Browsing "Department of Statistics & Actuarial Science" by Author yam, scp

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Showing results 5 to 22 of 22 < previous 
TitleAuthor(s)Issue DateViews
 
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:Insurance: Mathematics and Economics
Cheung, KCYam, SCPYuen, FLZhang, Y
2020
32
 
Convex ordering for insurance preferences
Journal:Insurance: Mathematics and Economics
Cheung, KCCHONG, WFYam, SCP
2015
 
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Journal:ASTIN Bulletin
Cheung, KCChong, WFElliott, RYam, SCP
2015
 
Evolutionary credibility risk premium
Journal:Insurance: Mathematics and Economics
CHEN, YCheung, KCChoi, HMCYam, SCP
2020
 
Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions
Journal:SIAM Journal on Scientific Computing
Li, XShi, YYam, SCPYang, H
2021
23
 
Fourier-cosine method for Gerber-Shiu functions
Journal:Insurance: Mathematics and Economics
Chau, KWYam, SCPYang, H
2015
 
Fourier-cosine method for ruin probabilities
Journal:Journal of Computational and Applied Mathematics
Chau, KWYam, SCPYang, H
2015
 
Inter‐temporal mutual‐fund management
Journal:Mathematical Finance
Bensoussan, ACheung, KCLi, YYam, SCP
2022
1
 
On additivity of tail comonotonic risks
Journal:Scandinavian Actuarial Journal
Cheung, KCLing, HKTang, QYam, SCPYuen, FL
2019
27
 
Optimal asset allocation: Risk and information uncertainty
Journal:European Journal of Operational Research
Yam, SCPYang, HYuen, FL
2016
63
 
Optimal Reinsurance Under General Law-Invariant Risk Measures
Journal:Scandinavian Actuarial Journal
Cheung, KCSung, KCJYam, SCPYung, SP
2014
 
Probabilistic solutions for a class of deterministic optimal allocation problems
Journal:Journal of Computational and Applied Mathematics
Cheung, KCDhaene, JRONG, YYam, SCP
2018
38
 
Reinsurance contract design with adverse selection
Journal:Scandinavian Actuarial Journal
Cheung, KCYam, SCPYuen, FL
2019
34
 
Risk-adjusted Bowley reinsurance under distorted probabilities
Journal:Insurance: Mathematics and Economics
Cheung, KCYam, SCPZhang, Y
2019
21
 
Risk-Minimizing Reinsurance Protection For Multivariate Risks
Journal:Journal of Risk and Insurance
Cheung, KCSUNG, KCJYam, SCP
2014
 
Satisficing credibility for heterogeneous risks
Journal:European Journal of Operational Research
Cheung, KCYam, SCPZhang, Y
2022
 
The optimal insurance under disappointment theories
Journal:Insurance: Mathematics and Economics
Cheung, KCCHONG, WFYam, SCP
2015
71
 
Valuing Equity-Linked Death Benefits in a Regime-Switching Framework
Journal:ASTIN Bulletin
Siu, CCYam, SCPYang, H
2015
57
Showing results 5 to 22 of 22 < previous