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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
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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
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Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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Satisficing credibility for heterogeneous risks
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying - In: European journal of operational research : EJOR 298 (2022) 2, pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
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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
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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