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General lower bounds on convex...
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81
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
Cheung, Ka Chun
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal : Actuarial Society of …
2013
(
2013
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10010094871
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82
Optimal allocation of policy limits and deductibles
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
41
(
2007
)
3
,
pp. 382-392
Persistent link: https://www.econbiz.de/10007865931
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83
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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84
Worst allocations of policy limits and deductibles
Hua, Lei
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 93-98
Persistent link: https://www.econbiz.de/10008082359
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85
Improved convex upper bound via conditional comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
42
(
2008
)
2
,
pp. 651-655
Persistent link: https://www.econbiz.de/10007988412
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86
Applications of conditional comonotonicity to some optimization problems
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 89-94
Persistent link: https://www.econbiz.de/10008895436
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87
Upper comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 35-41
Persistent link: https://www.econbiz.de/10008895443
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88
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/10008277113
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89
Upper comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10008277120
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90
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
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