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1
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:
2
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:
3
On the increasing convex order of generalized aggregation of dependent random variables
Zhang, Yiying
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 61-69
Persistent link: https://www.econbiz.de/10012242039
Saved in:
4
Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
Saved in:
5
Robust and Pareto optimality of insurance contracts
Asimit, Alexandru V.
;
Bignozzi, Valeria
;
Cheung, Ka Chun
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 720-732
Persistent link: https://www.econbiz.de/10011798900
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6
On heterogeneity in the individual model with both dependent claim occurrences and severities
Zhang, Yiying
;
Li, Xiaohu
;
Cheung, Ka Chun
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 817-839
Persistent link: https://www.econbiz.de/10011875905
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7
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
Asimit, Alexandru V.
;
Cheung, Ka Chun
;
Chong, Wing Fung
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 17-27
Persistent link: https://www.econbiz.de/10012419220
Saved in:
8
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
9
Evolutionary credibility risk premium
Chen, Yongzhao
;
Cheung, Ka Chun
;
Choi, Hugo Ming Cheung
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 216-229
Persistent link: https://www.econbiz.de/10012294126
Saved in:
10
Comparisons of aggregate claim numbers and amounts : a study of heterogeneity
Zhang, Yiying
;
Zhao, Peng
;
Cheung, Ka Chun
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 273-290
Persistent link: https://www.econbiz.de/10012194951
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