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Browsing by Author Yam, SCP
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Showing results 6 to 25 of 32
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Title
Author(s)
Issue Date
Views
Behavioral optimal insurance
Journal:
Insurance: Mathematics and Economics
Sung, KCJ
Yam, SCP
Yung, SP
Zhou, JH
2011
195
Borch’s Theorem from the perspective of comonotonicity
Journal:
Insurance: Mathematics and Economics
Cheung, KC
RONG, Y
Yam, SCP
2014
67
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Yuen, FL
Zhang, Y
2020
32
Convex ordering for insurance preferences
Journal:
Insurance: Mathematics and Economics
Cheung, KC
CHONG, WF
Yam, SCP
2015
56
Critical points of random finite Blaschke products with independent and identically distributed zeros
Proceeding/Conference:
Complex Analysis and Potential Theory with Applications
Cheung, PL
Ng, TW
Yam, SCP
2014
49
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Journal:
ASTIN Bulletin
Cheung, KC
Chong, WF
Elliott, R
Yam, SCP
2015
51
Evolutionary credibility risk premium
Journal:
Insurance: Mathematics and Economics
CHEN, Y
Cheung, KC
Choi, HMC
Yam, SCP
2020
33
Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions
Journal:
SIAM Journal on Scientific Computing
Li, X
Shi, Y
Yam, SCP
Yang, H
2021
23
Fourier-cosine method for Gerber-Shiu functions
Journal:
Insurance: Mathematics and Economics
Chau, KW
Yam, SCP
Yang, H
2015
84
Fourier-cosine method for ruin probabilities
Journal:
Journal of Computational and Applied Mathematics
Chau, KW
Yam, SCP
Yang, H
2015
41
Higher-Order, Polar and Sz.-Nagy’s Generalized Derivatives of Random Polynomials with Independent and Identically Distributed Zeros on the Unit Circle
Journal:
Computational Methods and Function Theory
Cheung, PL
Ng, TW
Tsai, HTJ
Yam, SCP
2015
64
Inter‐temporal mutual‐fund management
Journal:
Mathematical Finance
Bensoussan, A
Cheung, KC
Li, Y
Yam, SCP
2022
1
A mixed Sharpe ratio
Proceeding/Conference:
Risk and Decision Analysis
Wong, WK
Wright, JA
Yam, SCP
Yung, SP
2012
92
On additivity of tail comonotonic risks
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Ling, HK
Tang, Q
Yam, SCP
Yuen, FL
2019
27
Optimal asset allocation: Risk and information uncertainty
Journal:
European Journal of Operational Research
Yam, SCP
Yang, H
Yuen, FL
2016
50
Optimal Reinsurance Under General Law-Invariant Risk Measures
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Sung, KCJ
Yam, SCP
Yung, SP
2014
78
Optimal selling time in stock market over a finite time horizon
Journal:
Acta Mathematicae Applicatae Sinica
Yam, SCP
Yung, SP
Zhou, W
2012
163
Probabilistic solutions for a class of deterministic optimal allocation problems
Journal:
Journal of Computational and Applied Mathematics
Cheung, KC
Dhaene, J
RONG, Y
Yam, SCP
2018
36
Reinsurance contract design with adverse selection
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Yam, SCP
Yuen, FL
2019
34
Risk-adjusted Bowley reinsurance under distorted probabilities
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Zhang, Y
2019
39
