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Showing results 1 to 20 of 58
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Title
Author(s)
Issue Date
Applications of conditional comonotonicity to some optimization problems
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2009
Asset allocation with regime-switching: discrete-time case
Journal:
Astin Bulletin
Cheung, KC
Yang, H
2004
Asset allocation: investment strategies for financial and insurance portfolio
Book:
Intelligent and Other Computational Techniques in Insurance : Theory and Applications
Cheung, KC
Yang, H
2003
Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints
Journal:
ASTIN Bulletin
Cheung, KC
Liu, F
Yam, SCP
2012
Borch’s Theorem from the perspective of comonotonicity
Journal:
Insurance: Mathematics and Economics
Cheung, KC
RONG, Y
Yam, SCP
2014
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Vanduffel, S
2013
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Journal:
Scandinavian Actuarial Journal
Bonnen, TJ
Cheung, KC
Zhang, Y
2021
Budget-constrained optimal reinsurance design under coherent risk measures
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Chong, WF
Lo, A
2019
Characterization of comonotonicity using convex order
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2008
Characterizations of conditional comonotonicity
Journal:
Journal of Applied Probability
Ka, CC
2007
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Lo, A
2013
Characterizations of optimal reinsurance treaties: a cost-benefit approach
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Lo, A
2017
Characterizing a comonotonic random vector by the distribution of the sum of its components
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2010
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
Journal:
Insurance: Mathematics and Economics
Cheung, KC
LO, A
2014
Claim size processes
Book:
Encyclopedia of Actuarial Science
Cheung, KC
Yang, H
2005
Comonotonic convex upper bound and majorization
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2010
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
Journal:
Scandinavian Actuarial Journal
Zhang, Y
Zhao, P
Cheung, KC
2018
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Yuen, FL
Zhang, Y
2020
Convex ordering for insurance preferences
Journal:
Insurance: Mathematics and Economics
Cheung, KC
CHONG, WF
Yam, SCP
2015
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Journal:
ASTIN Bulletin
Cheung, KC
Chong, WF
Elliott, R
Yam, SCP
2015
