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On partial hedging and counter-monotonic sums
Cheung, Ka Chun; Dhaene, Jan; Tang, Qihe - 2011
Persistent link: https://www.econbiz.de/10009485837
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Explicit solutions for a general class of optimal allocation problems
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung … - 2013
Persistent link: https://www.econbiz.de/10009731217
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Ordered random vectors and equality in distribution
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; … - 2013
Persistent link: https://www.econbiz.de/10009731218
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Tail mutual exclusivity and tail-var lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10010486345