Emission Optical Highlighter for the Studies of Endoplasmic Reticulum-Lipid Droplet Content Dynamics

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CCS Chemistry 2022年第2期4卷 515-525页

作者： Engui Zhao chuen kam Ming-Yu Wu Erjing Wang Jiawei Wang Ben Zhong Tang Sijie Chen School of Science School of Electronics and Information EngineeringHarbin Institute of TechnologyShenzhenHIT Campus of University TownShenzhen 518055 Ming Wai Lau Centre for Reparative Medicine Karolinska InstitutetHong Kong 999077 Overseas Expertise Introduction Center for Discipline Innovation(D18025) Collaborative Innovation Center for Advanced Organic Chemical Materials Co-Constructed by the Province and MinistrySchool of Material Science and EngineeringHubei UniversityWuhan 430062 Department of Chemistry The Hong Kong Branch of Chinese National Engineering Research Center for Tissue Restoration and ReconstructionSCUT-HKUST Joint Research InstituteInstitute for Advanced StudyDepartment of Chemical and Biological EngineeringThe Hong Kong University of Science and TechnologyClear Water BayKowloonHong Kong 999077 Shenzhen Institute of Molecular Aggregate Science and Engineering School of Science and EngineeringGuangdong of Electronic and Information EngineeringThe Chinese University of Hong KongShenzhen2001 Longxiang BoulevardLonggang DistrictShenzhen CityGuangdong 518172

The lipid droplet(LD)is a dynamic organelle responsible for lipid storage and metabolism that plays important roles in maintaining lipid ***,limited strategies are available for tracking the LD content *** this contribution,we report a novel fluorescent probe,TPEAmAl,for real-time LD content dynamics ***-AmAl is LD-specific,but emits faintly due to its intramolecular *** photoactivation,it undergoes a photocyclodehydrogenation reaction and shows a large fluorescence ***,it can be used for highlighting selected LDs with high spatial *** measuring the fluorescence changes in the distal region,the lipid content exchange efficiency can be *** our experiment,LD content exchange rate differences between nascent and mature LDs as well as cells with normal and deficient LD budding machinery are *** probe expands the fluorescence-based toolbox for LD content dynamics studies.

关键词： aggregation-induced emission lipid droplet-ER content dynamics optical highlighter photoactivation

Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities

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Frontiers of Mathematics in China 2017年第5期12卷 1085-1112页

作者： Yinghui DONG kam chuen YUEN Guojing WANG Department of Mathematics and Physics Suzhou University of Science and TechnologySuzhou 215009 China Department of Statistics and Actuarial Science University of Hong Kong Hong KongChina Department of Mathematics and Center for Financial Engineering Soochow UniversitySuzhou 215006 China

We study the counterparty risk for a credit default swap （CDS） in a regime-switching market driven by an underlying continuous-time Markov chain. We model the default dependence via some correlated Cox processes with regime-switching shot noise intensities containing common shock. Under the proposed model, the general bilateral counterparty risk pricing formula for CDS contracts with the possibility of joint defaults is presented. Based on some expressions for the conditional Laplace transform of the integrated intensity processes, semi-analytical solution for the bilateral credit valuation adjustment （CVA） is derived. When the model parameters satisfy some conditions, explicit formula for the bilateral CVA at time 0 is also given.

关键词： Credit default swap (CDS) bilateral credit valuation adjustment,Markov chain common shock regime-switching shot noise process

Uniform Asymptotics for Finite-time Ruin Probability in a Dependent Risk Model with General Stochastic Investment Return Process

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Acta Mathematicae Applicatae Sinica 2021年第4期37卷 847-857页

作者： Yang YANG kam chuen YUEN Jun-feng LIU School of Statistics and Data Science Nanjing Audit UniversityNanjing211815China Department of Statistics and Actuarial Science The University of Hong KongPokfulam RoadHong KongChina

In this paper,we consider a non-standard renewal risk model with dependent claim sizes,where an insurance company is allowed to invest his/her wealth in financial assets,leading to some stochastic investment log-returns described as a general adapted càdlàg *** the assumptions that the claim sizes are heavy-tailed and the stochastic log-return process on investments is bounded from below almost surely,we derive some asymptotic formulas for the finite-time ruin probability holding uniformly in any finite time horizon.

关键词： finite-time ruin probability stochastic log-return process on investments upper tail asymptotic independence dominated variation uniformity

Alternative Approach to the Optimality of the Threshold Strategy for Spectrally Negative Lvy Processes

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Acta Mathematicae Applicatae Sinica 2013年第4期29卷 705-716页

作者： Ying SHEN Chuan-cun YIN kam chuen YUEN School of Mathematical Sciences Qufu Normal UniversityChina Department of Statistics and Actuarial Science The University of Hong Kong

Consider the optimal dividend problem for an insurance company whose uncontrolled surplus precess evolves as a spectrally negative Levy process. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. The objective is to find a dividend policy so as to maximize the expected discounted value of dividends which are paid to the shareholders until the company is ruined. In this paper, we show that a threshold strategy （also called refraction strategy） forms an optimal strategy under the condition that the Levy measure has a completely monotone density.

关键词： Spectrally negative Levy process optimal dividend problem scale function complete monotonic-ity threshold strategy

Optimal Investment and Premium Control in a Nonlinear Diffusion Model

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Acta Mathematicae Applicatae Sinica 2017年第4期33卷 945-958页

作者： Ming ZHOU kam chuen YUEN Chuan-cun YIN China Institute for Actuarial Science Central University of Finance and Economics Department of Statistics and Actuarial Science the University of Hong Kong School of Statistics Qufu Normal University

This paper considers the optimal investment and premium control problem in a diffusion approxi- mation to a non-homogeneous compound Poisson process. In the nonlinear diffusion model, it is assumed that there is an unspecified monotone function describing the relationship between the safety loading of premium and the time-varying claim arrival rate. Hence, in addition to the investment control, the premium rate can be served as a control variable in the optimization problem. Specifically, the problem is investigated in two cases：（i） maximizing the expected utility of terminal wealth, and （ii） minimizing the probability of ruin respectively. In both cases, some properties of the value functions are derived, and closed-form expressions for the optimal policies and the value functions are obtained. The results show that the optimal investment policy and the optimal premium control policy are dependent on each other. Most interestingly, as an example, we show that the nonlinear diffusion model reduces to a diffusion model with a quadratic drift coefficient when the function associated with the premium rate and the claim arrival rate takes a special form. This example shows that the model of study represents a class of nonlinear stochastic control risk model.

关键词： CARA utility dependent control policies Hamilton-Jacobi-Bellman (HJB) equation investment premium control