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On heterogeneity in the indivi...
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Cheung, Ka Chun
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1
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
Saved in:
2
Satisficing credibility for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
3
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
Saved in:
4
On the increasing convex order of generalized aggregation of dependent random variables
Zhang, Yiying
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 61-69
Persistent link: https://www.econbiz.de/10012242039
Saved in:
5
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
Saved in:
6
Comparisons of aggregate claim numbers and amounts : a study of heterogeneity
Zhang, Yiying
;
Zhao, Peng
;
Cheung, Ka Chun
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 273-290
Persistent link: https://www.econbiz.de/10012194951
Saved in:
7
Comonotonic convex upper bound and majorization
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10008654263
Saved in:
8
Characterizing a comonotonic random vector by the distribution of the sum of its components
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 130-136
Persistent link: https://www.econbiz.de/10008654266
Saved in:
9
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:
10
Upper comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10009517601
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