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isPartOf:"Journal of business economics : JBE"
subject:"Projektmanagement"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cheung, Ka Chun"
~person:"Cox, Samuel H."
~subject:"Risk management"
~subject:"Sustainable development"
~type_genre:"Article in journal"
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Projektmanagement
Risk management
Sustainable development
Risikomanagement
5
Theorie
5
Theory
5
Portfolio selection
3
Portfolio-Management
3
Reinsurance
3
Risiko
3
Risikomaß
3
Risikomodell
3
Risk
3
Risk measure
3
Risk model
3
Rückversicherung
3
Distortion risk measure
2
Measurement
2
Messung
2
Tail Value-at-Risk
2
Adverse Selektion
1
Adverse selection
1
Agency theory
1
Altersvorsorge
1
Bowley solution
1
Buyout options
1
Comonotonicity
1
Convex order
1
Counter-monotonicity
1
Counterparty default risk
1
Credit risk
1
Defined benefit pension plan
1
Distorted risk measure
1
Equilibrium reinsurance strategy
1
Expected policyholder deficit
1
Funding options
1
General premium principle
1
Incentive compatibility
1
Individual rationality
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Article in journal
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English
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Cheung, Ka Chun
Cox, Samuel H.
Cossette, Hélène
7
Mao, Tiantian
6
Dhaene, Jan
5
Feng, Runhuan
5
Gatzert, Nadine
5
Laeven, Roger J. A.
5
Li, Johnny Siu-Hang
5
Marceau, Etienne
5
Sherris, Michael
5
Tan, Ken Seng
5
Tang, Qihe
5
Cai, Jun
4
Chi, Yichun
4
Hu, Taizhong
4
Shevchenko, Pavel V.
4
Wang, Ruodu
4
Yang, Fan
4
Asimit, Alexandru V.
3
Boonen, Tim J.
3
Denuit, Michel
3
Furman, Edward
3
Koch, Helmut
3
Landriault, David
3
Ling, Chengxiu
3
Peters, Gareth W.
3
Svindland, Gregor
3
Tsanakas, Andreas
3
Zhang, Yiying
3
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Baule, Rainer
2
Bischof, Jannis
2
Chen Zhou
2
Chiu, Mei Choi
2
Cui, Wei
2
Eckert, Christian
2
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Journal of business economics : JBE
Insurance / Mathematics & economics
European journal of operational research : EJOR
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Risks : open access journal
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
6
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1
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
Saved in:
2
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
3
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
4
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
5
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
6
Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.
;
Lin, Yijia
;
Pedersen, Hal
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
Saved in:
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