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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
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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
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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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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
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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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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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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