Browsing by Author Yam, SCP

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TitleAuthor(s)Issue DateViews
 
2014
81
 
2017
97
 
A probabilistic proof for Fourier inversion formula
Journal:Statistics & Probability Letters
2018
56
 
2014
98
 
2012
73
 
Behavioral optimal insurance
Journal:Insurance: Mathematics and Economics
2011
220
 
Borch’s Theorem from the perspective of comonotonicity
Journal:Insurance: Mathematics and Economics
2014
86
 
2020
24
 
Convex ordering for insurance preferences
Journal:Insurance: Mathematics and Economics
2015
69
 
Critical points of random finite Blaschke products with independent and identically distributed zeros
Proceeding/Conference:Complex Analysis and Potential Theory with Applications
2014
71
 
2015
68
 
Evolutionary credibility risk premium
Journal:Insurance: Mathematics and Economics
2020
28
 
Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions
Journal:SIAM Journal on Scientific Computing
2021
13
 
Fourier-cosine method for Gerber-Shiu functions
Journal:Insurance: Mathematics and Economics
2015
84
 
Fourier-cosine method for ruin probabilities
Journal:Journal of Computational and Applied Mathematics
2015
64
 
2015
67
A mixed Sharpe ratio
Proceeding/Conference:Risk and Decision Analysis
2012
106
 
On additivity of tail comonotonic risks
Journal:Scandinavian Actuarial Journal
2019
23
 
Optimal asset allocation: Risk and information uncertainty
Journal:European Journal of Operational Research
2016
83
 
2014
113