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Discovery - Top 10
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Results 1-25 of 57 (Search time: 0.035 seconds).
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Title
Author(s)
Issue Date
Views
Characterizations of optimal reinsurance treaties: a cost-benefit approach
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Lo, A
2017
65
Multivariate countermonotonicity and the minimal copulas
Journal:
Journal of Computational and Applied Mathematics
Lee, W
Cheung, KC
Ahn, J
2017
63
Ordering optimal proportions in the asset allocation problem with dependent default risks
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yang, H
2004
159
Convex ordering for insurance preferences
Journal:
Insurance: Mathematics and Economics
Cheung, KC
CHONG, WF
Yam, SCP
2015
56
Optimal portfolio problem with unknown dependency structure
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2006
49
Claim size processes
Book:
Encyclopedia of Actuarial Science
Cheung, KC
Yang, H
2005
99
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
Optimal allocation of policy limits and deductibles
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2007
44
Optimal reinsurance in the presence of counterparty default risk
Journal:
Insurance: Mathematics and Economics
Asimit, AV
Badescu, AM
Cheung, KC
2013
48
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
Journal:
Insurance: Mathematics and Economics
Cheung, KC
LO, A
2014
75
Robust and Pareto optimality of insurance contracts
Journal:
European Journal of Operational Research
Asimit, AV
Bignozzi, V
Cheung, KC
Hu, J
Kim, E
2017
63
Characterization of comonotonicity using convex order
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2008
156
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
137
The optimal insurance under disappointment theories
Journal:
Insurance: Mathematics and Economics
Cheung, KC
CHONG, WF
Yam, SCP
2015
55
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
Journal:
Scandinavian Actuarial Journal
Zhang, Y
Zhao, P
Cheung, KC
2018
30
Optimal Reinsurance Under General Law-Invariant Risk Measures
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Sung, KCJ
Yam, SCP
Yung, SP
2014
78
Reducing risk by merging counter-monotonic risks
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Dhaene, J
LO, A
Tang, Q
2014
47
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Yuen, FL
Zhang, Y
2020
32
Applications of conditional comonotonicity to some optimization problems
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2009
205
Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints
Journal:
ASTIN Bulletin
Cheung, KC
Liu, F
Yam, SCP
2012
45
Stochastic orders of scalar products with applications
Journal:
Insurance: Mathematics and Economics
Hua, L
Cheung, KC
2008
40
Extremal dependence structures and bounds of Tail Value-at-Risk
Proceeding/Conference:
Current Topics on Actuarial Models with Dependence Structure Seminar
Cheung, KC
2015
27
General lower bounds on convex functionals of aggregate sums
Journal:
Insurance: Mathematics and Economics
Cheung, KC
LO, A
2013
57
Worst allocations of policy limits and deductibles
Journal:
Insurance: Mathematics and Economics
Hua, L
Cheung, KC
2008
65
Reinsurance contract design with adverse selection
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Yam, SCP
Yuen, FL
2019
34