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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
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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
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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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Bowley solution under the reinsurer's default risk
Chen, Yanhong; Cheung, Ka Chun; Zhang, Yiying - In: Insurance : mathematics and economics 115 (2024), pp. 36-61
Persistent link: https://www.econbiz.de/10015066727
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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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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
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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Data breach CAT bonds : modeling and pricing
Xu, Maochao; Zhang, Yiying - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 543-561
Persistent link: https://www.econbiz.de/10013167023