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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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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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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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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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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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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