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Optimal Reinsurance in the Pre...
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Cheung, Ka Chun
20
Badescu, Alex
5
Elliott, Robert J.
4
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4
Siu, Tak Kuen
4
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Insurance / Mathematics & economics
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Astin bulletin : the journal of the International Actuarial Association
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Esscher transforms and consumption-based models
Badescu, Alex
;
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 337-347
Persistent link: https://www.econbiz.de/10008332292
Saved in:
2
Double dividend, dynamic Laffer effects and public abatement
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Economic modelling
27
(
2010
)
3
,
pp. 656-666
Persistent link: https://www.econbiz.de/10008389788
Saved in:
3
Option valuation with normal mixture GARCH models
Badescu, Alex
;
Kulperger, Reg
;
Lazar, Emese
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009949922
Saved in:
4
Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10009330249
Saved in:
5
Esscher transforms and consumption-based models
Badescu, Alex
;
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 337-348
Persistent link: https://www.econbiz.de/10008890270
Saved in:
6
Optimal portfolio problem with unknown dependency structure
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
38
(
2006
)
1
,
pp. 167-175
Persistent link: https://www.econbiz.de/10006872186
Saved in:
7
Optimal stopping behavior of equity-linked investment products with regime switching
Cheung, Ka Chun
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
37
(
2005
)
3
,
pp. 599-614
Persistent link: https://www.econbiz.de/10006874106
Saved in:
8
Characterization of comonotonicity using convex order
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 403-406
Persistent link: https://www.econbiz.de/10008149209
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9
Upper comonotonicity and convex upper bounds for sums of random variables
Dong, Jing
;
Cheung, Ka Chun
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 159-167
Persistent link: https://www.econbiz.de/10008447805
Saved in:
10
Comonotonic convex upper bound and majorization
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 154-159
Persistent link: https://www.econbiz.de/10008447806
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