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Disappointment aversion premium principle

Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 679-702

Persistent link: https://www.econbiz.de/10011397624

The optimal insurance under disappointment theories

Cheung, Ka Chun; Chong, W. F.; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 64 (2015), pp. 77-90

Persistent link: https://www.econbiz.de/10011397943

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

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

Risk-minimizing reinsurance protection for multivariate risks

Cheung, Ka Chun; Sung, K. C. J.; Yam, Sheung Chi Phillip - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 219-236

Persistent link: https://www.econbiz.de/10010340221

Borch's Theorem from the perspective of comonotonicity

Cheung, Ka Chun; Rong, Yian; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 54 (2014), pp. 144-151

Persistent link: https://www.econbiz.de/10010259657

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

On the diversification effect in solvency II for extremely dependent risks

Chen, Yongzhao; Cheung, Ka Chun; Yam, Sheung Chi Phillip; … - In: Risks : open access journal 11 (2023) 8, pp. 1-22

In this article, we investigate the validity of diversification effect under extreme-value copulas, when the marginal risks of the portfolio are identically distributed, which can be any one having a finite endpoint or belonging to one of the three maximum domains of attraction. We show that...

Persistent link: https://www.econbiz.de/10014370410

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

Reinsurance contract design with adverse selection

Cheung, Ka Chun; Yam, Sheung Chi Phillip; Yuen, F. L. - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 784-798

Persistent link: https://www.econbiz.de/10012194998