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ECONIS (ZBW)
106
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1
Applications of conditional comonotonicity to some optimization problems
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10009517593
Saved in:
2
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. 159-166
Persistent link: https://www.econbiz.de/10008654262
Saved in:
3
On partial hedging and counter-monotonic sums
Cheung, Ka Chun
;
Dhaene, Jan
;
Tang, Qihe
-
2011
Persistent link: https://www.econbiz.de/10009485837
Saved in:
4
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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5
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
Saved in:
6
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
Saved in:
7
General lower bounds on convex functionals of aggregate sums
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 884-896
Persistent link: https://www.econbiz.de/10010227789
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
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