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~person:"Cheung, Ka Chun"
~person:"Ireland, Peter N."
~person:"Lai, Ching-chong"
~subject:"Risk model"
~subject:"Theorie"
~type:"article"
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Risk model
Theorie
Theory
35
Geldpolitik
22
Monetary policy
22
Geldmenge
18
Money supply
18
Risikomaß
13
Risk measure
13
Risiko
8
Risk
8
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United States
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Reinsurance
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35
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Cheung, Ka Chun
Ireland, Peter N.
Lai, Ching-chong
Barnett, William A.
40
Serletis, Apostolos
33
Wang, Ruodu
25
Fabozzi, Frank J.
19
Wallace, Neil
17
Wright, Randall D.
17
Fuerst, Timothy S.
16
Righi, Marcelo Brutti
16
Dowd, Kevin
15
Hegji, Charles E.
15
Smith, Bruce D.
15
Jarrow, Robert A.
14
Laidler, David E. W.
14
Rosazza Gianin, Emanuela
14
Fleissig, Adrian R.
13
Rocheteau, Guillaume
13
Rüschendorf, Ludger
13
Taylor, Mark P.
13
Boonen, Tim J.
12
Brandtner, Mario
12
Hendry, David F.
12
Härdle, Wolfgang
12
Jones, Barry E.
12
McCallum, Bennett T.
12
Seitz, Franz
12
Williamson, Stephen D.
12
Berentsen, Aleksander
11
Dutkowsky, Donald H.
11
Goodhart, Charles A. E.
11
Howells, Peter G. A.
11
Martin, Antoine
11
McAndrews, James Joseph
11
Svensson, Lars E. O.
11
Thornton, Daniel L.
11
Woodford, Michael
11
Bordo, Michael D.
10
Camera, Gabriele
10
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Insurance / Mathematics & economics
6
Journal of macroeconomics
4
Scandinavian actuarial journal
4
Journal of economic dynamics & control
3
International economic review
2
Journal of monetary economics
2
Journal of money, credit and banking : JMCB
2
Macroeconomic dynamics
2
Atlantic economic journal : AEJ
1
Australian economic papers
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
35
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11
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35
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11
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
12
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:
13
Equilibrium dynamics in an endogenous growth model of
money
and banking
Chang, Juin-jen
;
Chang, Wen-ya
;
Lai, Ching-chong
;
Wang, Ping
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1683-1710
Persistent link: https://www.econbiz.de/10003549215
Saved in:
14
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
15
Endogenous
money
or sticky prices?
Ireland, Peter N.
- In:
Journal of monetary economics
50
(
2003
)
8
,
pp. 1623-1648
Persistent link: https://www.econbiz.de/10001857711
Saved in:
16
Targeting nominal income versus targeting price level : a target zone perspective
Fang, Chung-rou
;
Lai, Ching-chong
- In:
International review of economics & finance : IREF
11
(
2002
)
3
,
pp. 229-249
Persistent link: https://www.econbiz.de/10001719356
Saved in:
17
Efficiency wages and nominal income targeting in an open economy
Wang, Chih-hsu
;
Lai, Ching-chong
- In:
Pacific economic review
7
(
2002
)
3
,
pp. 573-591
Persistent link: https://www.econbiz.de/10001724391
Saved in:
18
Convex ordering for insurance preferences
Cheung, Ka Chun
;
Chong, W. F.
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 409-416
Persistent link: https://www.econbiz.de/10011398122
Saved in:
19
Money
, random matching and endogenous growth : a quantitative analysis
Chu, Angus C.
;
Kan, Kamhon
;
Lai, Ching-chong
;
Liao, …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 173-187
Persistent link: https://www.econbiz.de/10010424964
Saved in:
20
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:
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