Browsing by Author Yam, SCP

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TitleAuthor(s)Issue DateViews
 
2014
73
 
2017
79
 
A probabilistic proof for Fourier inversion formula
Journal:Statistics & Probability Letters
2018
40
 
2014
106
 
2012
73
 
Behavioral optimal insurance
Journal:Insurance: Mathematics and Economics
2011
153
 
Borch’s Theorem from the perspective of comonotonicity
Journal:Insurance: Mathematics and Economics
2014
80
 
Convex ordering for insurance preferences
Journal:Insurance: Mathematics and Economics
2015
58
 
Critical points of random finite Blaschke products with independent and identically distributed zeros
Proceeding/Conference:Complex Analysis and Potential Theory with Applications
2014
70
 
2015
57
 
Fourier-cosine method for Gerber-Shiu functions
Journal:Insurance: Mathematics and Economics
2015
73
 
Fourier-cosine method for ruin probabilities
Journal:Journal of Computational and Applied Mathematics
2015
66
 
2015
60
A mixed Sharpe ratio
Proceeding/Conference:Risk and Decision Analysis
2012
84
 
Optimal asset allocation: Risk and information uncertainty
Journal:European Journal of Operational Research
2016
65
 
2014
120
 
Optimal selling time in stock market over a finite time horizon
Journal:Acta Mathematicae Applicatae Sinica
2012
121
 
Probabilistic solutions for a class of deterministic optimal allocation problems
Journal:Journal of Computational and Applied Mathematics
2018
32
 
Reinsurance contract design with adverse selection
Journal:Scandinavian Actuarial Journal
2019
22
 
Risk-adjusted Bowley reinsurance under distorted probabilities
Journal:Insurance: Mathematics and Economics
2019
15