Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
The fundamental theorem of mutual insurance
Albrecht, Peter; Huggenberger, Markus - In: Insurance / Mathematics & economics 75 (2017), pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Budget-constrained optimal reinsurance design under coherent risk measures
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 729-751
Persistent link: https://www.econbiz.de/10012194995
Cover Image
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
Cover Image
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun; He, Wanting; Wang, He - In: Insurance / Mathematics & economics 113 (2023), pp. 199-214
Persistent link: https://www.econbiz.de/10014466212