Skip navigation
HKU Login
Guest Login
Home
Publications
Researchers
Staff
Research Postgraduates
Organizations
Grants
Datasets
Deposit Data
HKUL Research Data Management
Theses
Patents
Community Service
Browsing by Author rp00677
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
中
or enter first few letters:
Showing results 1 to 11 of 11
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
Characterization of comonotonicity using convex order
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2008
Comonotonic convex upper bound and majorization
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2010
Optimal investment-consumption strategy in a discrete-time model with regime switching
Journal:
Discrete and Continuous Dynamical Systems - Series B
Ka, CC
Hailiang, Y
2007
Optimal reinsurance revisited - A geometric approach
Journal:
ASTIN Bulletin
Cheung, KC
2010
Optimal stopping behavior of equity-linked investment products with regime switching
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yang, H
2005
Ordering optimal proportions in the asset allocation problem with dependent default risks
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yang, H
2004
An overview of conditional comonotonicity and its applications
Journal:
Risk and Decision Analysis
Cheung, KC
2012
Upper comonotonicity
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2009
Upper comonotonicity and convex upper bounds for sums of random variables
Journal:
Insurance: Mathematics and Economics
Dong, J
Cheung, KC
Yang, H
2010
